文华财经模型示例
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SHORTMARKETSHORTPRICE:=IF(SHORTMARKET=1,TDOMIN-PARAM2*MA5BD/100,TDOMIN);
JUMPK:=ABS((REF(O,NN-1)-YC)/YC*1000);
NNN:=IF(JUMPK>3,9,0);
KEY:=ABS(YC-YO)<=0.2*MA5BD AND ABS(YC-YO)>=0*MA5BD;
XX1:=IF(LASTOFFSETPROFIT<0 AND ISLASTBP=1,BARSBP,1000);
XX2:=IF(LASTOFFSETPROFIT<0 AND ISLASTSP=1,BARSSP,1000);
YY1:=IF(ISLASTBPK=1,BARSBK,1000);
YY2:=IF(ISLASTSPK=1,BARSSK,1000);
BUYMARKETSHORTPRICE1:=TDOMIN-PARAM3*MA5BD/100;
SHORTMARKET:=IF(YYC/YC<1,1,0);
SHORTMARKETBUYPRICE:=TDOMAX+PARAM1*MA5BD/100;
SHORTMARKETSHORTPRICE:=TDOMIN-PARAM2*MA5BD/100;
BKVOL>0 AND C<BKPRICE*(1000-NX1)/1000,SP(BKVOL);
SKVOL>0 AND C>SKPRICE*(1000+NX1)/1000,BP(SKVOL);
BKVOL>0 AND BARSBK>NX2 AND C<=LLS,SP(BKVOL);
SKVOL>0 AND BARSSK>NX2 AND C>=HHS,BP(SKVOL);
KEY:=ABS(YC-YO)<=0.5*MA5BD;
KEY1:=ABS(YC-YO)>0.5*MA5BD;
HHS:=REF(HHV(H,10),NX2)*(1000+ALPHA0*NX3)/1000;
LLS:=REF(LLV(L,10),NX2)*(1000-ALPHA0*NX3)/1000;
ALPHA10:=HHV(C,5);
LASTMAXBPPRICE:=IF(COUNTSIG(BP,REF(NN,NN)*3)>0,HHV(REF(C,BARSBP),REF(NN,NN)*3)*(1000+0)/1000,C);
LASTMINSPPRICE:=IF(COUNTSIG(SP,REF(NN,NN)*3)>0,LLV(REF(C,BARSSP),REF(NN,NN)*3)*(1000-0)/1000,C);
ALPHA0:=MAX(MIN(REF(MA((ABS(CLOSE-OPEN))/O*1000,REF(NN,NN)*3),NN),1),0.6);
MA5BD:=(ABS(REF(O,SUMBARS(NN=1,2))-REF(C,SUMBARS(NN=1,1)+1))+ABS(REF(O,SUMBARS(NN=1,3))-REF(C,SUMBARS(NN=1,2)+1))+ABS(REF(O,SUMBARS(NN=1,4))-REF(C,SUMBARS(NN=1,3)+1))+ABS(REF(O,SUMBARS(NN=1,5))-REF(C,SUMBARS(NN=1,4)+1))+ABS(REF(O,SUMBARS(NN=1,6))-REF(C,SUMBARS(NN=1,5)+1)))/5;
NN>=NNN AND BKVOL=0 AND KEY1=1 AND BUYMARKET=1 AND C>=BUYMARKETBUYPRICE AND C>=LASTMAXBKPRICE AND C>=LASTMAXBPPRICE AND XX1>REF(NN,NN),BK(LOTS);
NN>=NNN AND SKVOL=0 AND KEY1=1 AND BUYMARKET=1 AND C<=BUYMARKETSHORTPRICE AND C<=LASTMINSKPRICE AND C<=LASTMINSPPRICE AND XX2>REF(NN,NN),SK(LOTS);
YC:=REF(C,NN);
YO:=REF(REF(O,NN-1),NN);
YYC:=REF(REF(C,NN),NN);
TDO:=REF(O,NN);
TDOMAX:=MAX(TDO,REF(REF(TDO,NN),NN));
TDOMIN:=MIN(TDO,REF(REF(TDO,NN),NN));
BKVOL>0 AND BUYMARKET=1 AND C<=TDOMIN-PARAM1*MA5BD/100 AND YY1>REF(NN,NN),SPK(BKVOL);
