投资者咨询：动态突破程序的问题 (文华财经WH6赢顺V6.7)
来源:文华财经 日期:2018-4-26 14:38
投资者咨询：动态突破程序的问题 (文华财经WH6赢顺V6.7)
来源:文华财经 日期:2018-4-26 14:38
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);CEILINGAMT=40
LOOKBACKDAYS:MAX(LOOKBACKDAYS,FLOORAMT);FLOORAMT=20
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BOLBANDTRIG=2
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;//昨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，昨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，昨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;//昨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;
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);CEILINGAMT=40
LOOKBACKDAYS:MAX(LOOKBACKDAYS,FLOORAMT);FLOORAMT=20
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BOLBANDTRIG=2
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;//昨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，昨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，昨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;//昨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;
技术人员回复
日期:2018-4-26 16:50
是由于一些特殊行情导致市场波动率为0了，所以后续无法进行取值
如下修改您参考：
//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。
////////////////////////////////////////////////////////
TODAYVOLATILITY:=STD(CLOSE,30);//当日市场波动
YESTERDAYVOLATILITY:=REF(TODAYVOLATILITY,1);//昨日市场波动
DELTAVOLATILITY1:(TODAYVOLATILITY-YESTERDAYVOLATILITY)/TODAYVOLATILITY;//市场波动的变动率
DELTAVOLATILITY:=IF(ISNULL(DELTAVOLATILITY1),REF(DELTAVOLATILITY1,20),DELTAVOLATILITY1);
LOOKBACKDAYS1:=LOOP2(BARPOS=30,20,REF(LOOKBACKDAYS1,1)*(1+DELTAVOLATILITY));//计算自适应参数
LOOKBACKDAYS2:=ROUND(LOOKBACKDAYS1,0);
LOOKBACKDAYS3:=MIN(LOOKBACKDAYS2,CEILINGAMT);
LOOKBACKDAYS:=MAX(LOOKBACKDAYS3,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;//昨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，昨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，昨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;//昨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;
投资者咨询：动态突破程序的问题 (文华财经WH6赢顺V6.7)
来源:文华财经 日期:2018-4-26 14:38
试过了，LOOKBACKDAYS一直保持20
技术人员回复
日期:2018-4-27 13:11
投资者咨询：动态突破程序的问题 (文华财经WH6赢顺V6.7)
来源:文华财经 日期:2018-4-26 14:38
技术人员回复
日期:2018-8-3 16:36
回复问题1：
使用：定义变量可以输出返回值，您不需要查看对应的返回值使用:=定义就可以
回复问题2：
3楼模型开平仓语句顺序对结果是没有影响的
您刚接触wh8模型编写可参考这个帖子学习一下： 【学习资料】程序化培训教程、名词解释，文华能帮我编模型?
