投资者咨询：改成WH8程序化，谢谢 (文华财经WH6赢顺V6.7)
来源:文华财经 日期:2018-8-15 22:04
Inputs: K1(.5),K2(.5),Mday(1),Nday(1);
Vars: BuyRange(0), SellRange(0);
Vars: BuyTrig(0),SellTrig(0);
Vars: HH(0),LL(0),HC(0),LC(0);
If CurrentBar > 1 Then Begin
HH = Highest(High,Mday);
HC = Highest(Close,Mday);
LL = Lowest(Low,Mday);
LC = Lowest(Close,Mday);
If (HH - LC) >= (HC - LL) Then Begin
SellRange = HH - LC;
End Else Begin
SellRange = HC - LL;
End;
HH = Highest(High,Nday);
HC = Highest(Close,Nday);
LL = Lowest(Low,Nday);
LC = Lowest(Close,Nday);
If (HH - LC) >= (HC - LL) Then Begin
BuyRange = HH - LC;
End Else Begin
BuyRange = HC - LL;
End;
BuyTrig = K1*BuyRange;
SellTrig = K2*SellRange;
If MarketPosition = 0 Then Begin
Buy at Open of next bar + BuyTrig Stop;
Sell at Open of next bar - SellTrig Stop;
End;
If MarketPosition = -1 Then Begin
Buy at Open of next bar + Buytrig Stop;
End;
If MarketPosition = 1 Then Begin
Sell at Open of next bar - SellTrig Stop;
End;
End;
Vars: BuyRange(0), SellRange(0);
Vars: BuyTrig(0),SellTrig(0);
Vars: HH(0),LL(0),HC(0),LC(0);
If CurrentBar > 1 Then Begin
HH = Highest(High,Mday);
HC = Highest(Close,Mday);
LL = Lowest(Low,Mday);
LC = Lowest(Close,Mday);
If (HH - LC) >= (HC - LL) Then Begin
SellRange = HH - LC;
End Else Begin
SellRange = HC - LL;
End;
HH = Highest(High,Nday);
HC = Highest(Close,Nday);
LL = Lowest(Low,Nday);
LC = Lowest(Close,Nday);
If (HH - LC) >= (HC - LL) Then Begin
BuyRange = HH - LC;
End Else Begin
BuyRange = HC - LL;
End;
BuyTrig = K1*BuyRange;
SellTrig = K2*SellRange;
If MarketPosition = 0 Then Begin
Buy at Open of next bar + BuyTrig Stop;
Sell at Open of next bar - SellTrig Stop;
End;
If MarketPosition = -1 Then Begin
Buy at Open of next bar + Buytrig Stop;
End;
If MarketPosition = 1 Then Begin
Sell at Open of next bar - SellTrig Stop;
End;
End;
技术人员回复
日期:2018-8-15 22:15
请参考：
N:=4;
K1:=0.3;
K2:=0.3;
NN:=SUMBARS(DATE<>REF(DATE,1),N);
TN := BARSLAST(DATE <> REF(DATE, 1)) + 1;
HH:=HHV(H,NN);//N日HIGH的最高价
LC:=LLV(C,NN);//N日CLOSE的最低价
HC:=HHV(C,NN);//N日CLOSE的最高价
LL:=LLV(L,NN);//N日LOW的最低价
RANGEX:=MAX(HH-LC,HC-LL);//计算震荡区间RANGE
TODAYOPEN := VALUEWHEN(TN = 1, OPEN); //今日开盘价
BUYLINE:TODAYOPEN +K1*RANGEX;//上轨
SELLLINE:TODAYOPEN -K2*RANGEX;//下轨
C>BUYLINE,BPK;
C<SELLLINE,SPK;
AUTOFILTER;
另外，日内经典交易策略您可以参考链接了解下：http://help.wenhua.com.cn/dispbbs.asp?boardid=14&Id=729542
