文华财经海龟交易系统

文华财经海龟交易系统模型源码[文华财经公式]

=============================================================== A:=REF(HHV(H,20),1); B:=REF(LLV(L,20),1);

AA:=REF(HHV(H,10),1); BB:=REF(LLV(L,10),1);

CROSS(H,A),BK;//突破20高点开多仓 CROSS(AA,H),SP;//跌破10低点平仓

CROSS(B,L),SK;//突破20低点开空仓 CROSS(BB,L),BP;//上传10高点平仓

C:=CLOSE; O:=OPEN; H:=HIGH; L:=LOW;

STICKLINE(O>=C,C,O,COLORCYAN,0); DRAWLINE(O>=C,H,O>=C,L,COLORCYAN); STICKLINE(C>=O,C,O,COLORRED,1); DRAWLINE(C>=O,C,C>=O,H,COLORRED); DRAWLINE(C>=O,L,C>=O,O,COLORRED); LC:=REF(CLOSE,1);

TR:=MAX((HIGH - LOW),MAX((HIGH - LC),(LC - LOW))); ATR:=SMA(TR,20,1);

AA:=(HHV(HIGH,N1) - (2 * ATR)); BB:=CROSS(CLOSE,REF(HHV(HIGH,55),1)); SSS:=CROSS(MIN(MA(CLOSE,13),AA),CLOSE); BBB:=BARSLAST(BB)-1; SSSB:=BARSLAST(SSS)-1;

B1:=((BBB = 0) && (REF(SSSB,1) < REF(BBB,1))); B1B:=BARSLAST(B1);

B2:=((((BB = 1) && (B1B < SSSB)) && (B1B > 0)) && (COUNT(BB,SSSB) < 3)); B2B:=BARSLAST(B2);

B3:=((((BB = 1) && (B2B < B1B)) && (COUNT(BB,SSSB) < 4)) && (COUNT(BB,SSSB) > 2)); B3B:=BARSLAST(B3);

SS:=CROSS(MAX(AA,MA(CLOSE,13)),CLOSE);

SS1:=(((SS && ((B3B < B2B) || (B2B < B1B))) && (SSSB > B1B)) && (COUNT(SS,B2B) < 2)); SS1B:=BARSLAST(SS1);

SS2:=((((SS && (SS1B < SSSB)) && (B3B < B2B)) && (SS1B > 0)) && (COUNT(SS,B2B) < 3)); SSSS:=(SSS && (REF(SSSB,1) > REF(B1B,1))); DRAWTEXT((B1 = 1),(LOW - 0.25),'买1/2');

DRAWTEXT((B2 = 1),(LOW - 0.25),'买2/3'); DRAWTEXT((B3 = 1),(LOW - 0.25),'买1/3'); DRAWTEXT((SS1 = 1),(HIGH + 0.25),' 卖100%'); DRAWTEXT((SS2 = 1),(HIGH + 0.25),' 卖100%'); DRAWTEXT((SSSS = 1),(HIGH + 0.25),' 卖100%');

STICKLINE(OPEN>=CLOSE,CLOSE,OPEN,COLORCYAN,0);

DRAWLINE(OPEN>=CLOSE,HIGH,OPEN>=CLOSE,LOW,COLORCYAN); STICKLINE(CLOSE>=OPEN,CLOSE,OPEN,COLORRED,1);

DRAWLINE(CLOSE>=OPEN,CLOSE,CLOSE>=OPEN,HIGH,COLORRED); DRAWLINE(CLOSE>=OPEN,LOW,CLOSE>=OPEN,OPEN,COLORRED); LC:=REF(CLOSE,1);

TR:=MAX((HIGH - LOW),MAX((HIGH - LC),(LC - LOW))); ATR:=SMA(TR,20,1);

AA:=(HHV(HIGH,N1) - (2 * ATR));

BB:=CROSS(CLOSE,REF(HHV(HIGH,55),1)); SSS:=CROSS(MIN(MA(CLOSE,13),AA),CLOSE); BBB:=BARSLAST(BB)-1; SSSB:=BARSLAST(SSS)-1;

B1:=((BBB = 0) && (REF(SSSB,1) < REF(BBB,1))); B1B:=BARSLAST(B1);

B2:=((((BB = 1) && (B1B < SSSB)) && (B1B > 0)) && (COUNT(BB,SSSB) < 3));

B2B:=BARSLAST(B2); B3:=((((BB = 1) && (B2B < B1B)) && (COUNT(BB,SSSB) < 4)) && (COUNT(BB,SSSB) > 2)); B3B:=BARSLAST(B3);

SS:=CROSS(MAX(AA,MA(CLOSE,13)),CLOSE);

SS1:=(((SS && ((B3B < B2B) || (B2B < B1B))) && (SSSB > B1B)) && (COUNT(SS,B2B) < 2)); SS1B:=BARSLAST(SS1); SS2:=((((SS && (SS1B < SSSB)) && (B3B < B2B)) && (SS1B > 0)) && (COUNT(SS,B2B) < 3));

SSSS:=(SSS && (REF(SSSB,1) > REF(B1B,1))); DRAWTEXT((B1 = 1),(LOW - 0.25),'买1/2'); DRAWTEXT((B2 = 1),(LOW - 0.25),'买2/3'); DRAWTEXT((B3 = 1),(LOW - 0.25),'买1/3'); DRAWTEXT((SS1 = 1),(HIGH + 0.25),' 卖100%'); DRAWTEXT((SS2 = 1),(HIGH + 0.25),' 卖100%'); DRAWTEXT((SSSS = 1),(HIGH + 0.25),' 卖100%');

