WR威廉指标策略（TB版）

WR威廉指标策略（TB版）策略概述WR威廉指标策略是一种基于技术分析的交易策略，通过结合威廉指标（WR）和相对强弱指数（RSI）来判断市场的买卖点。该策略还包括了跟踪止损和固定止损的设置，以提高交易的风险管理效率。策略参数Length1：用于计算威廉指标的周期数，默认值为10。Length：用于计算RSI指标的周期数，默认值为14。TrailingStart1：第一级跟踪止盈启动设置，默认值为50。TrailingStart2：第二级跟踪止盈启动设置，默认值为80。TrailingStop1：第一级跟踪止盈设置，默认值为30。TrailingStop2：第二级跟踪止盈设置，默认值为20。StopLossSet：固定止损点数，默认值为30。指标计算威廉指标（WR）：公式：PRValue=100-((HH-Close)/Divisor)*100其中，HH为过去Length1天内的最高价，Divisor为HH与过去Length1天内的最低价之差，Close为当日收盘价。相对强弱指数（RSI）：通过计算价格变动的平均收益与平均损失的比率来评估市场的强弱。买卖规则买入条件：当威廉指标（前一日值）大于等于50且RSI指标（前一日值）也大于等于50时，买入。卖出条件：当威廉指标（前一日值）小于等于50且RSI指标（前一日值）也小于等于50时，卖出（或做空）。止损与止盈固定止损：根据设定的StopLossSet值，在达到设定的止损点时进行平仓。跟踪止损：第一级：当价格从买入点上涨（或下跌）超过TrailingStart1MinPoint时，若价格回落超过TrailingStop1MinPoint，则触发平仓。第二级：当价格从买入点上涨（或下跌）超过TrailingStart2MinPoint时，若价格回落超过TrailingStop2MinPoint，则触发平仓。策略流程计算威廉指标和RSI指标。判断当前市场状况是否符合买入或卖出条件。若符合条件，则执行买入或卖出操作。监控价格走势，根据止损和止盈规则进行平仓操作。附加说明策略中还包括了对集合竞价和小节休息的过滤，以确保交易信号的准确性。策略通过记录开仓后的最高价和最低价，用于后续的跟踪止损判断。提供了详细的变量声明和逻辑判断，以确保策略的可靠性和执行效率。策略信号代码：ParamsNumericLength1(10);NumericLength(14);NumericTrailingStart1(50);NumericTrailingStart2(80);NumericTrailingStop1(30);NumericTrailingStop2(20);NumericStopLossSet(30);VarsNumericHH;NumericDivisor;NumericSeriesPRValue;NumericSeriesNetChgAvg(0);NumericSeriesTotChgAvg(0);NumericSF(0);NumericChange(0);NumericChgRatio(0);NumericSeriesRSIValue;NumericSeriesHighestAfterEntry;NumericSeriesLowestAfterEntry;NumericMinPoint;NumericMyEntryPrice;Numericmyprice;Numericmyexitprice;BeginHH=Highest(High,Length1);Divisor=HH-Lowest(Low,Length1);If(Divisor<>0)PRValue=100-((HH-Close)/Divisor)*100;elsePRValue=Divisor;If(CurrentBar<=Length-1){NetChgAvg=(Close-Close[Length])/Length;TotChgAvg=Average(Abs(Close-Close[1]),Length);}Else{SF=1/Length;Change=Close-Close[1];NetChgAvg=NetChgAvg[1]+SF*(Change-NetChgAvg[1]);TotChgAvg=TotChgAvg[1]+SF*(Abs(Change)-TotChgAvg[1]);}If(TotChgAvg<>0)ChgRatio=NetChgAvg/TotChgAvg;elseChgRatio=0;RSIValue=50*(ChgRatio+1);If(!CallAuctionFilter())Return;If(MarketPosition<>1&&PRValue[1]>=50AndRSIValue[1]>=50)Buy(1,Open);If(MarketPosition<>-1&&PRValue[1]<=50AndRSIValue[1]<=50)SellShort(1,Open);If(BarsSinceEntry==0){HighestAfterEntry=Close;LowestAfterEntry=Close;If(MarketPosition<>0){HighestAfterEntry=Max(HighestAfterEntry,AvgEntryPrice);LowestAfterEntry=Min(LowestAfterEntry,AvgEntryPrice);}}else{HighestAfterEntry=Max(HighestAfterEntry,High);LowestAfterEntry=Min(LowestAfterEntry,Low);}MinPoint=MinMove*PriceScale;MyEntryPrice=AvgEntryPrice;If(MarketPosition==1){If(HighestAfterEntry[1]>=MyEntryPrice+TrailingStart2*MinPoint){If(Low<=HighestAfterEntry[1]-TrailingStop2*MinPoint)MyExitPrice=HighestAfterEntry[1]-TrailingStop2*MinPoint;Sell(0,MyExitPrice);}elseif(HighestAfterEntry[1]>=MyEntryPrice+TrailingStart1*MinPoint){If(Low<=HighestAfterEntry[1]-TrailingStop1*MinPoint){MyExitPrice=HighestAfterEntry[1]-TrailingStop1*MinPoint;Sell(0,MyExitPrice);}}elseif(Low<=MyEntryPrice-StopLossSet*MinPoint){MyExitPrice=MyEntryPrice-StopLossSet*MinPoint;Sell(0,MyExitPrice);}}elseif(MarketPosition==-1){If(LowestAfterEntry[1]<=MyEntryPrice-TrailingStart2*MinPoint){If(High>=LowestAfterEntry[1]+TrailingStop2*MinPoint){MyExitPrice=LowestAfterEntry[1]+TrailingStop2*MinPoint;BuyToCover(0,MyExitPrice);}}elseif(LowestAfterEntry[1]<=MyEntryPrice-TrailingStart1*MinPoint){If(High>=LowestAfterEntry[1]+TrailingStop1*MinPoint){MyExitPrice=LowestAfterEntry[1]+TrailingStop1*MinPoint;BuyToCover(0,MyExitPrice);}}elseIf(High>=MyEntryPrice+StopLossSet*MinPoint){MyExitPrice=MyEntryPrice+StopLossSet*MinPoint;BuyToCover(0,MyExitPrice);}}End第一个求最高函数Highest，代码如下：ParamsNumericSeriesPrice(0);//声明序列参数Price，赋值0.NumericLength(5);//声明参数Length，赋值5。VarsNumericHighestValue;//声明变量HighestValue.Numerici;//声明变量i。BeginHighestValue=Price;//变量HighestValue的值等于价格。fori=1toLength-1//循环语句，变量i的值从1循环到参数Length-1，循环执行花括号里的语句程序。{If(Price[i]>HighestValue)//假如Price[i]大于变量HighestValue，其实这当前价格是一个中间值，作用是为了求前1，2，3，4数位的价格哪个最大。HighestValue=Price[i];//可以看到，假如Price[1]的值大于当前价，那么就把Price[1]的值赋予给HighestValue，再把Price[1]跟Price[2]对比，循环到Price[4]为止。}ReturnHighestValue;//根据对比的这5根k线的价格，把最大值返回给主函数。End第二个求最低函数Lowest，代码如下：ParamsNumericSeriesPrice(0);NumericLength(5);VarsNumericLowestValue;Numerici;BeginLowestValue=Price;fori=1toLength-1{If(Price[i]<LowestValue)LowestValue=Price[i];}ReturnLowestValue;End第三个求威廉指标函数PercentR。算法:N日内最高价与当日收盘价的差，除以N日内最高价与最低价的差，结果放大100倍。代码如下：ParamsNumericLength(10);//声明参数Length，赋值为10，VarsNumericHH;//声明变量名为HH。NumericDivisor;//声明变量名为Divisor。NumericPRValue;//声明变量名为PRValue。BeginHH=Highest(High,Length);//变量HH值等于，调用函数Highest，求出10周期内的最高价。Divisor=HH-Lowest(Low,Length);//变量Divisor值等于，10周期内的最高价减去最低价。If(Divisor<>0)//假如变量Divisor不等于0.PRValue=100-((HH-Close)/Divisor)*100;//变量PRValue值=100-（（10周期内最高价-当前收盘价）/变量Divisor值）*100else//假如变量Divisor等于0.PRValue=Divisor;//变量PRValue等于0ReturnPRValue;//把变量PRValue的值返回给主函数End显示在k线图里的威廉指标代码如下：ParamsNumericLength(5);//声明参数Length，赋值5.NumericOverSold(20);//声明参数OverSold，赋值20.NumericOverBought(80);声明参数OverBought，赋值80.VarsNumericWRValue;//声明变量WRValue。