文华财经模型示例

1、沪馍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);TDOMAX:=MAX1(TDO,REF(TDO,NN),REF(REF(TDO,NN),NN);TDOMIN:=MIN1(TDO,REF(TDO,NN),REF(REF(TDO,NN),NN);LOTS:=300000/(0.1*UNIT*CLOSE);MA5

2、BD:=(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,SUMBAR S(NN=1,4)+1)+ABS(REF(O,SUMBARS(NN=1,6)-REF(C,SUMBARS(NN=1,5)+1)/5;HHS:=REF(HHV(H,10),NX2)*(1000+NX3)/

3、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);BUYMARKETSHORTPRICE:=IF(BUYMARKET=1,TDOMIN-PARAM1*MA5BD/100,TDOMIN);SHORTMARKET:=IF(YYC/YC<1,1,0);SHORTMARKETBUYPRICE:=IF(SHORTMARKET=1,TDOMAX+PARAM1*MA5B

4、D/100,TDOMAX);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;KEY1:=ABS(YC-YO)<=2.5*MA5BD AND ABS(YC-YO)>=0.25*MA5BD;LASTMAXBKPRICE:=IF(COUNTSIG(BK,REF(N

5、N,NN)*3)>0,HHV(BKPRICE,REF(NN,NN )*3)*(1000+0)/1000,0);LASTMINSKPRICE:=IF(COUNTSIG(SK,REF(NN,NN)*3)>0,LLV(SKPRICE,REF(NN,NN) *3)*(1000-0)/1000,0);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)>

6、0,LLV(REF(C,BARSSP),REF(NN,NN)*3)*(1000-0)/1000,C);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);NN>=NNN AND BKVOL=0 AND KEY=1 AND BUYMARKET=1C>=BUYMARKETBUYP

7、RICEANDC>=LASTMAXBKPRICEC>=LASTMAXBPPRICE AND XX1>REF(NN,NN),BK(LOTS);NN>=NNN AND SKVOL=0 AND KEY=1 AND BUYMARKET=1C<=BUYMARKETSHORTPRICEANDC<=LASTMINSKPRICEC<=LASTMINSPPRICE AND XX2>REF(NN,NN),SK(LOTS);NN>=NNN AND BKVOL=0 AND KEY=1 AND SHORTMARKET=1C>=SHORTMARKETBUYPRI

8、CEANDC>=LASTMAXBKPRICEC>=LASTMAXBPPRICE AND XX1>REF(NN,NN),BK(LOTS);NN>=NNN AND SKVOL=0 AND KEY=1 AND SHORTMARKET=1C<=SHORTMARKETSHORTPRICEANDC<=LASTMINSKPRICEC<=LASTMINSPPRICE AND XX2>REF(NN,NN),SK(LOTS);NN>=NNN AND BKVOL=0AND KEY1=1AND BUYMARKET=1C>=BUYMARKETBUYPRICEA

9、NDC>=LASTMAXBKPRICEC>=LASTMAXBPPRICE AND XX1>REF(NN,NN),BK(LOTS);NN>=NNN AND SKVOL=0 AND KEY1=1 AND BUYMARKET=1C<=BUYMARKETSHORTPRICEANDC<=LASTMINSKPRICEANDANDANDANDANDANDANDANDANDANDANDANDC<=LASTMINSPPRICE AND XX2>REF(NN,NN),SK(LOTS);NN>=NNN AND BKVOL=0 AND KEY1=1 AND SHO

10、RTMARKET=1C>=SHORTMARKETBUYPRICEANDC>=LASTMAXBKPRICEC>=LASTMAXBPPRICE AND XX1>REF(NN,NN),BK(LOTS);NN>=NNN AND SKVOL=0 AND KEY1=1 AND SHORTMARKET=1C<=SHORTMARKETSHORTPRICEAND C<=LASTMINSKPRICEC<=LASTMINSPPRICE AND XX2>REF(NN,NN),SK(LOTS);BKVOL>0 AND BUYMARKET=1 AND C<

11、=TDOMIN-PARAM1*MA5BD/100YY1>REF(NN,NN),SPK(BKVOL);SKVOL>0 AND BUYMARKET=1 AND C>=TDOMAX+PARAM2*MA5BD/100YY2>REF(NN,NN),BPK(SKVOL);BKVOL>0 AND SHORTMARKET=1 AND C<=TDOMIN-PARAM2*MA5BD/100YY1>REF(NN,NN),SPK(BKVOL);SKVOL>0 AND SHORTMARKET=1 AND C>=TDOMAX+PARAM1*MA5BD/100ANDAN

12、DANDANDANDANDANDANDYY2>REF(NN,NN),BPK(SKVOL);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);BKVOL>0 AND (REF(O,NN-1)-YC)/YC*100

