tb公式想改文華wh8

作者：文華財經來源：cxh99.com 發布時間：2018年09月03日

咨詢內容： ?
ParamsNumeric Length1(88); //均線 Numeric LEntry(25); //進場M根K線最高點 Numeric LSell(48); //進場n根K線最低點 Numeric StopPCT(0.1); //固定比例止損 Numeric FixXIELV(27); //斜率界定 Numeric FixJump(1); ? ? Numeric TrailingStart1(10); // 跟蹤止損啟動設置1? ? Numeric TrailingStop1(10); ?// 跟蹤止損設置1
? ? Numeric TrailingStart2(100); // 跟蹤止損啟動設置1? ? Numeric TrailingStop2(60); ?// 跟蹤止損設置1? ??? ? Numeric KaiD(-20);?? ? Numeric KaiK(-40);?
vars Numeric XIELV; //MA斜率，用于過濾 NumericSeries MA1; //MA均線，用于過濾信號? ? ? ? ? ?? NumericSeries ShortStop; ? ? ? ? ? ? NumericSeries LongStop; NumericSeries EntryHi; ? ? ? ? ? ? ? NumericSeries EntryLo; ?? NumericSeries SellHi; NumericSeries SellLo; ? ? ? ? ? ? ?? NumericSeries TradeNum; //記錄信號開始天數 Numeric MinPoint; ? ? ? ? ? // 一個最小變動單位，也就是一跳? ? Numeric MyEntryPrice; ? ? ? // 開倉價格，本例是開倉均價，也可根據需要設置為某次入場的價格? ? Numeric MyExitPrice; ? ? ? ?// 平倉價格 ? ? NumericSeries HighestAfterEntry; ? ? ? ?// 開倉后出現的最高價? ? NumericSeries LowestAfterEntry; ? ? ? ? // 開倉后出現的最低價

