随机指标策略（TB版）

随机指标策略（TB平台）该交易策略主要基于随机指标（StochasticOscillator）和简单移动平均线（SimpleMovingAverage,SMA）进行交易决策。概述：1.随机指标（K值和D值）：-使用最高价和最低价以及收盘价来计算随机指标的K值和D值。K值表示当前周期的收盘价与过去N周期内的最低价相比，相对于同期内最高价与最低价的范围所处的位置（以百分比表示）。-D值是K值的移动平均值，用于平滑K值的波动。2.简单移动平均线：-使用收盘价计算一个3周期的简单移动平均线，作为价格趋势的参考。3.交易信号：-买入信号：当市场没有多头仓位，且前一周期的K值大于前一周期的D值，并且前一周期的收盘价高于3周期简单移动平均线时，执行买入操作。-卖出信号：当市场持有多头仓位，且前一周期的收盘价低于3周期简单移动平均线时，执行卖出操作。4.集合竞价阶段处理：-在策略开始执行交易逻辑之前，先检查是否处于集合竞价阶段。如果是集合竞价阶段，则不执行任何交易操作。原版代码解释：VarsNumericMinPoint;//声明变量MinPoint，一个最小变动单位，也就是一跳。NumericMyEntryPrice;//声明变量MyEntryPrice，英文好的，看英文意思都知道的，开仓价格，本例是开仓均价，也可根据需要设置为某次入场的价格。NumericTrailingStart1(50);//声明变量TrailingStart1，初始值为50，这是止盈启动设置1。NumericTrailingStart2(80);//声明变量TrailingStart2，初始值为80，这是止盈启动设置2。NumericTrailingStop1(30);//声明变量TrailingStop1，初始值为30，这是真正跟踪止盈设置1。NumericTrailingStop2(20);//声明变量TrailingStop2，初始值为20，这是真正跟踪止盈设置2。NumericStopLossSet(50);//声明变量StopLossSet，初始值为50，这是止损设置。NumericMyExitPrice;//声明变量MyExitPrice，平仓价格。NumericSeriesHighestAfterEntry;//声明序列变量HighestAfterEntry，开仓后出现的最高价。NumericSeriesLowestAfterEntry;//声明序列变量LowestAfterEntry，开仓后出现的最低价。Begin...If(BarsSinceentry==0)//获得当前持仓的第一个建仓位置到当前位置的Bar计数，这里就是开仓的那根k线。{HighestAfterEntry=Close;//开仓后的最高价为收盘价。LowestAfterEntry=Close;//开仓后的最低价为收盘价。If(MarketPosition<>0)//假如有持仓的情况下。{HighestAfterEntry=Max(HighestAfterEntry,AvgEntryPrice);//开仓的Bar（通常说的k线），将开仓价和当时的收盘价的较大值保留到HighestAfterEntry。LowestAfterEntry=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//这个对应着不是开仓k线之后的情况。{HighestAfterEntry=Max(HighestAfterEntry,High);//这个是逐个判断的，即开仓那条K线，跟下一根k线最高价对比，记录当前的最高点；再接着继续对比，直到符合止盈启动设置条件，这样好用于下一个Bar的跟踪止盈判断。LowestAfterEntry=Min(LowestAfterEntry,Low);//简略说就是，记录下当前k线的最低点，用于下一个K线的跟踪止盈判断。}Commentary("HighestAfterEntry="+Text(HighestAfterEntry));//在超级图表当前Bar添加一行注释信息，解读意思就是在K线图上显示最高价HighestAfterEntry等于多少Commentary("LowestAfterEntry="+Text(LowestAfterEntry));//解读同上，显示最低价。MinPoint=MinMove*PriceScale;//固定的最小跳动价公式。MyEntryPrice=AvgEntryPrice;//把开仓均价赋值给MyEntryPrice。If(MarketPosition==1)//有多仓的情况下{If(HighestAfterEntry[1]>=MyEntryPrice+TrailingStart2*MinPoint)//假如最高价大于等于开仓均价加上固定的止盈启动设置2乘以最小跳动价{If(Low<=HighestAfterEntry[1]-TrailingStop2*MinPoint)//再接着假如低价小于等于最高价减去真正止盈设置2系数乘以最小跳动价。{MyExitPrice=HighestAfterEntry[1]-TrailingStop2*MinPoint;//平仓价呢等于最高价减去真正止盈设置2系数乘以最小跳动价。If(Open<MyExitPrice)MyExitPrice=Open;//如果该Bar开盘价有跳空触发，则用开盘价代替。Sell(0,MyExitPrice);//以上面计算得的平仓价，平仓。}}elseif(HighestAfterEntry[1]>=MyEntryPrice+TrailingStart1*MinPoint)//第一级跟踪止盈的条件表达式。解读同上，这里把设置2变成设置1{If(Low<=HighestAfterEntry[1]-TrailingStop1*MinPoint)//解读同上。{MyExitPrice=HighestAfterEntry[1]-TrailingStop1*MinPoint;//平仓价，主要计算就是那个止盈系数设置1，解读同上。If(Open<MyExitPrice)MyExitPrice=Open;//如果该Bar开盘价有跳空触发，则用开盘价代替。