TB的早盘突破公式转金字塔公式

//TB公式代码如下

Params
Numeric nMins(30); // N分钟的突破
Numeric nOffset(3); // 突破式的价格偏移
Vars
NumericSeries HighestOf30Min;
NumericSeries lowestOf30Min;
Numeric myPrice;
Numeric MinPoint;
Numeric lots(1);
Begin
MinPoint = MinMove*PriceScale;
If(Date <> Date[1])
{
HighestOf30Min = High;
lowestOf30Min = Low;
}Else If(Time < 0.0900+nMins*0.0001)
{
HighestOf30Min = max(high,HighestOf30Min[1]);
lowestOf30Min = min(Low,lowestOf30Min[1]);
}Else
{
HighestOf30Min = HighestOf30Min[1];
lowestOf30Min = lowestOf30Min[1];
}

If(High >= HighestOf30Min + nOffset*MinPoint && MarketPosition != 1)
{
myPrice = HighestOf30Min + nOffset*MinPoint;
If(Open > myPrice) myPrice = Open;
Buy(lots,myPrice);
}

If(Low <= lowestOf30Min - nOffset*MinPoint && MarketPosition != -1)
{
myPrice = lowestOf30Min - nOffset*MinPoint;
If(Open < myPrice) myPrice = Open;
SellShort(lots,myPrice);
}

If(Time >= 0.1459)
{
Sell(lots,Open);
BuyToCover(lots,Open);
}
End



/////////////////////////////////////////////////////////////////////////////////////

//下面为金字塔代码 （感谢轮回）


INPUT:NMIN(30,10,60,10);
INPUT:NOFFSET(3,1,20,1);
INPUT:LOTS(1,1,1000,1);
CYC:=BARSLAST(DATE>REF(DATE,1))+1;
HIGHESTOF30MIN:=VALUEWHEN(TIME<=90000+NMIN*100,HHV(H,CYC));
LOWESTOF30MIN:=VALUEWHEN(TIME<=90000+NMIN*100,LLV(L,CYC));
IF HIGH >= HIGHESTOF30MIN + NOFFSET*MINDIFF AND HOLDING<=0 THEN
BEGIN
MYPRICE: = HIGHESTOF30MIN + NOFFSET*MINDIFF;
IF OPEN > MYPRICE THEN
BEGIN
MYPRICE: = OPEN;
SELLSHORT(HOLDING<0,0,LIMITR,MYPRICE);
BUY(HOLDING=0,LOTS,LIMITR,MYPRICE);
END
END
IF LOW <= LOWESTOF30MIN - NOFFSET*MINDIFF AND HOLDING>=0 THEN
BEGIN
MYPRICE: = LOWESTOF30MIN - NOFFSET*MINDIFF;
IF OPEN < MYPRICE THEN
BEGIN
MYPRICE: = OPEN;
SELL(HOLDING>0,0,LIMITR,MYPRICE);
BUYSHORT(HOLDING=0,LOTS,LIMITR,MYPRICE);
END
END
IF TIME >= 145900 THEN
BEGIN
SELL(HOLDING>0,0,LIMITR,OPEN);
SELLSHORT(HOLDING<0,0,LIMITR,OPEN);
END

 

测试收益情况不错

 

这位叫“轮回”的老兄以前常出现在文华论坛，现在不知在哪里出没

 

轮回也曾出没于TB论坛，现在专职金字塔Q群

 

现在已经加入了金字塔阵营

 

有Q群吗，号码是多少，俺也加入一下。

 

金字塔程式化交易交流QQ群 84283179

 

加入了，呵呵

 

简单有效，大道至简啊。
最大回撤是多少？

 

我把它改为后台交易 后 为何不能测试

大家看看哪里出错了

如下

INPUT:NMIN(30,10,60,10);
INPUT:NOFFSET(3,1,20,1);
INPUT:LOTS(1,1,1000,1);
CYC:=BARSLAST(DATE>REF(DATE,1))+1;
HIGHESTOF30MIN:=VALUEWHEN(TIME<=90000+NMIN*100,HHV(H,CYC));
LOWESTOF30MIN:=VALUEWHEN(TIME<=90000+NMIN*100,LLV(L,CYC));
IF HIGH >= HIGHESTOF30MIN + NOFFSET*MINDIFF AND tHOLDING<=0 and THEN
BEGIN
MYPRICE: = HIGHESTOF30MIN + NOFFSET*MINDIFF;
IF OPEN > MYPRICE THEN
BEGIN
MYPRICE: = OPEN;
//SELLSHORT(HOLDING<0,0,LIMITR,MYPRICE);
TSELLSHORT(THOLDING<0 ,lots ,lmt ,MYPRICE );
//BUY(HOLDING=0,LOTS,LIMITR,MYPRICE);
TBUY(tHOLDING=0 ,LOTS ,LMT ,MYPRICE );
END
END
IF LOW <= LOWESTOF30MIN - NOFFSET*MINDIFF AND tHOLDING>=0 THEN
BEGIN
MYPRICE: = LOWESTOF30MIN - NOFFSET*MINDIFF;
IF OPEN < MYPRICE THEN
BEGIN
MYPRICE: = OPEN;
//SELL(HOLDING>0,0,LIMITR,MYPRICE);
TSELL(tHOLDING>0 ,0 ,lmt , MYPRICE )
//BUYSHORT(HOLDING=0,LOTS,LIMITR,MYPRICE);
TBUYSHORT(tHOLDING=0 ,LOTS ,LMT ,MYPRICE )
END
END
IF TIME >= 145900 THEN
BEGIN
tSELL(HOLDING>0,0,Lmt,OPEN);
tSELLSHORT(HOLDING<0,0,Lmt,OPEN);
END

 

不能测试是什么意思？
程式化交易评测？后台交易的公式，是不能评测的

 

oh 原来如此 原本想跟图表程式交易一样 能够测试一下的

看来要用模拟平台测试一下执行情况
thanks