SKVOL>0 AND BUYMARKET=1 AND C>=TDOMAX+PARAM2*MA5BD/100 AND YY2>REF(NN,NN),BPK(SKVOL);
ALPHA11:=LLV(C,5);
BUYMARKET:=IF(YYC/YC>=1,1,0);
BUYMARKETBUYPRICE:=TDOMAX+PARAM2*MA5BD/100;
BUYMARKETSHORTPRICE:=TDOMIN-PARAM1*MA5BD/100;
BUYMARKETBUYPRICE1:=TDOMAX+PARAM4*MA5BD/100;
TDOMAX:=MAX1(TDO,REF(TDO,NN),REF(Rபைடு நூலகம்F(TDO,NN),NN));
TDOMIN:=MIN1(TDO,REF(TDO,NN),REF(REF(TDO,NN),NN));
LOTS:=300000/(0.1*UNIT*CLOSE);
MA5BD:=(ABS(REF(O,SUMBARS(NN=1,2))-REF(C,SUMBARS(NN=1,1)+1))+ABS(REF(O,SUMBARS(NN=1,3))-REF(C,SUMBARS(NN=1,2)+1))+ABS(REF(O,SUMBARS(NN=1,4))-REF(C,SUMBARS(NN=1,3)+1))+ABS(REF(O,SUMBARS(NN=1,5))-REF(C,SUMBARS(NN=1,4)+1))+ABS(REF(O,SUMBARS(NN=1,6))-REF(C,SUMBARS(NN=1,5)+1)))/5;
NN>=NNN AND BKVOL=0 AND KEY1=1 AND SHORTMARKET=1 AND C>=SHORTMARKETBUYPRICE AND C>=LASTMAXBKPRICE AND C>=LASTMAXBPPRICE AND XX1>REF(NN,NN),BK(LOTS);
NN>=NNN AND SKVOL=0 AND KEY1=1 AND SHORTMARKET=1 AND C<=SHORTMARKETSHORTPRICE AND C<=LASTMINSKPRICE AND C<=LASTMINSPPRICE AND XX2>REF(NN,NN),SK(LOTS);
LASTMINSPPRICE:=IF(COUNTSIG(SP,REF(NN,NN)*2)>0,LLV(REF(C,BARSSP),REF(NN,NN))*(1000+2)/1000,C);
BKVOL>0 AND (REF(O,NN-1)-YC)/YC*1000<-5 AND NN=1,SP(BKVOL);
SKVOL>0 AND (REF(O,NN-1)-YC)/YC*1000>5 AND NN=1,BP(SKVOL);
SETALLSIGPRICETYPE(TRACING_ORDER);
SHORTMARKETBUYPRICE1:=TDOMAX+PARAM3*MA5BD/100;
SHORTMARKETSHORTPRICE1:=TDOMIN-PARAM4*MA5BD/100;
LASTMAXBPPRICE:=IF(COUNTSIG(BP,REF(NN,NN)*2)>0,HHV(REF(C,BARSBP),REF(NN,NN))*(1000-2)/1000,C);
BUYMARKETSHORTPRICE:=IF(BUYMARKET=1,TDOMIN-PARAM1*MA5BD/100,TDOMIN);
SHORTMARKET:=IF(YYC/YC<1,1,0);
SHORTMARKETBUYPRICE:=IF(SHORTMARKET=1,TDOMAX+PARAM1*MA5BD/100,TDOMAX);
NN>=NNN AND BKVOL=0 AND KEY=1 AND BUYMARKET=1 AND C>=BUYMARKETBUYPRICE AND C>=LASTMAXBKPRICE AND C>=LASTMAXBPPRICE AND XX1>REF(NN,NN),BK(LOTS);
NN>=NNN AND SKVOL=0 AND KEY=1 AND BUYMARKET=1 AND C<=BUYMARKETSHORTPRICE AND C<=LASTMINSKPRICE AND C<=LASTMINSPPRICE AND XX2>REF(NN,NN),SK(LOTS);
沪镍2分钟波段策略
PARAM1:=105;
PARAM2:=-25;
NX1:=7;
NX2:=8;
NX3:=9;
NN:=BARSLAST(DATE<>REF(DATE,1))+1;
YC:=REF(C,NN);
YO:=REF(REF(O,NN-1),NN);
YYC:=REF(REF(C,NN),NN);