Sell(0,MyExitPrice);//依据算得的平仓价，平掉。}}elseif(Low<=MyEntryPrice-StopLossSet*MinPoint)//这里写上初始的固定止损处理，即为低价小于等于开仓均价减去固定止损系数乘以最小跳动价。{MyExitPrice=MyEntryPrice-StopLossSet*MinPoint;//平仓价就等于开仓价减去止损系数乘以一跳。If(Open<MyExitPrice)MyExitPrice=Open;//如果该Bar开盘价有跳空触发，则用开盘价代替。Sell(0,MyExitPrice);//依据算得的平仓价，全平。}}elseif(MarketPosition==-1)//有空仓的情况{If(LowestAfterEntry[1]<=MyEntryPrice-TrailingStart2*MinPoint)//第二级跟踪止盈的条件表达式，即最低价小于等于开仓价减去止盈启动设置2乘以最小跳动价。{If(High>=LowestAfterEntry[1]+TrailingStop2*MinPoint)//假如高价大于等于最低价加上真正止盈设置2乘以最小跳动价。{MyExitPrice=LowestAfterEntry[1]+TrailingStop2*MinPoint;//平仓价等于最低价加上真正止盈设置2乘以最小跳动价。If(Open>MyExitPrice)MyExitPrice=Open;//如果该Bar开盘价有跳空触发，则用开盘价代替。BuyToCover(0,MyExitPrice);//平仓。}}elseif(LowestAfterEntry[1]<=MyEntryPrice-TrailingStart1*MinPoint)//第一级跟踪止盈的条件表达式，基本就是把止盈设置2都改成设置，解读同上。{If(High>=LowestAfterEntry[1]+TrailingStop1*MinPoint)//解读同上。{MyExitPrice=LowestAfterEntry[1]+TrailingStop1*MinPoint;//计算平仓价。//If(Open>MyExitPrice)MyExitPrice=Open;//如果该Bar开盘价有跳空触发，则用开盘价代替。BuyToCover(0,MyExitPrice);//平仓。}}elseIf(High>=MyEntryPrice+StopLossSet*MinPoint)//初始的止损处理，高价大于开仓均价加上固定止损系数乘以最小跳动价。{MyExitPrice=MyEntryPrice+StopLossSet*MinPoint;//平仓价等于开仓均价加上止损系数乘以一跳。If(Open>MyExitPrice)MyExitPrice=Open;//如果该Bar开盘价有跳空触发，则用开盘价代替。BuyToCover(0,MyExitPrice);//平仓。}}...End策略代码:（原版）VarsNumericMinPoint;NumericMyEntryPrice;NumericTrailingStart1(50);NumericTrailingStart2(80);NumericTrailingStop1(30);NumericTrailingStop2(20);NumericStopLossSet(50);NumericMyExitPrice;NumericSeriesHighestAfterEntry;NumericSeriesLowestAfterEntry;BeginIf(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);}Commentary("HighestAfterEntry="+Text(HighestAfterEntry));Commentary("LowestAfterEntry="+Text(LowestAfterEntry));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;If(Open<MyExitPrice)MyExitPrice=Open;Sell(0,MyExitPrice);}}elseif(HighestAfterEntry[1]>=MyEntryPrice+TrailingStart1*MinPoint){If(Low<=HighestAfterEntry[1]-TrailingStop1*MinPoint){MyExitPrice=HighestAfterEntry[1]-TrailingStop1*MinPoint;If(Open<MyExitPrice)MyExitPrice=Open;Sell(0,MyExitPrice);}}elseif(Low<=MyEntryPrice-StopLossSet*MinPoint){MyExitPrice=MyEntryPrice-StopLossSet*MinPoint;If(Open<MyExitPrice)MyExitPrice=Open;Sell(0,MyExitPrice);}}elseif(MarketPosition==-1){If(LowestAfterEntry[1]<=MyEntryPrice-TrailingStart2*MinPoint){If(High>=LowestAfterEntry[1]+TrailingStop2*MinPoint){MyExitPrice=LowestAfterEntry[1]+TrailingStop2*MinPoint;If(Open>MyExitPrice)MyExitPrice=Open;BuyToCover(0,MyExitPrice);}}elseif(LowestAfterEntry[1]<=MyEntryPrice-TrailingStart1*MinPoint){If(High>=LowestAfterEntry[1]+TrailingStop1*MinPoint){MyExitPrice=LowestAfterEntry[1]+TrailingStop1*MinPoint;If(Open>MyExitPrice)MyExitPrice=Open;BuyToCover(0,MyExitPrice);}}elseIf(High>=MyEntryPrice+StopLossSet*MinPoint){MyExitPrice=MyEntryPrice+StopLossSet*MinPoint;If(Open>MyExitPrice)MyExitPrice=Open;BuyToCover(0,MyExitPrice);}}End修改一下，加点条件的逻辑代码:ParamsNumericLength(14);NumericSlowLength(3);NumericSmoothLength(3);NumericDslowLength(200);VarsNumericSeriesHighestValue;NumericSeriesLowestValue;NumericSeriesKValue;NumericSumHLValue;NumericSumCLValue;NumericSeriesDValue;NumericSeriesAvgValue3;NumericMinPoint;NumericMyEntryPrice;NumericTrailingStart1(50);NumericTrailingStart2(100);NumericTrailingStop1(30);NumericTrailingStop2(20);NumericStopLossSet(50);NumericMyExitPrice;NumericSeriesHighestAfterEntry;NumericSeriesLowestAfterEntry;BeginAvgValue3=AverageFC(Close,DslowLength);PlotNumeric("MA3",AvgValue3);HighestValue=HighestFC(High,Length);LowestValue=LowestFC(Low,Length);SumHLValue=SummationFC(HighestValue-LowestValue,SlowLength);SumCLValue=SummationFC(Close-LowestValue,SlowLength);If(SumHLValue<>0){KValue=SumCLValue/SumHLValue*100;}Else{KValue=0;}DValue=AverageFC(KValue,SmoothLength);If(!CallAuctionFilter())Return;If(MarketPosition<>1AndKValue[1]>DValue[1]AndClose[1]>AvgValue3){Buy(1,Open);}If(MarketPosition==1AndClose[1]<AvgValue3){Sell(1,Open);}If(MarketPosition<>-1AndKValue[1]<DValue[1]AndClose[1]<AvgValue3){SellShort(1,Open);}If(MarketPosition==-1AndClose[1]>AvgValue3){BuyToCover(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);}Commentary("HighestAfterEntry="+Text(HighestAfterEntry));Commentary("LowestAfterEntry="+Text(LowestAfterEntry));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;If(Open<MyExitPrice)MyExitPrice=Open;Sell(0,MyExitPrice);}}elseif(HighestAfterEntry[1]>=MyEntryPrice+TrailingStart1*MinPoint){If(Low<=HighestAfterEntry[1]-TrailingStop1*MinPoint){MyExitPrice=HighestAfterEntry[1]-TrailingStop1*MinPoint;If(Open<MyExitPrice)MyExitPrice=Open;Sell(0,MyExitPrice);}}elseif(Low<=MyEntryPrice-StopLossSet*MinPoint){MyExitPrice=MyEntryPrice-StopLossSet*MinPoint;If(Open<MyExitPrice)MyExitPrice=Open;Sell(0,MyExitPrice);}}elseif(MarketPosition==-1){If(LowestAfterEntry[1]<=MyEntryPrice-TrailingStart2*MinPoint){If(High>=LowestAfterEntry[1]+TrailingStop2*MinPoint){MyExitPrice=LowestAfterEntry[1]+TrailingStop2*MinPoint;If(Open>MyExitPrice)MyExitPrice=Open;BuyToCover(0,MyExitPrice);}}elseif(LowestAfterEntry[1]<=MyEntryPrice-TrailingStart1*MinPoint){If(High>=LowestAfterEntry[1]+TrailingStop1*MinPoint){MyExitPrice=LowestAfterEntry[1]+TrailingStop1*MinPoint;If(Open>MyExitPrice)MyExitPrice=Open;BuyToCover(0,MyExitPrice);}}elseIf(High>=MyEntryPrice+StopLossSet*MinPoint){MyExitPrice=MyEntryPrice+StopLossSet*MinPoint;If(Open>MyExitPrice)MyExitPrice=Open;BuyToCover(0,MyExitPrice);}}End修改后的代码注解Params//参数定义NumericLength(14);//长度参数NumericSlowLength(3);//慢速长度参数NumericSmoothLength(3);//平滑长度参数NumericDslowLength(200);//慢速平均周期参数Vars//变量声明NumericSeriesHighestValue;//最高值序列NumericSeriesLowestValue;//最低值序列NumericSeriesKValue;//K线值序列NumericSumHLValue;//最高值和最低值之差的累加NumericSumCLValue;//收盘价与最低值之差的累加NumericSeriesDValue;//D线值序列NumericSeriesAvgValue3;//3周期平均值序列NumericMinPoint;//最小变动单位NumericMyEntryPrice;//我的开仓价格NumericTrailingStart1(50);//追踪止损启动值1NumericTrailingStart2(100);//追踪止损启动值2NumericTrailingStop1(30);//追踪止损值1NumericTrailingStop2(20);//追踪止损值2NumericStopLossSet(50);//止损设置NumericMyExitPrice;//我的平仓价格NumericSeriesHighestAfterEntry;//开仓后的最高价序列NumericSeriesLowestAfterEntry;//开仓后的最低价序列Begin//开始策略逻辑AvgValue3=AverageFC(Close,DslowLength);//计算3周期平均值PlotNumeric("MA3",AvgValue3);//绘制3周期平均值//计算最高值和最低值序列HighestValue=HighestFC(High,Length);LowestValue=LowestFC(Low,Length);//计算K线值和D线值SumHLValue=SummationFC(HighestValue-LowestValue,SlowLength);SumCLValue=SummationFC(Close-LowestValue,SlowLength);If(SumHLValue<>0){KValue=SumCLValue/SumHLValue*100;//计算K值}Else{KValue=0;//如果分母为0，则K值设为0}DValue=AverageFC(KValue,SmoothLength);//计算D值//检查是否处于集合竞价阶段，如果是则返回If(!CallAuctionFilter())Return;//交易逻辑If(MarketPosition<>1AndKValue[1]>DValue[1]AndClose[1]>AvgValue3){Buy(1,Open);//如果当前无多仓，K值大于D值且收盘价高于3周期平均值，则买入}If(MarketPosition==1AndClose[1]<AvgValue3){Sell(1,Open);//如果当前持有多仓，且收盘价低于3周期平均值，则卖出}If(MarketPosition<>-1AndKValue[1]<DValue[1]AndClose[1]<AvgValue3){SellShort(1,Open);//如果当前无空仓，K值小于D值且收盘价低于3周期平均值，则卖出做空}If(MarketPosition==-1AndClose[1]>AvgValue3){BuyToCover(1,Open);//如果当前持有空仓，且收盘价高于3周期平均值，则平空仓}//处理开仓后的逻辑If(BarsSinceentry==0){HighestAfterEntry=Close;//开仓后的最高价设为当前收盘价LowestAfterEntry=Close;//开仓后的最低价设为当前收盘价If(MarketPosition<>0){HighestAfterEntry=Max(HighestAfterEntry,AvgEntryPrice);//更新开仓后的最高价LowestAfterEntry=Min(LowestAfterEntry,AvgEntryPrice);//更新开仓后的最低价}}else{HighestAfterEntry=Max(HighestAfterEntry,High);//更新最高价序列LowestAfterEntry=Min(LowestAfterEntry,Low);//更新最低价序列}//在图表上添加注释Commentary("HighestAfterEntry="+Text(HighestAfterEntry));Commentary("LowestAfterEntry="+Text(LowestAfterEntry));//计算最小变动单位和开仓价格MinPoint=MinMove*PriceScale;MyEntryPrice=AvgEntryPrice;//多仓情况下的退出逻辑If(MarketPosition==1){If(HighestAfterEntry[1]>=MyEntryPrice+TrailingStart2*MinPoint){If(Low<=HighestAfterEntry[1]-TrailingStop2*MinPoint){MyExitPrice=HighestAfterEntry[1]-TrailingStop2*MinPoint;//计算平仓价格If(Open<MyExitPrice)MyExitPrice=Open;//如果有跳空，则使用开盘价Sell(0,MyExitPrice);//执行卖出}}elseif(HighestAfterEntry[1]>=MyEntryPrice+TrailingStart1*MinPoint){If(Low<=HighestAfterEntry[1]-TrailingStop1*MinPoint){MyExitPrice=