老師麻煩幫把tbquant改成文華
作者：文華財(cái)經(jīng) 來(lái)源：cxh99.com 發(fā)布時(shí)間：2023年01月09日
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咨詢(xún)內(nèi)容：
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Params??
//此處添加參數(shù)
Numeric XVol(1000);//有效成交量
Numeric losebalance(2);//連續(xù)失衡次數(shù)(計(jì)算堆積)
Numeric N(1.5);//失衡比率
Numeric X(10);//微單判斷比例
Numeric Lots(1);//手?jǐn)?shù)
Numeric PL(100);//止盈跳
Numeric SL(100);//止損跳
Numeric NT(1);//夜盤(pán)交易時(shí)間參數(shù)1是默認(rèn)21-23時(shí)，參數(shù)2是21-02.29停止交易；
Numeric TICKN(120);//默認(rèn)120個(gè)TICK更新一次，即1分鐘；Vars
//此處添加變量
Numeric avg;
Global Integer BarCountstar(0);
Global Numeric DVol_Ask(0);
Global Numeric DVol_Bid(0);
Global Numeric DVol_Delta(0);
Global Numeric SumVol(0);
Numeric Askprice;
Numeric Bidprice;
Numeric A_Vol;?
Numeric B_Vol;
Numeric AH_price;
Global Numeric Up_Aprice;
Numeric BL_price;
Global Numeric Dn_Bprice;
Bool Demand;
Bool Supply;
Bool Max_cond;
Bool Min_cond;
Numeric SSprice;
Global Numeric SS_vol;
Numeric j;
Numeric i;
Global Numeric count_J;
Global Numeric count_K;
Numeric i_Num;
Numeric up_Vol;
Numeric dn_Vol;
Numeric D_i(0);
Numeric S_i(0);
Global Integer KG;
Global Integer Bar_Red_Green(0);
Global Integer PG;
Global Integer PN;
Global Position myPos;
Global Integer CloseClear(0);
Global Integer PGG;
Global Integer PNN;
Global Numeric W_maxprice;
Global Numeric M_minprice;
Global Numeric ShortEntryprice(0);
Global Numeric LongEntryprice(0);
Global Numeric Min_price;
Global Numeric Max_price;
Bool PK_cond1;
Bool PK_cond2;
Bool PD_cond1;
Bool PD_cond2;
Global Integer runCoreModule(0);
//poc
Integer poc_SumVol;
Global Numeric poc_Vol;
Global Numeric poc_Ask;
Global Numeric poc_Bid;
Global Numeric Max_pocVol;
Global Numeric poc_price;
//數(shù)據(jù)錄入
Global Array<Numeric> Alastprice;
Global Array<Numeric> Blastprice;
Global Array<Numeric> arraskvol;
Global Array<Numeric> arrbidvol;
Global Array<Numeric> Avol;
Global Array<Numeric> Bvol;
Global Array<Numeric> Aprice;
Global Array<Numeric> Bprice;
Global Array<Numeric> A_lastP;
Global Array<Numeric> B_lastP;
Global Numeric tempprice;
Global Numeric tickaskP;
Global Numeric tickbidP;
Global Numeric tickVoL;
Global Integer i_N(0);
Numeric i_Max;
Numeric lx;
Numeric sx;
Global Numeric sumA(0);
Global Numeric sumB(0);
//Tick
Tick tickdata;
Tick tickdataref;
Global Numeric D_close;
Global Numeric D_open;
Global Numeric D_high;
Global Numeric D_Low;
Defs //插入自定義公式(自定義模塊)
Integer LogFile(String str)
{
FileAppend("D:\\orderflow_日志\\"+Symbol+"日志.tbf","["+Text(SystemDateTime())+"]"+ str);
Return 0;
}?
Integer TradeLogFile(String str)
{
FileAppend("D:\\orderflow_日志\\"+Symbol+"交易日志.tbf","["+Text(SystemDateTime())+"]"+ str);
Return 0;
}?
//數(shù)據(jù)錄入
Integer loadData(ArrayRef<Integer> indexs)
{
GetTick(tickdata,0);
GetTick(tickdataref,1);
tempprice=tickdata.last;
tickaskP=tickdataref.bidask1.askP;
tickbidP=tickdataref.bidask1.bidP;
tickVoL=tickdata.volume;
Commentary("tempprice"+Text(tempprice));
Commentary("tickaskP"+Text(tickaskP));
Commentary("tickbidP"+Text(tickbidP));
i_N=i_N+1;
if(tempprice==tickaskP)
{
Alastprice[i_N]=tempprice;
arraskvol[i_N]=tickVoL;
DVol_Ask=DVol_Ask+arraskvol[i_N];
}
if(tempprice==tickbidP)
{
Blastprice[i_N]=tempprice;
arrbidvol[i_N]=tickVoL;
DVol_Bid=DVol_Bid+arrbidvol[i_N];
}?
if(tempprice==tickaskP)
{
for i=1 to i_N-1
{
if(tickaskP==Alastprice[i] and tempprice==Alastprice[i] and Alastprice[i]<>InvalidNumeric and Alastprice[i]>0)
{
SS_vol=arraskvol[i]+SS_vol;
//Print("A_SS_vol"+text(SS_vol));
//Print("tickVoL"+text(tickVoL));
}
}
sumA=sumA+1;
Aprice[sumA]=tempprice;
Avol[Aprice[sumA]]=SS_vol;
SS_vol=0;
//Print("sumA:= "+Text(sumA)+"Aprice"+Text(Aprice[sumA])+" Avol:= "+ text(Avol[Aprice[sumA]]));
}else if(tempprice==tickbidP)
{
for i=1 to i_N-1
{
if(tickbidP==Blastprice[i] and tempprice==Blastprice[i] and Blastprice[i]<>InvalidNumeric and Blastprice[i]>0)
{
SS_vol=arrbidvol[i]+SS_vol;
//Print("B_SS_vol"+text(SS_vol));
//Print("tickVoL"+text(tickVoL));
}
}
sumB=sumB+1;
Bprice[sumB]=tempprice;
Bvol[Bprice[sumB]]=SS_vol;
SS_vol=0;
//Print("sumB:= "+Text(sumB)+"Bprice"+Text(Bprice[sumB])+" Bvol:= "+text(Bvol[Bprice[sumB]]));
}?Events
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