TDO:=REF(O,NN);
NN>=NNN AND BKVOL=0 AND KEY=1 AND SHORTMARKET=1 AND C>=SHORTMARKETBUYPRICE AND C>=LASTMAXBKPRICE AND C>=LASTMAXBPPRICE AND XX1>REF(NN,NN),BK(LOTS);
NN>=NNN AND SKVOL=0 AND KEY=1 AND SHORTMARKET=1 AND C<=SHORTMARKETSHORTPRICE AND C<=LASTMINSKPRICE AND C<=LASTMINSPPRICE AND XX2>REF(NN,NN),SK(LOTS);
HHS:=REF(HHV(H,10),NX2)*(1000+NX3)/1000;
LLS:=REF(LLV(L,10),NX2)*(1000-NX3)/1000;
BUYMARKET:=IF(YYC/YC>=1,1,0);
BUYMARKETBUYPRICE:=IF(BUYMARKET=1,TDOMAX+PARAM2*MA5BD/100,TDOMAX);
BKVOL>0 AND SHORTMARKET=1 AND C<=TDOMIN-PARAM2*MA5BD/100 AND YY1>REF(NN,NN),SPK(BKVOL);
SKVOL>0 AND SHORTMARKET=1 AND C>=TDOMAX+PARAM1*MA5BD/100 AND YY2>REF(NN,NN),BPK(SKVOL);
CLOSEKLINE(0,3);
橡胶2分钟波段策略
PARAM1:=85;
PARAM2:=40;
PARAM3:=105;
PARAM4:=45;
NX1:=6;
NX2:=8;
NX3:=8;
M1:=5;
M2:=30;
LOTS:=300000/(0.1*UNIT*C);
NN:=BARSLAST(DATE<>REF(DATE,1))+1;
KEY1:=ABS(YC-YO)<=2.5*MA5BD AND ABS(YC-YO)>=0.25*MA5BD;
LASTMAXBKPRICE:=IF(COUNTSIG(BK,REF(NN,NN)*3)>0,HHV(BKPRICE,REF(NN,NN)*3)*(1000+0)/1000,C);
LASTMINSKPRICE:=IF(COUNTSIG(SK,REF(NN,NN)*3)>0,LLV(SKPRICE,REF(NN,NN)*3)*(1000-0)/1000,C);
JUMPK:=ABS((REF(O,NN-1)-YC)/YC*1000);
NNN:=IF(JUMPK>3,9,0);
KEY:=ABS(YC-YO)<=0.2*MA5BD AND ABS(YC-YO)>=0*MA5BD;
XX1:=IF(LASTOFFSETPROFIT<0 AND ISLASTBP=1,BARSBP,1000);
XX2:=IF(LASTOFFSETPROFIT<0 AND ISLASTSP=1,BARSSP,1000);
YY1:=IF(ISLASTBPK=1,BARSBK,1000);
YY2:=IF(ISLASTSPK=1,BARSSK,1000);
BUYMARKETSHORTPRICE1:=TDOMIN-PARAM3*MA5BD/100;
SHORTMARKET:=IF(YYC/YC<1,1,0);
SHORTMARKETBUYPRICE:=TDOMAX+PARAM1*MA5BD/100;
SHORTMARKETSHORTPRICE:=TDOMIN-PARAM2*MA5BD/100;
BKVOL>0 AND C<BKPRICE*(1000-NX1)/1000,SP(BKVOL);
SKVOL>0 AND C>SKPRICE*(1000+NX1)/1000,BP(SKVOL);
BKVOL>0 AND BARSBK>NX2 AND C<=LLS,SP(BKVOL);
SKVOL>0 AND BARSSK>NX2 AND C>=HHS,BP(SKVOL);
KEY:=ABS(YC-YO)<=0.5*MA5BD;
KEY1:=ABS(YC-YO)>0.5*MA5BD;
HHS:=REF(HHV(H,10),NX2)*(1000+ALPHA0*NX3)/1000;
LLS:=REF(LLV(L,10),NX2)*(1000-ALPHA0*NX3)/1000;
ALPHA10:=HHV(C,5);
LASTMAXBPPRICE:=IF(COUNTSIG(BP,REF(NN,NN)*3)>0,HHV(REF(C,BARSBP),REF(NN,NN)*3)*(1000+0)/1000,C);
