引用文华商品指数 (文华财经)

投资者咨询:引用文华商品指数 (文华财经)
来源:文华财经  日期:2021-1-22 13:20
 做量化交易怎么样引用文华商品指数5日均线 
技术人员回复
日期:2021-1-22 13:28
量化交易需要使用WH8,WH8是专业量化交易软件,文华官网下载:


WH8中使用跨合约函数#CALL引用即可:

先建立A指标

MA5:MA(C,5);

引用模型:

#CALL [7186,A] AS  VAR
VAR.MA5;
投资者咨询:引用文华商品指数 (文华财经)
来源:文华财经  日期:2021-1-22 13:20

#CALL [7186,A] AS  VAR
VAR.MA5;
这个是一行代码还是两行啊?
技术人员回复
日期:2021-1-22 14:07
 两行,跨合约引用的参考编写。
投资者咨询:引用文华商品指数 (文华财经)
来源:文华财经  日期:2021-1-22 13:20
 EWMA:=EMA(C,N1);
WMA:=EMA2(C,N1);
SWMA:=SMA(C,N1,2);
SWMA1:=SMA(C,N1,3);
TJ3:=WMA<SWMA1 AND WMA>SWMA AND WMA>EWMA AND SUM( EWMA>REF(EWMA,1),M )=M ;
TJ4:=WMA>SWMA1 AND WMA<SWMA AND WMA<EWMA AND SUM( EWMA<REF(EWMA,1),M )=M ;

EWMA2:=EMA(C,N2);
WMA2:=EMA2(C,N2);
SWMA2:=SMA(C,N2,2);
SWMA21:=SMA(C,N2,3);
TJ33:=WMA2<SWMA21 AND WMA2>SWMA2 AND WMA2>EWMA2 AND SUM( EWMA2>REF(EWMA2,1),M )=M ;
TJ44:=WMA2>SWMA21 AND WMA2<SWMA2 AND WMA2<EWMA2 AND SUM( EWMA2<REF(EWMA2,1),M )=M ;

E5:=EMA(C,5),RGB(154,154,154),DASH;
E8:=EMA(C,8),RGB(192,192,192);
E13:=EMA(C,13),COLORWHITE;
E21:=EMA(C,21);
E34:=EMA(C,34);


TJ5:=COUNT( REF(C,1)>REF(E8,1), M)=M  AND REF(E5,1)>REF(E8,1) AND REF(E8,1)>REF(E13,1) AND REF(E13,1)>REF(E21,1)  AND REF(E21,1)>REF(E34,1);
TJ6:=COUNT( REF(C,1)<REF(E8,1), M)=M  AND REF(E5,1)<REF(E8,1) AND REF(E8,1)<REF(E13,1) AND REF(E13,1)<REF(E21,1) AND REF(E21,1)<REF(E34,1);
TJ5A:=COUNT( C>E8, M)=M  AND REF(E5,1)>REF(E8,1) AND REF(E8,1)>REF(E13,1) AND REF(E13,1)>REF(E21,1)  AND REF(E21,1)>REF(E34,1);
TJ6A:=COUNT( C<E8, M)=M  AND REF(E5,1)<REF(E8,1) AND REF(E8,1)<REF(E13,1) AND REF(E13,1)<REF(E21,1) AND REF(E21,1)<REF(E34,1);

要引用文华商品指数的下面这些条件,怎么引用
TJ3 AND TJ5 AND TJ33 and TJ5A;
TJ4 AND TJ6 AND TJ44 and TJ6A;
技术人员回复
日期:2021-1-22 14:57
 上面指标新增两句,然后保存成指标A:

X1:=TJ3 AND TJ5 AND TJ33 and TJ5A;
X2:=TJ4 AND TJ6 AND TJ44 and TJ6A;

然后跨合约引用就行了:

#CALL [7186,A] AS  VAR
VAR.X1;
VAR.X2;
投资者咨询:引用文华商品指数 (文华财经)
来源:文华财经  日期:2021-1-22 13:20
 根据您说的把A指标保存了,
C>MA(C,5)时,并且引用文华商品指数A指标X1条件满足时开多单
 C<MA(C,5)时,并且引用文华商品指数A指标X2条件满足时开空单
要怎么写呀?
技术人员回复
日期:2021-1-22 22:27
参考;

#CALL [7186,A] AS  VAR
X1:=VAR.X1;
X2:=VAR.X2;
C>MA(C,5)&&X1,BPK;
C<MA(C,5)&&X2,SPK;
AUTOFILTER;