龙听期货论坛 » 量化策略·公式·源码库 » 文华财经海龟交易系统模型源码[文华财经公式]

龙听 发表于 2018-11-30 13:34

文华财经海龟交易系统模型源码[文华财经公式]

咨询内容：[code]
input:N1(55,6,99),N2(20,2,99);
LC:=REF(CLOSE,1);
TR:=MAX((HIGH - LOW),MAX((HIGH - LC),(LC - LOW)));
ATR:=SMA(TR,20,1);
AA:=(HHV(HIGH,N1) - (2 * ATR));
BB:=CROSS(CLOSE,REF(HHV(HIGH,55),1));
SSS:=CROSS(MIN(MA(CLOSE,13),AA),CLOSE);
BBB:=BARSLAST(BB);
SSSB:=BARSLAST(SSS);
B1:=((BBB = 0) AND (REF(SSSB,1) < REF(BBB,1)));
B1B:=BARSLAST(B1);
B2:=((((BB = 1) AND (B1B < SSSB)) AND (B1B > 0)) AND (COUNT(BB,SSSB) < 3));
B2B:=BARSLAST(B2);
B3:=((((BB = 1) AND (B2B < B1B)) AND (COUNT(BB,SSSB) < 4)) AND (COUNT(BB,SSSB) > 2));
B3B:=BARSLAST(B3);
SS:=CROSS(MAX(AA,MA(CLOSE,13)),CLOSE);
SS1:=(((SS AND ((B3B < B2B) OR (B2B < B1B))) AND (SSSB > B1B)) AND (COUNT(SS,B2B) < 2));
SS1B:=BARSLAST(SS1);
SS2:=((((SS AND (SS1B < SSSB)) AND (B3B < B2B)) AND (SS1B > 0)) AND (COUNT(SS,B2B) < 3));
SSSS:=(SSS AND (REF(SSSB,1) > REF(B1B,1)));
DRAWICON((B1 = 1),(LOW - 0.1),1);
DRAWTEXT((B1 = 1),(LOW - 0.25),'买1'),colorFF;
DRAWICON((B2 = 1),(LOW - 0.1),1);
DRAWTEXT((B2 = 1),(LOW - 0.25),'买2'),colorFF;
DRAWICON((B3 = 1),(LOW - 0.1),1);
DRAWTEXT((B3 = 1),(LOW - 0.25),'买3'),colorFF;
DRAWICON((SS1 = 1),(HIGH + 0.1),2);
DRAWTEXT((SS1 = 1),(HIGH + 0.25),'止损1'),colorFF00;
DRAWICON((SS2 = 1),(HIGH + 0.1),2);
DRAWTEXT((SS2 = 1),(HIGH + 0.25),'止损2'),colorFF00;
DRAWICON((SSSS = 1),(HIGH + 0.1),2);
DRAWTEXT((SSSS = 1),(HIGH + 0.25),'快卖'),colorFF00;
[/code]

文华技术人员：
我试了，可是上面说“colocFF没有定义”不知道怎么办请指教。



文华客服：
改写如下：


[code]
LC:=REF(CLOSE,1);
TR:=MAX((HIGH - LOW),MAX((HIGH - LC),(LC - LOW)));
ATR:=SMA(TR,20,1);
AA:=(HHV(HIGH,N1) - (2 * ATR));
BB:=CROSS(CLOSE,REF(HHV(HIGH,55),1));
SSS:=CROSS(MIN(MA(CLOSE,13),AA),CLOSE);
BBB:=BARSLAST(BB);
SSSB:=BARSLAST(SSS);
B1:=((BBB = 0) AND (REF(SSSB,1) < REF(BBB,1)));
B1B:=BARSLAST(B1);
B2:=((((BB = 1) AND (B1B < SSSB)) AND (B1B > 0)) AND (COUNT(BB,SSSB) < 3));
B2B:=BARSLAST(B2);
B3:=((((BB = 1) AND (B2B < B1B)) AND (COUNT(BB,SSSB) < 4)) AND (COUNT(BB,SSSB) > 2));
B3B:=BARSLAST(B3);
SS:=CROSS(MAX(AA,MA(CLOSE,13)),CLOSE);
SS1:=(((SS AND ((B3B < B2B) OR (B2B < B1B))) AND (SSSB > B1B)) AND (COUNT(SS,B2B) < 2));
SS1B:=BARSLAST(SS1);
SS2:=((((SS AND (SS1B < SSSB)) AND (B3B < B2B)) AND (SS1B > 0)) AND (COUNT(SS,B2B) < 3));
SSSS:=(SSS AND (REF(SSSB,1) > REF(B1B,1)));
DRAWTEXT((B1 = 1),(LOW - 0.25),'买1');
DRAWTEXT((B2 = 1),(LOW - 0.25),'买2');
DRAWTEXT((B3 = 1),(LOW - 0.25),'买3');
DRAWTEXT((SS1 = 1),(HIGH + 0.25),'止损1');
DRAWTEXT((SS2 = 1),(HIGH + 0.25),'止损2');
DRAWTEXT((SSSS = 1),(HIGH + 0.25),'快卖');
[/code]

网友回复： 能改成模型吗？


网友回复：
楼上的编写是指标，其中并没有交易指令，需要您先告知您想在哪个条件满足时开平等等，我们才能为您改为模型。

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