//------------------------------------------------------------------------
// 簡稱: DayChangeTrenchV1
// 名稱: 日內(nèi)轉(zhuǎn)向加倉交易系統(tǒng)模型TB源碼
// 類別: 公式應(yīng)用
// 類型: 用戶應(yīng)用
//------------------------------------------------------------------------

Params

Bool  bInitStatues(false); // 初始化標(biāo)志，修改初始倉位時需設(shè)置為True
    Numeric InitMyRealMp(0);   // 初始化當(dāng)前倉位，正數(shù)表示多單，負數(shù)表示空單

Numeric FirstGrid(30);     // 第一筆交易的間距，最小跳動；
    Numeric AddGrid(5);        // 加倉間距，最小跳動

Numeric TotalGrids(10);    // 最大交易次數(shù)

Numeric TrailingGrid(30);  // 移動止損間距，最小跳動

Numeric EveryLots(1);      // 每次開倉手數(shù)

Numeric OffSet(1);         // 委托價偏差，默認買賣價偏差為1個滑點

Numeric ExitOnCloseMins(14.58);  //收盤平倉時間

Vars

Numeric HighAfterLongEntry;

Numeric LowAfterShortEntry;

Numeric MyRealMp(0);

Numeric MinPoint;

Numeric tmpPrice;

Numeric tmpLots;

Begin

MinPoint=Minmove*PriceScale;

MyRealMp=GetGlobalVar(0);

HighAfterLongEntry=GetGlobalVar(1);

LowAfterShortEntry=GetGlobalVar(2);

 

if (BarStatus==0 And (MyRealMp==InvalidNumeric || bInitStatues))

{

MyRealMp=InitMyRealMp;

}

if (Date<>Date[1])

{

HighAfterLongEntry=High;

LowAfterShortEntry=Low;

MyRealMp=0;

}Else

{

HighAfterLongEntry=Max(HighAfterLongEntry,High);

LowAfterShortEntry=Min(Low,LowAfterShortEntry);

} // m.weiqiv.net.cn

If (Time<ExitOnCloseMins/100)

{

If ( MyRealMp>0 And HighAfterLongEntry-Low>=TrailingGrid*MinPoint

And(High-Low<TrailingGrid*MinPoint Or(High-Low>=TrailingGrid*MinPoint And close<Open)))

{

tmpPrice=Max(HighAfterLongEntry-(TrailingGrid-OffSet)*MinPoint,Low);

tmpLots=Abs(MyRealMp*EveryLots);

Sell(tmpLots,tmpPrice);

MyRealMp=0;

LowAfterShortEntry=Low;

}Else

If ( MyRealMp<0 And High-LowAfterShortEntry>=TrailingGrid*MinPoint

And(High-Low<TrailingGrid*MinPoint Or(High-Low>=TrailingGrid*MinPoint And close>Open)))

{

tmpPrice=Min(LowAfterShortEntry+(TrailingGrid+OffSet)*MinPoint,High);

tmpLots=Abs(MyRealMp*EveryLots);

BuyToCover(tmpLots,tmpPrice);

MyRealMp=0;

HighAfterLongEntry=0;

}

// 第一筆多單開倉

if (MyRealMp==0 And High-LowAfterShortEntry>=FirstGrid*MinPoint)

{

tmpPrice=Min(LowAfterShortEntry+(FirstGrid+OffSet)*MinPoint,High);

tmpLots=EveryLots;

Buy(tmpLots,tmpPrice);

MyRealMp=1;

HighAfterLongEntry=High;

}Else

// 多單加倉

if (MyRealMp> 0 And MyRealMp <TotalGrids And High-LowAfterShortEntry>=(FirstGrid+MyRealMp*AddGrid)

*MinPoint)

{

tmpPrice=Min(LowAfterShortEntry+(FirstGrid+MyRealMp*AddGrid+OffSet)*MinPoint,High);

tmpLots=EveryLots;

Buy(tmpLots,tmpPrice);

MyRealMp=MyRealMp+1;

}Else

// 第一筆空單開倉

if (MyRealMp==0 And HighAfterLongEntry-Low>=TrailingGrid*MinPoint )

{

tmpPrice=Max(HighAfterLongEntry-(FirstGrid-OffSet)*MinPoint,Low);;

tmpLots=EveryLots;

SellShort(tmpLots,tmpPrice);

MyRealMp=-1;

LowAfterShortEntry=Low ;

}Else

// 空單加倉 m.weiqiv.net.cn

if (MyRealMp< 0 And -1*MyRealMp <TotalGrids And HighAfterLongEntry-Low>=(FirstGrid+MyRealMp*AddGrid)

*MinPoint)

{

tmpPrice=Max(HighAfterLongEntry-(FirstGrid-Abs(MyRealMp*AddGrid)-OffSet)*MinPoint,High);

tmpLots=EveryLots;

SellShort(tmpLots,tmpPrice);

MyRealMp=MyRealMp-1;

}

}Else

If (Time>ExitOnCloseMins/100)

{

If (MyRealMp>0)

{

tmpLots=Abs(MyRealMp*EveryLots);

tmpPrice=Close;

Sell(tmpLots,tmpPrice);

MyRealMp=0;

}

If(MyRealMp<0)

{

tmpLots=Abs(MyRealMp*EveryLots);

tmpPrice=Close;

BuyToCover(tmpLots,tmpPrice);

MyRealMp=0;

}

}

SetGlobalVar(0,MyRealMp);

SetGlobalVar(1,HighAfterLongEntry);

SetGlobalVar(2,LowAfterShortEntry);

Commentary("MyRealMp="+Text(MyRealMp));

Commentary("HighAfterLongEntry="+Text(HighAfterLongEntry));

Commentary("LowAfterShortEntry="+Text(LowAfterShortEntry));

//SetExitOnClose;

End

//------------------------------------------------------------------------
// 編譯版本GS2010.12.08
// 用戶版本2012/03/17 16:00
// 版權(quán)所有 m.weiqiv.net.cn QQ 1145508240

// 更改聲明TradeBlazer Software保留對TradeBlazer平臺
//每一版本的TrabeBlazer公式修改和重寫的權(quán)利
//------------------------------------------------------------------------

 

 

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