begin MinPoint=MinMove*PriceScale; //Length1均線 MA1=Summation(Close,Length1)/Length1; PlotNumeric("MA1",MA1); //入場點，開多和開空點，突破LEntry天最高或最低 EntryHi = Highest(high[1],LEntry); EntryLo ?= Lowest(low[1],LEntry); //離場點，止盈點，LSell天較高或較低 SellHi=Highest(high[1],LSell); SellLo= Lowest(low[1],LSell); if (BarStatus==0 || TradeNum >=3) { TradeNum = -1; } if(Time!=Time[1] && tradenum>=0) { TradeNum = TradeNum[1]+1; } ? ? If(BarsSinceentry == 0)? ? {? ? ? ? HighestAfterEntry = Close;? ? ? ? LowestAfterEntry = Close;? ? ? ? If(MarketPosition <> 0)? ? ? ? {? ? ? ? ? ? HighestAfterEntry = Max(HighestAfterEntry,AvgEntryPrice); ? // 開倉的Bar，將開倉價和當時的收盤價的較大值保留到HighestAfterEntry? ? ? ? ? ? LowestAfterEntry = Min(LowestAfterEntry,AvgEntryPrice); ? ? // 開倉的Bar，將開倉價和當時的收盤價的較小值保留到LowestAfterEntry? ? ? ? }? ? }else? ? {? ? ? ? HighestAfterEntry = Max(HighestAfterEntry,High); // 記錄下當前Bar的最高點，用于下一個Bar的跟蹤止損判斷? ? ? ? LowestAfterEntry = Min(LowestAfterEntry,Low); ? ?// 記錄下當前Bar的最低點，用于下一個Bar的跟蹤止損判斷? ? } Commentary("MAID:"+Text(((High -MA1[1])*10000/MA1[1])-FixXIELV)); Commentary("MAIK:"+Text(((Low -MA1[1])*10000/MA1[1])-FixXIELV)); if(MarketPosition ==0 and TradeNum<0 ) { If( high>EntryHi ?&& (((High -MA1[1])*10000/MA1[1])-FixXIELV) >KaiD )////CrossOver(high,EntryHi) ? ? high>MA1 && { TradeNum = 0; myEntryPrice = min(high,EntryHi ); myEntryPrice = IIF(myEntryPrice < Open, Open,myEntryPrice);? Buy(0,myEntryPrice+FixJump*MinPoint); //止損點，兩天較低 //LongStop=low[1]; LongStop=Max(Highest(low[1],2),myEntryPrice*(1-StopPCT/100)); } If( Low<EntryLo ?&& (((Low -MA1[1])*10000/MA1[1])+FixXIELV)< KaiK) //// ? ?CrossUnder(Low,EntryLo) ?low <MA1 ?&& { TradeNum = 0; myEntryPrice = max(low,EntryLo ?); myEntryPrice = IIF(myEntryPrice > Open, Open,myEntryPrice);? SellShort(0,myEntryPrice-FixJump*MinPoint); //止損點，兩天較高 ShortStop= Min(Lowest(high[1],2),myEntryPrice*(1+StopPCT/100)); ? } } ?? ?? If(MarketPosition ==1) { if (BarsSinceEntry>0 && Low<LongStop) { myExitPrice = max(low,LongStop ); myExitPrice = IIF(myExitPrice > Open, Open,myExitPrice); Sell(0,myExitPrice-FixJump*MinPoint); }else if (BarsSinceEntry>0 && Low<SellLo) //(XIELV<0) { myExitPrice = max(low,SellLo ); myExitPrice = IIF(myExitPrice > Open, Open,myExitPrice); Sell(0,myExitPrice-FixJump*MinPoint); }else if(HighestAfterEntry[1] >= EntryPrice + TrailingStart2*MinPoint)// 第一級跟蹤止損的條件表達式? ? ? ? {? ? ? ? ? ? If(Low <= HighestAfterEntry[1] - TrailingStop2*MinPoint)? ? ? ? ? ? {? ? ? ? ? ? ? ? MyExitPrice = Max(Low,HighestAfterEntry[1] - TrailingStop2*MinPoint);? ? ? ? ? ? ? ? myExitPrice = IIF(myExitPrice > Open, Open,myExitPrice); ? ? // 如果該Bar開盤價有跳空觸發，則用開盤價代替? ? ? ? ? ? ? ? Sell(0,MyExitPrice-FixJump*MinPoint);? ? ? ? ? ? }? ? ? ? }else if(HighestAfterEntry[1] >= EntryPrice + TrailingStart1*MinPoint)// 第一級跟蹤止損的條件表達式? ? ? ? {? ? ? ? ? ? If(Low <= HighestAfterEntry[1] - TrailingStop1*MinPoint)? ? ? ? ? ? {? ? ? ? ? ? ? ? MyExitPrice = Max(Low,HighestAfterEntry[1] - TrailingStop1*MinPoint);? ? ? ? ? ? ? ? myExitPrice = IIF(myExitPrice > Open, Open,myExitPrice); ? ? // 如果該Bar開盤價有跳空觸發，則用開盤價代替? ? ? ? ? ? ? ? Sell(0,MyExitPrice-FixJump*MinPoint);? ? ? ? ? ? }? ? ? ? }
