投资者咨询:编写问题请教? (文华财经WH8赢智V8.2)
来源:文华财经 日期:2018-5-20 15:03
老师,请帮我检查看一下以下这个分组策略是否含有未来函数或者偷价行为或者别的编写常见问题好吗?谢谢!
PZ:ABS((C-REF(C,4))/(HHV(H,5)-LLV(L,5)))*100<=25;
SG:MAX1(H,REF(H,1),REF(H,2));
XG:MIN1(L,REF(L,1),REF(L,2));
ZG:MA((H+L)/2,3);
PZ&&BETWEEN(C,SG-3*MINPRICE,SG+3*MINPRICE)&&(SG/XG>1.015),SK('A');
C<=SKPRICE-7*MINPRICE||C<ZG||(C-SKPRICE)>=17*MINPRICE||C/REF(C,1)>=1.013||C>=SG,BP('A');
PZ&&BETWEEN(C,XG+3*MINPRICE,XG-3*MINPRICE)&&(SG/XG>1.015),BK('A');
C>=BKPRICE+7*MINPRICE||C>ZG||(BKPRICE-C)>=17*MINPRICE||REF(C,1)/C>=1.013||C<=XG,SP('A');
CLOSEMINUTE<=2,CLOSEOUT;
AUTOFILTER;
MA5:MA(C,5);
MA10:MA(C,10);
MA20:MA(C,20);
QS1:MA5>MA10&&MA10>MA20;
QS2:MA5<MA10&&MA10<MA20;
SY:(H-C)/O*1000;
XY:(C-L)/O*1000;
QS2&&C<O&&V/REF(V,1)>N1&&BETWEEN(SY,4,25),SK('B');
C<=SKPRICE-40*MINPRICE||C>=SKPRICE+N3*MINPRICE||BARSSK>=4&&EVERY(C>SKPRICE-2*MINPRICE,4)||(C-REF(C,1))/REF(C,1)*1000>=20,BP('B');
QS1&&C>O&&V/REF(V,1)>N1&&BETWEEN(XY,4,25),BK('B');
C>=BKPRICE+40*MINPRICE||C<=BKPRICE-N3*MINPRICE||BARSBK>=4&&EVERY(C<BKPRICE+2*MINPRICE,4)||(REF(C,1)-C)/C*1000>=20,SP('B');
CLOSEMINUTE<=2,CLOSEOUT;
CLOSEKLINE(1,10);
AUTOFILTER;
PZ1:QS1=0&&QS2=0;
PZ1&&(C-MA5)/MA5*100>=2.8,SK('C');
C<=SKPRICE-34*MINPRICE||C>=SKPRICE+13*MINPRICE||(C-REF(C,1))/REF(C,1)*1000>=10,BP('C');
PZ1&&(MA5-C)/C*100>=2.8,BK('C');
C>=BKPRICE+34*MINPRICE||C<=BKPRICE-13*MINPRICE||(C-REF(C,1))/REF(C,1)*1000>=10,SP('C');
CLOSEMINUTE<=2,CLOSEOUT;
AUTOFILTER;
ZF:(MA5-REF(MA5,1))/REF(MA5,1)*10000;
DF:(REF(MA5,1)-MA5)/MA5*10000;
PZ=0&&QS1=0&&SUM(ZF,10)>=21&&BETWEEN(REF(C,1)/C,1.006,1.011),BK('D');
C>=BKPRICE+34*MINPRICE||C<=BKPRICE-24*MINPRICE||BARSBK>=4&&EVERY(C<=BKPRICE+2*MINPRICE,4)||QS1||(REF(C,1)-C)/C*1000>=20,SP('D');
PZ=0&&QS2=0&&SUM(DF,10)>=21&&BETWEEN(C/REF(C,1),1.006,1.011),SK('D');
C<=SKPRICE-34*MINPRICE||C>=SKPRICE+24*MINPRICE||BARSSK>=4&&EVERY(C>=SKPRICE-2*MINPRICE,4)||QS2||(C-REF(C,1))/REF(C,1)*1000>=20,BP('D');
CLOSEMINUTE<=2,CLOSEOUT;
AUTOFILTER;
QS1&&REF(V,1)/V>=6.8&&BETWEEN(C,MA5,MA5+10*MINPRICE),BK('F');
C>=BKPRICE+35*MINPRICE||C<=BKPRICE-14*MINPRICE||BARSBK>=4&&EVERY(C<REF(C,1)+4*MINPRICE,3),SP('F');
QS2&&REF(V,1)/V>=6.8&&BETWEEN(C,MA5,MA5-10*MINPRICE),SK('F');
C<=SKPRICE-35*MINPRICE||C>=SKPRICE+14*MINPRICE||BARSSK>=4&&EVERY(C>REF(C,1)-4*MINPRICE,3),BP('F');
CLOSEMINUTE<=2,CLOSEOUT;
AUTOFILTER;
PZ=0&&QS1=0&&MA5>MA10&&EVERY(MA5/REF(MA5,1)>=1.0015,2)&&REF(V,1)/V>=1.8&&C<=REF(C,1),BK('E');
C>=BKPRICE+14*MINPRICE||C<=BKPRICE-11*MINPRICE||EVERY(C<BKHIGH,2),SP('E');
PZ=0&&QS2=0&&MA5<MA10&&EVERY(REF(MA5,1)/MA5>=1.0015,2)&&REF(V,1)/V>=1.8&&C>=REF(C,1),SK('E');
C<=SKPRICE-14*MINPRICE||C>=SKPRICE+11*MINPRICE||EVERY(C>SKLOW,2),BP('E');
CLOSEMINUTE<=2,CLOSEOUT;
AUTOFILTER;
LZ:(C-REF(C,5))/REF(C,5)*100;
LD:(REF(C,5)-C)/C*1000;
LZ>=46&&(C-REF(C,1))/REF(C,1)*1000>=30&&(C-MA5)/MA5*1000>=17,SK('G');
C<=SKPRICE-25*MINPRICE||C>=SKPRICE+12*MINPRICE||BARSSK>=3&&C>=SKPRICE-6*MINPRICE,BP('G');
LD>=46&&(REF(C,1)-C)/C*1000>=30&&(MA5-C)/C*1000>=27,BK('G');
C>=BKPRICE+25*MINPRICE||C<=BKPRICE-12*MINPRICE||BARSBK>=3&&C<=SKPRICE+6*MINPRICE,SP('G');
CLOSEMINUTE<=2,CLOSEOUT;
AUTOFILTER;
技术人员回复
日期:2018-5-20 17:56
没有未来函数,也不存在偷价的问题
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普及一下偷价的含义:
举个例子:如果当天收盘价高于前一天最高价,则利用当天开盘价进行买入,而在开盘价成交已经几乎是不可能的事情了。这就算是偷价 但是wh8默认都是收盘价模型,不会在K线走完的时候用信号当根K线的开盘价去给你委托的,而是用下根K线开盘价委托,所以不存在这样的问题 |