BeginWRValue=PercentR(Length);//变量WRValue值，就是把参数5带回函数PercentR里重新求一遍，再把得到的值返回来给WRValue。PlotNumeric("WR",WRValue);//画线WR，替代WRValue。PlotNumeric("超买",OverBought);//画线超买，就是初值80.PlotNumeric("超卖",OverSold);//画线超卖，就是初值20.End策略买卖规则:跟RSI指标共振。即同步穿过50中间值，买入；同步跌破50中间值，卖出。固定止损30，止盈分50与80两级。策略代码解释如下：ParamsNumericLength1(10);NumericLength(14);NumericTrailingStart1(50);//跟踪止盈启动设置1NumericTrailingStart2(80);//跟踪止盈启动设置2NumericTrailingStop1(30);//跟踪止盈设置1NumericTrailingStop2(20);//跟踪止盈设置2NumericStopLossSet(30);//固定止损30个点VarsNumericHH;NumericDivisor;NumericSeriesPRValue;NumericSeriesNetChgAvg(0);NumericSeriesTotChgAvg(0);NumericSF(0);NumericChange(0);NumericChgRatio(0);NumericSeriesRSIValue;NumericSeriesHighestAfterEntry;NumericSeriesLowestAfterEntry;NumericMinPoint;NumericMyEntryPrice;Numericmyprice;Numericmyexitprice;Begin//计算WR指标HH=Highest(High,Length1);Divisor=HH-Lowest(Low,Length1);If(Divisor<>0)PRValue=100-((HH-Close)/Divisor)*100;elsePRValue=Divisor;//计算RSI指标If(CurrentBar<=Length-1){NetChgAvg=(Close-Close[Length])/Length;TotChgAvg=Average(Abs(Close-Close[1]),Length);}Else{SF=1/Length;Change=Close-Close[1];NetChgAvg=NetChgAvg[1]+SF*(Change-NetChgAvg[1]);TotChgAvg=TotChgAvg[1]+SF*(Abs(Change)-TotChgAvg[1]);}If(TotChgAvg<>0){ChgRatio=NetChgAvg/TotChgAvg;}else{ChgRatio=0;}RSIValue=50*(ChgRatio+1);If(!CallAuctionFilter())Return;//集合竞价和小节休息过滤If(MarketPosition<>1&&PRValue[1]>=50AndRSIValue[1]>=50){Buy(1,Open);}If(MarketPosition<>-1&&PRValue[1]<=50AndRSIValue[1]<=50){SellShort(1,Open);}If(BarsSinceentry==0){HighestAfterEntry=Close;LowestAfterEntry=Close;If(MarketPosition<>0){HighestAfterEntry=Max(HighestAfterEntry,AvgEntryPrice);//开仓的Bar，将开仓价和当时的收盘价的较大值保留到HighestAfterEntryLowestAfterEntry=Min(LowestAfterEntry,AvgEntryPrice);//开仓的Bar，将开仓价和当时的收盘价的较小值保留到LowestAfterEntry}}else{HighestAfterEntry=Max(HighestAfterEntry,High);//记录下当前Bar的最高点，用于下一个Bar的跟踪止损判断LowestAfterEntry=Min(LowestAfterEntry,Low);//记录下当前Bar的最低点，用于下一个Bar的跟踪止损判断}Commentary("HighestAfterEntry="+Text(HighestAfterEntry));Commentary("LowestAfterEntry="+Text(LowestAfterEntry));Commentary("MyEntryPrice="+Text(MyEntryPrice));MinPoint=MinMove*PriceScale;MyEntryPrice=AvgEntryPrice;If(MarketPosition==1)//有多仓的情况{If(HighestAfterEntry[1]>=MyEntryPrice+TrailingStart2*MinPoint)//第二级跟踪止损的条件表达式{If(Low<=HighestAfterEntry[1]-TrailingStop2*MinPoint){MyExitPrice=HighestAfterEntry[1]-TrailingStop2*MinPoint;Sell(0,MyExitPrice);}}elseif(HighestAfterEntry[1]>=MyEntryPrice+TrailingStart1*MinPoint)//第一级跟踪止损的条件表达式{If(Low<=High