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期货软件TB系统源代码解读系列73-恒温器系统
**** Hidden Message *****[/size] 做空代码及结果如下：[code]Params
Numeric swingTrendSwitch(20);
Numeric swingPrcnt1(0.50);
Numeric swingPrcnt2(0.75);
Numeric atrLength(10);
Numeric bollingerLengths(50);
Numeric numStdDevs(2);
Numeric trendLiqLength(50);
Numeric Lots(0);
Vars
NumericSeries cmiVal(0);
BoolSeries buyEasierDay(False);
BoolSeries sellEasierDay(False);
NumericSeries myATR(0);
NumericSeries MidLine(0);
Numeric Band(0);
NumericSeries upBand(0);
NumericSeries dnBand(0);
NumericSeries trendLokBuy(0);
NumericSeries trendLokSell(0);
NumericSeries keyOfDay(0);
NumericSeries swingBuyPt(0);
NumericSeries swingSellPt(0);
NumericSeries trendBuyPt(0);
NumericSeries trendSellPt(0);
NumericSeries swingProtStop(0);
NumericSeries trendProtStop(0);
BoolSeries swingEntry(False);
Begin
If(!CallAuctionFilter()) Return;
cmiVal = Abs(Close - Close[29])/(Highest(High,30) - Lowest(Low,30))*100;
trendLokBuy = Average(Low,3);
trendLokSell= Average(High,3);
keyOfDay = (High + Low + Close)/3;
buyEasierDay = False;
sellEasierDay = False;
If(Close[1] > keyOfDay[1]) sellEasierDay = True;
If(Close[1] <= keyOfDay[1]) buyEasierDay = True;
myATR = AvgTrueRange(atrLength);
If(buyEasierDay == True)
{
swingBuyPt = Open + swingPrcnt1*myATR[1];
swingSellPt = Open - swingPrcnt2*myATR[1];
}
If(sellEasierDay == True)
{
swingBuyPt = Open + swingPrcnt2*myATR[1];
swingSellPt = Open - swingPrcnt1*myATR[1];
}
swingBuyPt = Max(swingBuyPt,trendLokBuy[1]);
swingSellPt = Min(swingSellPt,trendLokSell[1]);
MidLine = AverageFC(Close,bollingerLengths);
Band = StandardDev(Close,bollingerLengths,2);
upBand = MidLine + numStdDevs*Band;
dnBand = MidLine - numStdDevs*Band;
trendBuyPt = upBand;
trendSellPt = dnBand;
If(cmiVal[1] < swingTrendSwitch)
{
If(MarketPosition != -1 And Low <= swingSellPt)
{
SellShort(Lots,Min(Open,swingSellPt));
swingEntry = True;
}
If(MarketPosition == -1 And BarsSinceEntry >= 1 And High >= swingBuyPt)
{
BuyToCover(0,Max(Open,swingBuyPt));
swingEntry = False;
}
}
swingProtStop = 3*myATR;
trendProtStop = Average(Close,trendLiqLength);
If(cmiVal[1] >= swingTrendSwitch)
{
If(swingEntry == True)
{
If(MarketPosition == -1 And BarsSinceEntry >= 1 And High >= (EntryPrice + swingProtStop[1]))
{
BuyToCover(0,Max(Open,EntryPrice + swingProtStop[1]));
swingEntry = False;
}
}
If(swingEntry == False)
{
If(MarketPosition != -1 And BarsSinceExit >= 1 And Low <= trendSellPt[1])
{
SellShort(Lots,Min(Open,trendSellPt[1]));
}
If(MarketPosition == -1 And BarsSinceEntry >= 1 And High >= Min(trendBuyPt[1],trendProtStop[1]))
{
BuyToCover(0,Max(Open,Min(trendBuyPt[1],trendProtStop[1])));
}
}
}
End[/code]
[attach]25967[/attach] 谢谢楼主！新年快乐！ {:115:}
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