创丰1号策略（代码公开）

• 创丰1号策略（代码公开）[金字塔模型]

  
  

abb:=not(islastbar) or (islastbar and tholding2=0);

ma1:ma(c,5);

ma2:ma(c,10);

ma3:ma(c,20);

ma4:ma(c,60);

创丰1号-A:VALUEWHEN(TIME=0916,O),COLORMAGENTA;

DIFF := EMA(CLOSE,12) - EMA(CLOSE,26);

DEA  := EMA(DIFF,9);

MACD1 := 2*(DIFF-DEA), COLORSTICK;

VARIABLE: aspect=0;

VARIABLE: stopprice=0;

VARIABLE: stopnum = 1.6;

RUNMODE:0;  

if barpos = 0 then

  stopprice := l - stopnum;

if aspect = 0 then

begin

if l <= stopprice then

begin

  aspect:= 1;

  stopprice := h+stopnum;

end

if l - stopnum > stopprice then

  stopprice := l-stopnum;

end

if aspect = 1 then

begin

if h >= stopprice then

begin

  aspect:= 0;

  stopprice := l-stopnum;

end

if h + stopnum < stopprice then

  stopprice := h+stopnum;

end

RSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;

K:=SMA(RSV,3,1);

D:=SMA(K,3,1);

J:=3*K-2*D;

手数:=1;

a1:=k>ref(k,1) and c-ENTERPRICE>=9 ;

a2:=k<ref(k,1) and c-ENTERPRICE<=-9 ;

EMA13:=EMA(C,10),COLORWHITE;

EMA21:=EMA(C,21),COLORYELLOW;

EMA34:=EMA(C,34),COLORFF00FF;

EMA60:=MA(C,55),COLORFFCC66;

X1:=(C+L+H)/3;

X2:=EMA(X1,5);

X3:=EMA(X2,4);

STICKLINE(C>stopprice,LOW,HIGH,0.1,1),COLORRED;

STICKLINE(C>stopprice,CLOSE,OPEN,3,1),COLORRED;

STICKLINE(C<stopprice,LOW,HIGH,0.1,1),COLORFFFF52;

STICKLINE(C<stopprice,CLOSE,OPEN,3,0),COLORFFFF52;

BUY1:=(K>REF(K,1)&&D<REF(D,1)&&J>REF(J,1))&&C>stopprice&&time>0915&&time<=1510 and macd1>ref(macd1,1) and  holding<=0 ;

SELL1:=(J<REF(J,1)&&K<REF(K,1)&&D>REF(D,1))&&C<stopprice&&time>0915&&time<=1510 and  macd1<ref(macd1,1) and holding>=0 ;

VARIABLEUOKONG=0;

TSFS:=0;

ORDVOL:=1;     {开仓手数}

ZSDS:=8;   

VARIABLE:YDZY=1;

VARIABLE:HIGHPRICE=0,LOWPRICE=0;

VARIABLEHCDS=5,KHCDS=5;

VARIABLEYLDS=1,KYLDS=1;

VARIABLE:Z3B1:=1;

DUOKONG:=1;

IF HOLDING<0 THEN BEGIN

IF BUY1 THEN BEGIN  

  空平:SELLSHORT(1,ORDVOL,THISCLOSE),ORDERQUEUE;

END

IF  a1 THEN BEGIN

  空损:SELLSHORT(1,ORDVOL,THISCLOSE),ORDERQUEUE;

   多1开:BUY(1=1,ORDVOL,THISCLOSE),ORDERQUEUE;

END

IF YDZY=1 THEN BEGIN

  IF L<LOWPRICE THEN BEGIN

   LOWPRICE:=L;

  END

  IF ENTERPRICE-LOWPRICE>=KYLDS and c-ENTERPRICE<=-0.2 THEN BEGIN

   IF L-LOWPRICE>=KHCDS THEN BEGIN

    空赢:SELLSHORT(1,ORDVOL,THISCLOSE),ORDERQUEUE;

   END

  END

END

IF Z3B1=1 THEN BEGIN

  IF ENTERPRICE-LOWPRICE>=3 THEN BEGIN

   IF ENTERPRICE-L<=1.2 THEN BEGIN

   END

  END

END

END

IF HOLDING=0 THEN BEGIN

IF DUOKONG=1 OR DUOKONG=2 THEN BEGIN

  IF BUY1  and abb  THEN BEGIN

   多开:BUY(1=1,ORDVOL,THISCLOSE),ORDERQUEUE;

   HIGHPRICE:=ENTERPRICE;

  END

END

END

IF HOLDING>0 THEN BEGIN

IF SELL1 THEN BEGIN

  多平:SELL(1,ORDVOL,THISCLOSE),ORDERQUEUE;;

END

IF a2 THEN BEGIN

  多损:SELL(1,ORDVOL,THISCLOSE),ORDERQUEUE;

     空1开:BUYSHORT(1=1,ORDVOL,THISCLOSE),ORDERQUEUE;

END

IF YDZY=1 THEN BEGIN

  IF H>HIGHPRICE THEN BEGIN

   HIGHPRICE:=H;

  END

  IF HIGHPRICE-ENTERPRICE>=DYLDS and c-ENTERPRICE>=0.2 THEN BEGIN

   IF HIGHPRICE-H>=DHCDS THEN BEGIN

    多赢:SELL(1,ORDVOL,THISCLOSE),ORDERQUEUE;

   END

  END

END

IF Z3B1=1 THEN BEGIN

  IF HIGHPRICE-ENTERPRICE>=3 THEN BEGIN

   IF H-ENTERPRICE<=1.2 THEN BEGIN

   END

  END

END

END //**.gumingtong.com.cn

IF HOLDING=0 THEN BEGIN

IF DUOKONG=1 OR DUOKONG=3 THEN BEGIN

  IF SELL1  and abb  THEN BEGIN

   空开:BUYSHORT(1=1,ORDVOL,THISCLOSE),ORDERQUEUE;

   LOWPRICE:=ENTERPRICE;

  END

END

END //**.gumingtong.com.cn

  IF time>=1513 THEN BEGIN

  收盘平空:SELLSHORT(1,ORDVOL,THISCLOSE),ORDERQUEUE;

  END //**.gumingtong.com.cn

  IF time>=1513 THEN BEGIN

  收盘平多:SELL(1,ORDVOL,THISCLOSE),ORDERQUEUE;

  END