捕捉强势

C:=CLOSE; L:=LOW; H:=HIGH; O:=OPEN; JJJ:1.0;

ZJ:=(C+C+L+H)/4; ZJ5:=MA(ZJ,5); VAR1:=ZJ5/MA(C,20); VARAAA:ZJ5/MA(C,20); VAR2:=ZJ5/MA(C,50); A:=MA(C,5)>REF(MA(C,5),1); B:=MA(C,10)>=REF(MA(C,10),1);

XIANFENG:IF(VAR1>1.02,1.03,VAR1),COLORYELLOW;

STICKLINE(XIANFENG>1.019 && A,XIANFENG,XIANFENG-0.004,COLORGREEN,0); HOUYUAN:IF(VAR2>1,1,VAR2),COLORCYAN;

STICKLINE(HOUYUAN=1 && B,1,0.995,COLORRED,0);

VAR3:= REF(MA(ZJ,5),1);

A1:=SMA(MAX(C-VAR3,0),9,1)/SMA(ABS(C-VAR3),9,1)*100; B1:=100*(HHV(H,14)-C)/(HHV(H,14)-LLV(L,14)); STICKLINE(B1<5,0.925,0.935,COLORRED,0); STICKLINE(B1>95,0.910,0.92,COLORGREEN,0);

STICKLINE(A1>B1&&A1>REF(A1,1) ,0.925 ,0.92 ,COLORMAGENTA ,0 ); STICKLINE(A1

DRAWTEXT(VAR1>=REF(VAR1,1)&&VAR2>=REF(VAR2,1)&&BARSLAST(A1REF(C,1))=2,0.96,'-等回踩');

RSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100; {==========} K:=SMA(RSV,3,1);

XX:=VAR1>REF(VAR1,1)&&K>REF(K,1)&&VAR2>REF(VAR2,1)&&A1>B1&&A1>REF(A1,1)&&BARSLAST(A1>B1&&A1>REF(A1,1))>2&&(C+O)/(REF(C,1)+REF(O,1))<1.024; IF(XX,0.95,0.92),COLORRED;

DRAWLINE( XX,1.02 ,XX ,0.90 ,COLORRED ); DRAWTEXT(A1-B1>0,1.05,'');

KS13:=(C-SMA(C,13,1))/SMA(C,13,1)*(-100);

AAA:=REF(KS13,1)>-13 && REF(KS13,1)/KS13>1.12&&

(C-O)+(REF(C,1)-REF(O,1))/REF(C,1)>1.03&&(C-O)/ABS(REF(C,1)-REF(O,1))>1.0&&(H-C)/(O-L)<1 ;

CHAODI:=IF(AAA && REF(C,1)< MA(CLOSE,5),0.95,1),COLORWHITE; DRAWTEXT(CHAODI=0.95,0.935,'←抄底'); DUO:=EMA(MA(CLOSE,1)*70,2);

KONG:=EMA((MA(C*1.1,1)-MA(C*0.9,1))*70,2); DRAWTEXT(DUO>KONG &&HOUYUAN=1 && B,1.05,'=');

BUZHUO:IF(DUO>KONG &&C>O&& HOUYUAN=1 && B && COUNT(DUO>KONG && HOUYUAN=1 && B,5)=1,1.03,1),COLORRED; DRAWTEXT(BUZHUO=1.03,1.001,'←突破或追涨'); VAR6:=MA(ZJ,27); VAR7:=(ZJ-VAR6)/VAR6; E:=MA(VAR7,2);

F:=BARSLAST(CROSS(-0.1,E)=1); G:=E<-0.1 && F>3;

FILLRGN(G,0.99,1,COLORYELLOW);

DRAWTEXT(G&&BARSLAST(G )>2,0.98,'底'); FILLRGN(VAR2<0.82,0.98,1,COLORGREEN); FILLRGN(VAR2<0.8,0.97,1,COLORWHITE); BIAS1:=(C-MA(C,6))/MA(C,6)*100; BIAS2:=(C-MA(C,12))/MA(C,12)*100; BIAS3:=(C-MA(C,24))/MA(C,24)*100; BIAS:=(BIAS1+2*BIAS2+3*BIAS3)/6; GUAILI:=MA(BIAS,3);

FILLRGN(GUAILI<-6 && GUAILI>=-12,0.9985,1,COLORYELLOW); FILLRGN(GUAILI<-12 && GUAILI>=-18,0.995,1,COLORGREEN); FILLRGN(GUAILI<-18,0.975,1,COLORWHITE); C:=CLOSE;

O:=OPEN; H:=HIGH; L:=LOW;

STICKLINE(O>=C,C,O,COLORCYAN,0); DRAWLINE(O>=C,H,O>=C,L,COLORCYAN); STICKLINE(C>=O,C,O,COLORRED,1); DRAWLINE(C>=O,C,C>=O,H,COLORRED); DRAWLINE(C>=O,L,C>=O,O,COLORRED); LC:=REF(CLOSE,1);

TR:=MAX((HIGH - LOW),MAX((HIGH - LC),(LC - LOW))); ATR:=SMA(TR,20,1);

AA:=(HHV(HIGH,N1) - (2 * ATR));

BB:=CROSS(CLOSE,REF(HHV(HIGH,55),1)); SSS:=CROSS(MIN(MA(CLOSE,13),AA),CLOSE); BBB:=BARSLAST(BB)-1; SSSB:=BARSLAST(SSS)-1; …… 此处隐藏：2875字，全部文档内容请下载后查看。喜欢就下载吧 ……