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多空趋势-交易系统之文华的公式脚本:- MA1:=EMA(CLOSE,16);
- MA2:=EMA(CLOSE,35),COLORYELLOW;
- MA3:=EMA(CLOSE,60);
- MA4:=REF(HIGH,1);
- LOWV:=LLV(LOW,9);
- HIGHV:=HHV(HIGH,9);
- RSV:=EMA((CLOSE-LOWV)/(HIGHV-LOWV)*100,3);
- K:=EMA(RSV,3);
- D:=MA(K,3);
- MV5:=MA(VOL,5);
- KK:=REF(K,1);
- PP:=REF(LOW,1);
- VAR3:=(2*CLOSE+HIGH+LOW)/4;
- VAR4:=LLV(LOW,33);
- VAR5:=HHV(HIGH,33);
- ZL:=EMA((VAR3-VAR4)/(VAR5-VAR4)*100,17);
- SH:=EMA(0.667*REF(ZL,1)+0.333*ZL,2);
- LC:=REF(CLOSE,1);
- RSI:=SMA(MAX(CLOSE-LC, 0), 6, 1)/SMA(ABS(CLOSE-LC), 6, 1)*100;
- CROSS(CLOSE,MA1)&&(K>D)&&(ZL>SH)||CROSS(MA1,MA2)&&(ZL>SH)&&(VOL>1.25*MV5)&&(K>D)||CROSS(K,D)&&(CLOSE>MA1)&&(ZL>SH)||CROSS(RSI,70),BK;
- CROSS(PP,CLOSE)&&(D>K)&&(SH>ZL)||CROSS(D,K)&&(CLOSE<MA1)&&(MA1<MA2)||CROSS(KK,K)&&(SH>ZL),SK;
- CROSS(D,K)||(CLOSE<MA1*1.001),SP;
- CROSS(K,D)||(CLOSE>MA1*1.001),BP;
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TradeBlazer公式代码:
- //------------------------------------------------------------------------
- // 简称: Test
- // 名称: 多空趋势交易系统
- // 类别: 交易指令
- // 类型: 其他
- // 输出:
- //------------------------------------------------------------------------
- Params
- Numeric Length1(16);
- Numeric Length2(35);
- Numeric Length3(9);
- Numeric Lots(1);
- Vars
- NumericSeries Value1;
- NumericSeries Value2;
- Numeric HighestValue;
- Numeric LowestValue;
- NumericSeries Value5;
- NumericSeries RSV;
- NumericSeries KValue;
- NumericSeries DValue;
- Numeric AvgVol5;
- NumericSeries CloseTmp1;
- NumericSeries CloseTmp2;
- NumericSeries RSIValue;
- NumericSeries PreLow;
- NumericSeries PreKValue;
- Numeric Highest33Value;
- Numeric Lowest33Value;
- NumericSeries VarTmp1;
- NumericSeries VarTmp2;
- NumericSeries ZL;
- Numeric SH;
- Begin
- Value1 = XAverage(Close,Length1);
- Value2 = XAverage(Close,Length2);
- HighestValue = HighestFC(High,Length3);
- LowestValue = LowestFC(Low,Length3);
- Value5 = (CLOSE-LowestValue)/(HighestValue-LowestValue)*100;
- RSV = XAverage(Value5,3);
- KValue = XAverage(RSV,3);
- DValue = AverageFC(KValue,3);
- PreKValue = KValue[1];
- PreLow = Low[1];
- AvgVol5 = Average(Vol,5);
- Highest33Value = HighestFC(High,33);
- Lowest33Value = LowestFC(Low,33);
- VarTmp1 =((2*CLOSE+HIGH+LOW)/4 - Lowest33Value )/(Highest33Value - Lowest33Value) * 100;
- ZL = XAverage(VarTmp1,17);
- VarTmp2 = 0.667*ZL[1] + 0.333*ZL;
- SH = XAverage(VarTmp2,2);
- CloseTmp1 = Max(Close - Close[1], 0);
- CloseTmp2 = Abs(Close - Close[1]);
- RSIValue = SMA(CloseTmp1,6)/SMA(CloseTmp2,6) *100;
-
- // Buy
- If( (CrossOver(Close,Value1 ) && (KValue > DValue) && (ZL>SH)) Or
- (CrossOver(Value1,Value2) && (ZL>SH) && (Vol > 1.25 * AvgVol5) && (KValue > DValue)) Or
- (CrossOver(KValue,DValue) && (Close > Value1) && (ZL>SH)) Or
- (CrossOver(RSIValue,70)))
- {
- Buy(Lots,NextOpen,True);
- }
-
- // SellShort
- If( (CrossOver(PreLow,Close) && (KValue > DValue ) && (SH>ZL) ) Or
- (CrossOver(DValue,KValue) && (Close < Value1) && (Value1 < Value2)) Or
- (CrossOver(PreKValue,KValue)&& (SH>ZL)))
- {
- SellShort(Lots,NextOpen,True);
- }
-
- // Sell
- If(CrossOver(DValue,KValue) || Close < Value1 * 1.001)
- {
- Sell(Lots,NextOpen,True);
- }
-
- // BuyToCover
- If(CrossOver(KValue,DValue) || Close > Value1 * 1.001)
- {
- BuyToCover(Lots,NextOpen,True);
- }
- End
- //------------------------------------------------------------------------
- // 编译版本 GS2004.06.12
- // 用户版本 2007-06-25 10:37
- // 版权所有 TradeBlazer
- // 更改声明 TradeBlazer Software保留对TradeBlazer平台
- // 每一版本的TrabeBlazer公式修改和重写的权利
- //------------------------------------------------------------------------
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