LASTMINSPPRICE:=IF(COUNTSIG(SP,REF(NN,NN)*3)>0,LLV(REF(C,BARSSP),REF(NN,NN)*3)*(1000-0)/1000,C);
ALPHA0:=MAX(MIN(REF(MA((ABS(CLOSE-OPEN))/O*1000,REF(NN,NN)*3),NN),1),0.6);
MA5BD:=(ABS(REF(O,SUMBARS(NN=1,2))-REF(C,SUMBARS(NN=1,1)+1))+ABS(REF(O,SUMBARS(NN=1,3))-REF(C,SUMBARS(NN=1,2)+1))+ABS(REF(O,SUMBARS(NN=1,4))-REF(C,SUMBARS(NN=1,3)+1))+ABS(REF(O,SUMBARS(NN=1,5))-REF(C,SUMBARS(NN=1,4)+1))+ABS(REF(O,SUMBARS(NN=1,6))-REF(C,SUMBARS(NN=1,5)+1)))/5;
NN>=NNN AND BKVOL=0 AND KEY1=1 AND BUYMARKET=1 AND C>=BUYMARKETBUYPRICE AND C>=LASTMAXBKPRICE AND C>=LASTMAXBPPRICE AND XX1>REF(NN,NN),BK(LOTS);
NN>=NNN AND SKVOL=0 AND KEY1=1 AND BUYMARKET=1 AND C<=BUYMARKETSHORTPRICE AND C<=LASTMINSKPRICE AND C<=LASTMINSPPRICE AND XX2>REF(NN,NN),SK(LOTS);
YC:=REF(C,NN);
YO:=REF(REF(O,NN-1),NN);
YYC:=REF(REF(C,NN),NN);
TDO:=REF(O,NN);
TDOMAX:=MAX(TDO,REF(REF(TDO,NN),NN));
TDOMIN:=MIN(TDO,REF(REF(TDO,NN),NN));
BKVOL>0 AND BUYMARKET=1 AND C<=TDOMIN-PARAM1*MA5BD/100 AND YY1>REF(NN,NN),SPK(BKVOL);
SKVOL>0 AND BUYMARKET=1 AND C>=TDOMAX+PARAM2*MA5BD/100 AND YY2>REF(NN,NN),BPK(SKVOL);
ALPHA11:=LLV(C,5);
BUYMARKET:=IF(YYC/YC>=1,1,0);
BUYMARKETBUYPRICE:=TDOMAX+PARAM2*MA5BD/100;
BUYMARKETSHORTPRICE:=TDOMIN-PARAM1*MA5BD/100;
BUYMARKETBUYPRICE1:=TDOMAX+PARAM4*MA5BD/100;
TDOMAX:=MAX1(TDO,REF(TDO,NN),REF(Rபைடு நூலகம்F(TDO,NN),NN));
TDOMIN:=MIN1(TDO,REF(TDO,NN),REF(REF(TDO,NN),NN));
LOTS:=300000/(0.1*UNIT*CLOSE);
MA5BD:=(ABS(REF(O,SUMBARS(NN=1,2))-REF(C,SUMBARS(NN=1,1)+1))+ABS(REF(O,SUMBARS(NN=1,3))-REF(C,SUMBARS(NN=1,2)+1))+ABS(REF(O,SUMBARS(NN=1,4))-REF(C,SUMBARS(NN=1,3)+1))+ABS(REF(O,SUMBARS(NN=1,5))-REF(C,SUMBARS(NN=1,4)+1))+ABS(REF(O,SUMBARS(NN=1,6))-REF(C,SUMBARS(NN=1,5)+1)))/5;
NN>=NNN AND BKVOL=0 AND KEY1=1 AND SHORTMARKET=1 AND C>=SHORTMARKETBUYPRICE AND C>=LASTMAXBKPRICE AND C>=LASTMAXBPPRICE AND XX1>REF(NN,NN),BK(LOTS);
NN>=NNN AND SKVOL=0 AND KEY1=1 AND SHORTMARKET=1 AND C<=SHORTMARKETSHORTPRICE AND C<=LASTMINSKPRICE AND C<=LASTMINSPPRICE AND XX2>REF(NN,NN),SK(LOTS);
LASTMINSPPRICE:=IF(COUNTSIG(SP,REF(NN,NN)*2)>0,LLV(REF(C,BARSSP),REF(NN,NN))*(1000+2)/1000,C);