} ?? If(MarketPosition ==-1) { if(BarsSinceEntry>0 && high>ShortStop) { myExitPrice = min(high,ShortStop ); myExitPrice = IIF(myExitPrice < Open, Open,myExitPrice); BuyToCover(0,myExitPrice+FixJump*MinPoint); }else if(BarsSinceEntry>0 && high>SellHi) //(XIELV>0) { myExitPrice = min(high,SellHi);? myExitPrice = IIF(myExitPrice < Open, Open,myExitPrice); BuyToCover(0,myExitPrice+FixJump*MinPoint); }else if(LowestAfterEntry[1] <= EntryPrice - TrailingStart2*MinPoint)// 第一級跟蹤止損的條件表達式? ? ? ? {? ? ? ? ? ? If(High >= LowestAfterEntry[1] + TrailingStop2*MinPoint)? ? ? ? ? ? {? ? ? ? ? ? ? ? MyExitPrice = min(high,LowestAfterEntry[1] + TrailingStop2*MinPoint);? ? ? ? ? ? ? ? myExitPrice = IIF(myExitPrice < Open, Open,myExitPrice); ? ? // 如果該Bar開盤價有跳空觸發，則用開盤價代替? ? ? ? ? ? ? ? BuyToCover(0,MyExitPrice+FixJump*MinPoint);? ? ? ? ? ? }? ? ? ? }else if(LowestAfterEntry[1] <= EntryPrice - TrailingStart1*MinPoint)// 第一級跟蹤止損的條件表達式? ? ? ? {? ? ? ? ? ? If(High >= LowestAfterEntry[1] + TrailingStop1*MinPoint)? ? ? ? ? ? {? ? ? ? ? ? ? ? MyExitPrice = min(high,LowestAfterEntry[1] + TrailingStop1*MinPoint);? ? ? ? ? ? ? ? myExitPrice = IIF(myExitPrice < Open, Open,myExitPrice); ? ? // 如果該Bar開盤價有跳空觸發，則用開盤價代替? ? ? ? ? ? ? ? BuyToCover(0,MyExitPrice+FixJump*MinPoint);? ? ? ? ? ? }? ? ? ? } }? ? ? ? Commentary("TradeNum:"+Text(TradeNum)); Commentary("Time:"+TimeToString(TIME[1])); end
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?來源:程序化99
文華技術人員： ?WH8是麥語言編寫平臺，直接改寫您的模型是很復雜的
但我們提供MQ軟件，兼容了TB的編寫方式，您模型進行簡單修改，就能在MQ上使用了
您到官網下載mq即可?http://mq.wenhua.com.cn/
代碼如下修改
ParamsNumeric Length1(88); //均線Numeric LEntry(25); //進場M根K線最高點Numeric LSell(48); //進場n根K線最低點Numeric FixXIELV(27); //斜率界定Numeric FixJump(1);Numeric TrailingStart1(10); // 跟蹤止損啟動設置1Numeric TrailingStop1(10); ?// 跟蹤止損設置1Numeric TrailingStart2(100); // 跟蹤止損啟動設置1Numeric TrailingStop2(60); ?// 跟蹤止損設置1Numeric KaiD(-20);?varsNumeric StopPCT; //固定比例止損Numeric XIELV; //MA斜率，用于過濾Numeric KaiK(-40);?NumericSeries MA1; //MA均線，用于過濾信號NumericSeries ShortStop;NumericSeries LongStop;NumericSeries EntryHi; ?NumericSeries EntryLo; ??NumericSeries SellHi;NumericSeries SellLo; ??NumericSeries TradeNum;//記錄信號開始天數Numeric MinPoint; ? // 一個最小變動單位，也就是一跳Numeric MyEntryPrice; ? // 開倉價格，本例是開倉均價，也可根據需要設置為某次入場的價格Numeric MyExitPrice;// 平倉價格NumericSeries HighestAfterEntry;// 開倉后出現的最高價NumericSeries LowestAfterEntry; // 開倉后出現的最低價beginStopPCT=0.1;MinPoint=MinMove*PriceScale;MA1=Summation(Close,Length1)/Length1;PlotNumeric("MA1",MA1);EntryHi = Highest(high[1],LEntry);EntryLo ?= Lowest(low[1],LEntry);SellHi=Highest(high[1],LSell);SellLo= Lowest(low[1],LSell);if (BarStatus==0 || TradeNum >=3){TradeNum = -1;}
if(Time!=Time[1] && tradenum>=0){TradeNum = TradeNum[1]+1;}If(BarsSinceentry == 0){HighestAfterEntry = Close;LowestAfterEntry = Close;If(MarketPosition <> 0){HighestAfterEntry = Max(HighestAfterEntry,AvgEntryPrice); ? // 開倉的Bar，將開倉價和當時的收盤價的較大值保留到HighestAfterEntryLowestAfterEntry = Min(LowestAfterEntry,AvgEntryPrice); // 開倉的Bar，將開倉價和當時的收盤價的較小值保留到LowestAfterEntry}}else{HighestAfterEntry = Max(HighestAfterEntry,High); // 記錄下當前Bar的最高點，用于下一個Bar的跟蹤止損判斷LowestAfterEntry = Min(LowestAfterEntry,Low);// 記錄下當前Bar的最低點，用于下一個Bar的跟蹤止損判斷}Commentary("MAID:"+Text(((High -MA1[1])*10000/MA1[1])-FixXIELV));Commentary("MAIK:"+Text(((Low -MA1[1])*10000/MA1[1])-FixXIELV));if(MarketPosition ==0 and TradeNum<0 ){If( high>EntryHi ?&& (((High -MA1[1])*10000/MA1[1])-FixXIELV) >KaiD )////CrossOver(high,EntryHi) high>MA1 &&{TradeNum = 0;myEntryPrice = min(high,EntryHi );myEntryPrice = IIF(myEntryPrice < Open, Open,myEntryPrice);?Buy(0,myEntryPrice+FixJump*MinPoint);LongStop=Max(Highest(low[1],2),myEntryPrice*(1-StopPCT/100));}If( Low<EntryLo ?&& (((Low -MA1[1])*10000/MA1[1])+FixXIELV)< KaiK) ////CrossUnder(Low,EntryLo) ?low <MA1 ?&&{TradeNum = 0;myEntryPrice = max(low,EntryLo ?);myEntryPrice = IIF(myEntryPrice > Open, Open,myEntryPrice);?SellShort(0,myEntryPrice-FixJump*MinPoint);ShortStop= Min(Lowest(high[1],2),myEntryPrice*(1+StopPCT/100));}}If(MarketPosition ==1){if (BarsSinceEntry>0 && Low<LongStop){
myExitPrice = max(low,LongStop );
myExitPrice = IIF(myExitPrice > Open, Open,myExitPrice);
Sell(0,myExitPrice-FixJump*MinPoint);

