这是WH8上面的交易模型,能不能在WH7或者WH6上显示信号?
//该策略为趋势跟踪交易策略,适用较大周期,如日线。
//该模型仅用作模型开发案例,依此入市,风险自负。
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VARIABLE:LOOKBACKDAYS:=0;
TODAYVOLATILITY:=STD(CLOSE,30);//当日市场波动
YESTERDAYVOLATILITY:=REF(TODAYVOLATILITY,1);//昨日市场波动
DELTAVOLATILITY:=(TODAYVOLATILITY-YESTERDAYVOLATILITY)/TODAYVOLATILITY;//市场波动的变动率
LOOKBACKDAYS:=IF(BARPOS<=30,20,REF(LOOKBACKDAYS,1)*(1+DELTAVOLATILITY));//计算自适应参数
LOOKBACKDAYS:=ROUND(LOOKBACKDAYS,0);
LOOKBACKDAYS:=MIN(LOOKBACKDAYS,CEILINGAMT);
LOOKBACKDAYS:=MAX(LOOKBACKDAYS,FLOORAMT);
MIDLINE:=MA(CLOSE,LOOKBACKDAYS);
BAND:=STD(CLOSE,LOOKBACKDAYS); //自适应布林通道中轨
UPBAND:=MIDLINE+BOLBANDTRIG*BAND;//自适应布林通道上轨
DNBAND:=MIDLINE-BOLBANDTRIG*BAND;//自适应布林通道下轨
BUYPOINT:=HV(HIGH,LOOKBACKDAYS);//自适应唐奇安通道上轨
SELLPOINT:=LV(LOW,LOOKBACKDAYS);//自适应唐奇安通道下轨
LIQPOINT:=MIDLINE;//自适应出场均线
C>UPBAND&&C>BUYPOINT,BK;//当日价格大于布林通道上轨,并且当日价格大于唐奇安通道上轨,开多单
C<DNBAND&&C<SELLPOINT,SP;//持有多单时,当日价格小于布林通道下轨,并且当日价格小于唐奇安通道下轨,平多单
EVERY(C<LIQPOINT,3),SP;//持有多单时,价格小于自适应出场均线,平多单
C>UPBAND&&C>BUYPOINT,BP;//持有空单时,当日价格大于布林通道上轨,并且当日价格大于唐奇安通道上轨,平空单
C<DNBAND&&C<SELLPOINT,SK;//当日价格小于布林通道下轨,并且当日价格小于唐奇安通道下轨,开空单
EVERY(C>LIQPOINT,3),BP;//持有空单时,价格大于自适应出场均线,平空单
AUTOFILTER;
参数缺省为2 40 20
LOOKBACKDAYS:=IF(BARPOS<=30,20,REF(LOOKBACKDAYS,1)*(1+DELTAVOLATILITY));//计算自适应参数
LOOKBACKDAYS:=ROUND(LOOKBACKDAYS,0);
重复定义