BKVOL>0 AND (REF(O,NN-1)-YC)/YC*1000<-5 AND NN=1,SP(BKVOL);
SKVOL>0 AND (REF(O,NN-1)-YC)/YC*1000>5 AND NN=1,BP(SKVOL);
SETALLSIGPRICETYPE(TRACING_ORDER);
SHORTMARKETBUYPRICE1:=TDOMAX+PARAM3*MA5BD/100;
SHORTMARKETSHORTPRICE1:=TDOMIN-PARAM4*MA5BD/100;
LASTMAXBPPRICE:=IF(COUNTSIG(BP,REF(NN,NN)*2)>0,HHV(REF(C,BARSBP),REF(NN,NN))*(1000-2)/1000,C);
BUYMARKETSHORTPRICE:=IF(BUYMARKET=1,TDOMIN-PARAM1*MA5BD/100,TDOMIN);
SHORTMARKET:=IF(YYC/YC<1,1,0);
SHORTMARKETBUYPRICE:=IF(SHORTMARKET=1,TDOMAX+PARAM1*MA5BD/100,TDOMAX);
NN>=NNN AND BKVOL=0 AND KEY=1 AND BUYMARKET=1 AND C>=BUYMARKETBUYPRICE AND C>=LASTMAXBKPRICE AND C>=LASTMAXBPPRICE AND XX1>REF(NN,NN),BK(LOTS);
NN>=NNN AND SKVOL=0 AND KEY=1 AND BUYMARKET=1 AND C<=BUYMARKETSHORTPRICE AND C<=LASTMINSKPRICE AND C<=LASTMINSPPRICE AND XX2>REF(NN,NN),SK(LOTS);
沪镍2分钟波段策略
PARAM1:=105;
PARAM2:=-25;
NX1:=7;
NX2:=8;
NX3:=9;
NN:=BARSLAST(DATE<>REF(DATE,1))+1;
YC:=REF(C,NN);
YO:=REF(REF(O,NN-1),NN);
YYC:=REF(REF(C,NN),NN);
TDO:=REF(O,NN);
NN>=NNN AND BKVOL=0 AND KEY=1 AND SHORTMARKET=1 AND C>=SHORTMARKETBUYPRICE AND C>=LASTMAXBKPRICE AND C>=LASTMAXBPPRICE AND XX1>REF(NN,NN),BK(LOTS);
NN>=NNN AND SKVOL=0 AND KEY=1 AND SHORTMARKET=1 AND C<=SHORTMARKETSHORTPRICE AND C<=LASTMINSKPRICE AND C<=LASTMINSPPRICE AND XX2>REF(NN,NN),SK(LOTS);
HHS:=REF(HHV(H,10),NX2)*(1000+NX3)/1000;
LLS:=REF(LLV(L,10),NX2)*(1000-NX3)/1000;
BUYMARKET:=IF(YYC/YC>=1,1,0);
BUYMARKETBUYPRICE:=IF(BUYMARKET=1,TDOMAX+PARAM2*MA5BD/100,TDOMAX);
BKVOL>0 AND SHORTMARKET=1 AND C<=TDOMIN-PARAM2*MA5BD/100 AND YY1>REF(NN,NN),SPK(BKVOL);
SKVOL>0 AND SHORTMARKET=1 AND C>=TDOMAX+PARAM1*MA5BD/100 AND YY2>REF(NN,NN),BPK(SKVOL);
CLOSEKLINE(0,3);
橡胶2分钟波段策略
PARAM1:=85;
PARAM2:=40;
PARAM3:=105;
PARAM4:=45;
NX1:=6;
NX2:=8;
NX3:=8;
M1:=5;
M2:=30;
LOTS:=300000/(0.1*UNIT*C);
NN:=BARSLAST(DATE<>REF(DATE,1))+1;
KEY1:=ABS(YC-YO)<=2.5*MA5BD AND ABS(YC-YO)>=0.25*MA5BD;
LASTMAXBKPRICE:=IF(COUNTSIG(BK,REF(NN,NN)*3)>0,HHV(BKPRICE,REF(NN,NN)*3)*(1000+0)/1000,C);
LASTMINSKPRICE:=IF(COUNTSIG(SK,REF(NN,NN)*3)>0,LLV(SKPRICE,REF(NN,NN)*3)*(1000-0)/1000,C);