}else if (BarsSinceEntry>0 && Low<SellLo) //(XIELV<0)
{
myExitPrice = max(low,SellLo );
myExitPrice = IIF(myExitPrice > Open, Open,myExitPrice);
Sell(0,myExitPrice-FixJump*MinPoint);

}else if(HighestAfterEntry[1] >= EntryPrice + TrailingStart2*MinPoint)// 第一級跟蹤止損的條件表達式{If(Low <= HighestAfterEntry[1] - TrailingStop2*MinPoint){MyExitPrice = Max(Low,HighestAfterEntry[1] - TrailingStop2*MinPoint);myExitPrice = IIF(myExitPrice > Open, Open,myExitPrice); // 如果該Bar開盤價有跳空觸發，則用開盤價代替Sell(0,MyExitPrice-FixJump*MinPoint);}}else if(HighestAfterEntry[1] >= EntryPrice + TrailingStart1*MinPoint)// 第一級跟蹤止損的條件表達式{If(Low <= HighestAfterEntry[1] - TrailingStop1*MinPoint){MyExitPrice = Max(Low,HighestAfterEntry[1] - TrailingStop1*MinPoint);myExitPrice = IIF(myExitPrice > Open, Open,myExitPrice); // 如果該Bar開盤價有跳空觸發，則用開盤價代替Sell(0,MyExitPrice-FixJump*MinPoint);}}}If(MarketPosition ==-1){if(BarsSinceEntry>0 && high>ShortStop){myExitPrice = min(high,ShortStop );myExitPrice = IIF(myExitPrice < Open, Open,myExitPrice);BuyToCover(0,myExitPrice+FixJump*MinPoint);}else if(BarsSinceEntry>0 && high>SellHi) //(XIELV>0){myExitPrice = min(high,SellHi);?myExitPrice = IIF(myExitPrice < Open, Open,myExitPrice);BuyToCover(0,myExitPrice+FixJump*MinPoint);}else if(LowestAfterEntry[1] <= EntryPrice - TrailingStart2*MinPoint)// 第一級跟蹤止損的條件表達式{If(High >= LowestAfterEntry[1] + TrailingStop2*MinPoint){MyExitPrice = min(high,LowestAfterEntry[1] + TrailingStop2*MinPoint);myExitPrice = IIF(myExitPrice < Open, Open,myExitPrice); // 如果該Bar開盤價有跳空觸發，則用開盤價代替BuyToCover(0,MyExitPrice+FixJump*MinPoint);}}else if(LowestAfterEntry[1] <= EntryPrice - TrailingStart1*MinPoint)// 第一級跟蹤止損的條件表達式{If(High >= LowestAfterEntry[1] + TrailingStop1*MinPoint){MyExitPrice = min(high,LowestAfterEntry[1] + TrailingStop1*MinPoint);myExitPrice = IIF(myExitPrice < Open, Open,myExitPrice); // 如果該Bar開盤價有跳空觸發，則用開盤價代替BuyToCover(0,MyExitPrice+FixJump*MinPoint);}}}Commentary("TradeNum:"+Text(TradeNum));Commentary("Time:"+TimeToString(TIME[1]));end
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?來源: www.tumamayizhan.com
文華客服： ?想改成WH8麥語言的 ? 這個TB的交易方式不是很穩定我實際運行的時候和回測的時候價格老是不一致

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網友回復： ?MQ（wh9）的回測運行機制和wh8一樣的，只是模型語言不一樣。
回測和運行的一致性，和wh8也是一樣的，請放心使用

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網友回復： ?我加載到MQ里沒有交易?
?但是我在TB里是有的