開拓者盈多虧交易策略源碼[開拓者公式]
// 簡稱: JY
// 名稱:盈多虧少
// 類別: 公式應用
// 類型: 用戶應用
// 輸出: www.tumamayizhan.com
//------------------------------------------------------------------------
Params
Bool bInitStatus(false);
Numeric InitMP(0);
Numeric MidLinel(5600);
Numeric MidLineLength(250);
Numeric FirstGrid(3);
Numeric TotalGrids(10);
Numeric GridInterval(3);
Numeric WinGrid(3);
Numeric EveryLots(1);
Numeric MidLineWeieht(1);
Numeric ExitOnCloseMins(14.50);
Vars
Numeric MidLineWeight;
NumericSeries midline;
Numeric MinPoint;
Numeric AvgOfClose;
Numeric AskLine;
Numeric BidLine;
NumericSeries RealMidLine;
Numeric MyRealMp(0);
Numeric TmpGridIndex;
Numeric TmpPrice;
Numeric TmpPriee;
Numeric OpenDPrice;
Begin
OpenDPrice= opend;
if(day<>day[1])
{
midline=OpenDPrice;
}Else
{
midline=midline[1];
}
MinPoint=MinMove*PriceScale;
MyRealMp=GetGlobalvar (0);
AvgOfClose =AverageFC(Close, MidLineLength);
If (BarStatus== O)
{
If(MyRealMp == InvalidNumeric || bInitStatus)
{
MyRealMp=InitMP;
SetGlobalVar(0,MyRealMp);
}Else
If(BarStatus==2&&A_AccountID!="")
{
If(Q_AskPrice <= 0||Q_BidPrice <=0 )
Return;
}
}
If(Q_BidPrice==Q_UpperLimit||Q_AskPrice==Q_LowerLimit)
{
Return;
}
If ((Time==0.0900||Time==0.1030||Time==0.1330)&&(High ==Low))
{
Return;
}
If (CurrentTime<ExitOnCloseMins/100)
{
RealMidLine=MidLine*MidLineWeight+AvgOfClose*(1-MidLineWeight);
AskLine=Q_AskPrice;
BidLine=Q_BidPrice;
Commentary ("中線="+Text (RealMidLine));
Commentary ("叫賣價="+Text (Askline));
Commentary ("叫買價"+Text (BidLine) );
If (MyRealmP<=0 &&BidLine>RealMidLine+FirstGrid*MinPoint)
{
TmpPrice=RealMidLine+FirstGrid*MinPoint+Abs (MyRealMp)* (GridInterval*MinPoint);
TmpPriee=Ceiling (TmpPrice, Minpoint);
Commentary ("開倉價="+text (TmpPrice));
TmpGridIndex=1- IntPart ((BidLine-RealMidLine -FirstGrid*MinPoint)/(GridInterval*MinPoint));
If(TmpGridIndex<MyRealMp&&TmpGridIndex>=-1*TotalGrids)
{
MyRealMp=MyRealMp-1; A_SendOrder (Enum_Buy, Enum_Entry, EveryLots, BidLine);
}//來源: www.tumamayizhan.com
}Else
If(MyRealMp>=0 && AskLine<RealMidLine- FirstGrid*MinPoint)
{
TmpPrice=RealMidLine -FirstGrid*MinPoint -Abs(MyRealMp)*(GridInterval*MinPoint);
TmpPrice= Floor (TmpPrice, MinPoint);
Commentary ("開倉價="+Text (TmpPrice));
TmpGridIndex=1+Intpart ((RealMidLine- FirstGrid*MinPoint- AskLine)/(GridInterval*MinPoint));
If(TmpGridIndex>MyRealMp && TmpGridIndex<=TotalGrids)
{
MyRealMp=MyRealMp+1;
A_SendOrder(Enum_Sell, Enum_Entry, EveryLots, AskLine);
}
}
If (MyRealMp>O)
{
TmpPrice=RealMidLine-FirstGrid*MinPoint - (Abs (MyRealMp) -1) * (GridInterval*MinPoint) +WinGrid*MinPoint;
TmpPrice = Ceiling(TmpPrice, MinPoint);
Commentary ("平倉價 ="+Text (TmpPriee));
}Else
If (MyRealMp<O)
{
TmpPrice=RealMidLine+FirstGrid*MinPoint +(Abs (MyRealMp)- 1 )*(GridInterval*MinPoint) -WinGrid*MinPoint;
TmpPriee = Floor (TmpPrice, MinPoint);
Commentary ("平倉價="+Text (TmpPrice));
}
TmpGridIndex=-1- IntPart((AskLine-FirstGrid*MinPoint+WinGrid*MinPoint-RealMidLine)/(GridInterval*MinPoint));
TmpGridIndex=min (0, TmpGridIndex);
If(TmpGridIndex>MyRealMp)
{
MyRealMp=MyRealMp+1;
A_SendOrder (Enum_Sell, Enum_Exit, EveryLots,AskLine);
TmpGridIndex=1+IntPart((RealMidLine-FirstGrid*MinPoint+WinGrid*MinPoint-BidLine)/(GridInterval*MinPoint));
TmpGridIndex=max (0, TmpGridIndex);
}
If(TmpGridIndex < MyRealMp)
{
MyRealMp=MyRealMp-1;
A_SendOrder (Enum_sell, Enum_Exit, EveryLots,BidLine);
}
}Else
If(CurrentTime> ExitOnCloseMins/100)
{
If(MyRealMp>0)
{
MyRealMp=MyRealMp-1;A_SendOrder(Enum_Sell,Enum_Exit,EveryLots,BidLine);
}Else
If(MyRealMp<0)
{
MyRealMp=MyRealMp+1;A_SendOrder(Enum_Buy,Enum_Exit,EveryLots,AskLine);
}
}
SetGlobalVar(0,MyRealMp);
Commentary("實際倉位="+Text(MyRealMp));
Commentary("當前時間="+Text(Q_LastTime));
if(Q_LastTime >0.145000 and CurrentTime<0.150000)
{
A_SendOrder(Enum_Sell,Enum_Exit,1,Q_BidPrice);
A_SendOrder(Enum_Buy,Enum_Exit,1,Q_AskPrice);
}
End
//------------------------------------------------------------------------
// 編譯版本 GS2010.12.08
// 用戶版本 2012/09/10 11:16
// 版權所有 www.tumamayizhan.com
// 更改聲明 TradeBlazer Software保留對TradeBlazer平臺
// 每一版本的TrabeBlazer公式修改和重寫的權利
//------------------------------------------------------------------------
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