13、0<-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);CLOSEKLINE(0,3);橡月至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;YC:=R

14、EF(C,NN);丫O:=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);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

15、)-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,SUMBAR S(NN=1,4)+1)+ABS(REF(O,SUMBARS(NN=1,6)-REF(C,SUMBARS(NN=1,5)+1)/5;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(

16、LLV(L,10),NX2)*(1000-ALPHA0*NX3)/1000;ALPHA10:=HHV(C,5);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;BUYMARKETSHORTPRICE1:=TDOMIN-PARAM3*MA5BD/100;SHORTMARKET:=IF(

17、YYC/YC<1,1,0);SHORTMARKETBUYPRICE:=TDOMAX+PARAM1*MA5BD/100;SHORTMARKETSHORTPRICE:=TDOMIN-PARAM2*MA5BD/100;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);

18、LASTMINSPPRICE:=IF(COUNTSIG(SP,REF(NN,NN)*2)>0,LLV(REF(C,BARSSP),REF(NN,NN)*(1000+2)/1000,C);XX1:=IF(ISLASTBP=1,BARSBP,1000);XX2:=IF(ISLASTSP=1,BARSSP,1000);JUMPK:=ABS(REF(O,NN-1)-YC)/YC*1000);NNN:=IF(JUMPK>5,15,0);/突破NN>=NNN AND NOT(CLOSEMINUTE<=30) AND KEY=1 AND BKVOL=0 ANDBUYMARKET=1

19、AND C>=BUYMARKETBUYPRICE AND C>=LASTMAXBPPRICEANDXX2>=REF(NN,NN)*0.5ANDCOUNTSIG(BK,NN)+COUNTSIG(SK,NN)+COUNTSIG(SP,NN)<2,BK(LOTS);NN>=NNN AND NOT(CLOSEMINUTE<=30) AND KEY=1 AND SKVOL=0 ANDBUYMARKET=1 AND C<=BUYMARKETSHORTPRICE AND C<=LASTMINSPPRICEANDXX1>=REF(NN,NN)*0.5AND

20、COUNTSIG(BK,NN)+COUNTSIG(SK,NN)+COUNTSIG(BP,NN)<2,SK(LOTS);NN>=NNN AND NOT(CLOSEMINUTE<=30) AND KEY=1 AND BKVOL=0 ANDSHORTMARKET=1AND C>=SHORTMARKETBUYPRICEANDC>=LASTMAXBPPRICEANDXX2>=REF(NN,NN)*0.5ANDCOUNTSIG(BK,NN)+COUNTSIG(SK,NN)+COUNTSIG(SP,NN)<2,BK(LOTS);NN>=NNN AND NOT(

21、CLOSEMINUTE<=30) AND KEY=1 AND SKVOL=0 ANDSHORTMARKET=1AND C<=SHORTMARKETSHORTPRICEANDC<=LASTMINSPPRICEANDXX1>=REF(NN,NN)*0.5ANDCOUNTSIG(BK,NN)+COUNTSIG(SK,NN)+COUNTSIG(BP,NN)<2,SK(LOTS);NN>=NNN AND NOT(CLOSEMINUTE<=30) AND KEY1=1 AND BKVOL=0 ANDBUYMARKET=1AND C>=BUYMARKETBUY

22、PRICE1AND C>=LASTMAXBPPRICEANDXX2>=REF(NN,NN)*0.5ANDCOUNTSIG(BK,NN)+COUNTSIG(SK,NN)+COUNTSIG(SP,NN)<2,BK(LOTS);NN>=NNN AND NOT(CLOSEMINUTE<=30) AND KEY1=1 AND SKVOL=0 ANDBUYMARKET=1AND C<=BUYMARKETSHORTPRICE1ANDC<=LASTMINSPPRICEANDXX1>=REF(NN,NN)*0.5ANDCOUNTSIG(BK,NN)+COUNTSI

23、G(SK,NN)+COUNTSIG(BP,NN)<2,SK(LOTS);NN>=NNN AND NOT(CLOSEMINUTE<=30) AND KEY1=1 AND BKVOL=0 ANDSHORTMARKET=1AND C>=SHORTMARKETBUYPRICE1ANDC>=LASTMAXBPPRICEANDXX2>=REF(NN,NN)*0.5ANDCOUNTSIG(BK,NN)+COUNTSIG(SK,NN)+COUNTSIG(SP,NN)<2,BK(LOTS);NN>=NNN AND NOT(CLOSEMINUTE<=30) AND KEY1=1 AND SKVOL=0 ANDSHORTMARKET=1AND C<=SHORTMARKETSHORTPRICE1ANDC<=LASTMINSPPRICEANDXX1>=REF(NN,NN)*0.5ANDCOUNTSIG(BK,NN)+COUNTSIG(SK,NN)+COU