两模型共振开仓 (文华财经WH8赢智V8.2)

投资者咨询:两模型共振开仓 (文华财经WH8赢智V8.2)
来源:文华财经  日期:2018-8-31 9:44
组建一个新模型,为模型三;模型一的开仓条件和模型二的开仓条件同时符合时模型三开仓,模型二出现平仓条件模型三平仓
模型一
MA5:MA(C,5);
MA7:MA(C,7);
MA10:MA(C,10);
MA14:MA(C,14); 
MA27:MA(C,27);
MA60:MA(C,60);
AA:=MA7<REF(MA7,1) AND MA14<REF(MA14,1) AND MA27<REF(MA27,1) AND MA60<REF(MA60,1);
BB:=MA7>REF(MA7,1) AND MA14>REF(MA14,1) AND MA27>REF(MA27,1) AND MA60>REF(MA60,1);
DRAWICON(AA,H,5);
DRAWICON(BB,L,4);
BB&&C>REF(C,4),BK;
CROSSDOWN(MA5,MA10),SP;
AA&&C<REF(C,4),SK;
CROSSUP(MA5,MA10),BP;
AUTOFILTER;
模型二
VARIABLE:SMAX:=0,SMIN:=0,BSMAX:=0,BSMIN:=0;
N:=26;
KV:=1;
MR:=2;
TR : =MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));//求最高价减去最低价,一个周期前的收盘价减去最高价的绝对值,一个周期前的收盘价减去最低价的绝对值,这三个值中的最大值
ATR : =MA(TR,N),COLORYELLOW;//求N个周期内的TR的简单移动平均
SMAX:=CLOSE+KV*ATR;
SMIN:=CLOSE-KV*ATR;
TTREND:IFELSE(CLOSE>REF(SMAX,1),1,IFELSE(CLOSE<REF(SMIN,1),-1,REF(TTREND,1))),NODRAW;
IF (TTREND>0 AND SMIN<REF(SMIN,1)) THEN
BEGIN
   SMIN:= REF(SMIN,1);
END
IF(TTREND<0 AND SMAX>REF(SMAX,1)) THEN
BEGIN
   SMAX:= REF(SMAX,1);
END
 
BSMAX:=SMAX+(MR-1)*ATR;
BSMIN:=SMIN-(MR-1)*ATR;
IF(TTREND>0 AND BSMIN<REF(BSMIN,1)) THEN BSMIN:=REF(BSMIN,1);
IF(TTREND<0 AND BSMAX>REF(BSMAX,1)) THEN BSMAX:=REF(BSMAX,1);


PARTLINE1(TTREND>0,BSMIN),COLORRED;
PARTLINE1(TTREND<0,BSMAX),COLORGREEN;
 
DRAWICON(TTREND>REF(TTREND,1),BSMIN,'ICO10'),VALIGN1;
DRAWICON(TTREND<REF(TTREND,1),BSMAX,'ICO11'),VALIGN1;


TTREND>REF(TTREND,1),BPK;
TTREND<REF(TTREND,1),SPK;


AUTOFILTER;
技术人员回复
日期:2018-8-31 10:00

 参考:

 

VARIABLE:SMAX:=0,SMIN:=0,BSMAX:=0,BSMIN:=0;
MA5:MA(C,5);
MA7:MA(C,7);
MA10:MA(C,10);
MA14:MA(C,14);
MA27:MA(C,27);
MA60:MA(C,60);
AA:=MA7<REF(MA7,1) AND MA14<REF(MA14,1) AND MA27<REF(MA27,1) AND MA60<REF(MA60,1);
BB:=MA7>REF(MA7,1) AND MA14>REF(MA14,1) AND MA27>REF(MA27,1) AND MA60>REF(MA60,1);
DRAWICON(AA,H,5);
DRAWICON(BB,L,4);

N:=26;
KV:=1;
MR:=2;
TR : =MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));//求最高价减去最低价,一个周期前的收盘价减去最高价的绝对值,一个周期前的收盘价减去最低价的绝对值,这三个值中的最大值
ATR : =MA(TR,N),COLORYELLOW;//求N个周期内的TR的简单移动平均
SMAX:=CLOSE+KV*ATR;
SMIN:=CLOSE-KV*ATR;
TTREND:IFELSE(CLOSE>REF(SMAX,1),1,IFELSE(CLOSE<REF(SMIN,1),-1,REF(TTREND,1))),NODRAW;
IF (TTREND>0 AND SMIN<REF(SMIN,1)) THEN
BEGIN
   SMIN:= REF(SMIN,1);
END
IF(TTREND<0 AND SMAX>REF(SMAX,1)) THEN
BEGIN
   SMAX:= REF(SMAX,1);
END
 
BSMAX:=SMAX+(MR-1)*ATR;
BSMIN:=SMIN-(MR-1)*ATR;
IF(TTREND>0 AND BSMIN<REF(BSMIN,1)) THEN BSMIN:=REF(BSMIN,1);
IF(TTREND<0 AND BSMAX>REF(BSMAX,1)) THEN BSMAX:=REF(BSMAX,1);

PARTLINE1(TTREND>0,BSMIN),COLORRED;
PARTLINE1(TTREND<0,BSMAX),COLORGREEN;
DRAWICON(TTREND>REF(TTREND,1),BSMIN,'ICO10'),VALIGN1;
DRAWICON(TTREND<REF(TTREND,1),BSMAX,'ICO11'),VALIGN1;

BB&&C>REF(C,4)&&TTREND>REF(TTREND,1),BK;

AA&&C<REF(C,4)&&TTREND<REF(TTREND,1),SK;
TTREND<REF(TTREND,1),BP;
TTREND>REF(TTREND,1),SP;

AUTOFILTER;

投资者咨询:两模型共振开仓 (文华财经WH8赢智V8.2)
来源:文华财经  日期:2018-8-31 9:44
 修改一下,模型一符合开仓条件开仓,开仓之后模型二出现平仓信号平仓;
技术人员回复
日期:2018-8-31 13:40

 最后5行替换一下:

 

BB&&C>REF(C,4),BK;

AA&&C<REF(C,4),SK;
TTREND<REF(TTREND,1),BP;
TTREND>REF(TTREND,1),SP;

AUTOFILTER;

投资者咨询:两模型共振开仓 (文华财经WH8赢智V8.2)
来源:文华财经  日期:2018-8-31 9:44
 额,不对啊,出现的开仓信号是对的,平仓信号完全是乱七八糟的,完全不符合条件。我重新描述一下条件,1 模型一开多单之后,模型二红线变绿线平多单;2 模型一开空单之后,模型二绿线变红线平仓空单;
技术人员回复
日期:2018-8-31 14:04

 平仓两句修改一下:

 

TTREND<REF(TTREND,1),SP;
TTREND>REF(TTREND,1),BP;