龙听期货论坛's Archiver

龙听 发表于 2019-1-6 14:29

[转载]分形通道突破+考夫曼自适应移动均线+鳄鱼(金字塔)

分形通道突破[code]
runmode:0;
sfx:=ref(high,1)ref(high,3);
xfx:= ref(low,1)>ref(low,2) and ref(low,2)
upperband:=valuewhen(sfx,ref(high,2));
lowerband:=valuewhen(xfx,ref(low,2));
exittime:=time>=150000;

if holding=0 then begin
if high>=upperband then
  buy(1,1,limitr,max(open,upperband));
end
if holding=0 then begin
if low<=lowerband then
  buyshort(1,1,limitr,min(open,lowerband));
end
if holding>0 then begin
if time>=150000 then
  sell(1,holding,limitr,close);
end
if holding<0 then begin
if time>=150000 then
  sellshort(1,holding,limitr,close);
end
盈亏:asset-50000,noaxis,colorred,linethick2;
[/code]


考夫曼自适应移动均线系统

[code]
runmode:0;
input:length1(10,5,60,5);
input:length2(5,5,60,5);
ama:=md(close,length1);
ama1:=ema(ama,length2);
entrylongcond:=ref(cross(ama,ama1),1);
entryshortcond:=ref(cross(ama1,ama),1);
if holding=0 then begin
if entrylongcond then
  buy(1,1,limitr,open);
end
if holding=0 then begin
if entryshortcond then
  buyshort(1,1,limitr,open);
end
if holding>0 then begin
if entryshortcond then begin
  sell(1,holding,limitr,open);
  buyshort(1,1,limitr,open);
end
end
if holding<0 then begin
if entrylongcond then begin
  sellshort(1,holding,limitr,open);
  buy(1,1,limitr,open);
end
end
盈亏:asset-50000,noaxis,colorred,linethick2;
[/code]


鳄鱼线与分形图

**** Hidden Message *****

水月寒 发表于 2019-1-12 12:32

thanks

刘伟 发表于 2019-1-18 21:12

thanks

清心淡雅 发表于 2019-4-4 13:55

学习

刘伟 发表于 2019-6-6 15:51

好东西学习学习

金刚橛 发表于 2019-7-30 12:13

感谢分享

呆哥哥 发表于 2020-1-3 23:27

感謝分享、版主辛苦了

呆哥哥 发表于 2020-1-3 23:28

感謝分享、版主辛苦了

傲雪松 发表于 2020-1-26 21:10

感谢!学习

雷杨 发表于 2020-3-15 20:27

学习了

野孩子期货量化 发表于 2022-11-22 14:19



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