连续---以最大成交量为主的主力合约 量指---以成交量为权重各合约组成的指数 仓指---以持仓量为权重各合约组成的指数 等权---各合约等权重指数 日内交易用连续合约最好,即交易最活跃品种,相当接近实际情况 其它根据自己的喜好来选定
谢谢 不嫌麻烦的话 还有个问题 请问如下止损 如何编写? Inputs: MultCloses(5); Variables: ProfitPrice(0), Counter(0); If BarsSinceEntry = 0 Then Begin Counter = 0; ProfitPrice = EntryPrice; End; If Close > ProfitPrice Then Counter = Counter + 1; If Counter = MultCloses Then ExitLong ("Prft") This Bar on Close; 以上是ts 代码 我看 意思就是从开仓算起 如果有5根k线收盘价 都大于入市价 则止盈 我这样编写 v3:=Close > ENTERPRICE and enterbars>=0; if COUNT(v3 ,ENTERBARS ):= MultCloses Then SELL(holding>0 ,0 ,thisclose ); 但结果是 开仓当天就止盈了 请指教
以下是r-breaker 的ts 代码 原本是用在sp指数期货上的日内交易代码 原来在future truth 多年实时监测都是排行前几名 那位斑竹有兴趣把它转为 金字塔代码试试 {R-Breaker} {***********SystemSetup******************* Trading between 9:15 and 14:29 ChicagoTime only MMStop $1000 Close End of Day 10 min Time Frame ******************************************} input:notbef(715),notaft(1229); var:{input:}f1(.35),f2(0.07),f3(.25),reverse(2.00), rangemin(1.15),xdiv(3); var:ssetup(0),bsetup(0),senter(0),benter(0),bbreak(0),sbreak(0), ltoday(0),hitoday(9999),startnow(0),div(0), rfilter(false); if currentbar=1 then startnow=0; div=maxlist(xdiv,1); if d>d[1] then begin startnow=startnow+1; ssetup=hitoday[1]+f1*(c[1]-ltoday[1]); senter=((1+f2)/2)*(hitoday[1]+c[1])-(f2)*ltoday[1]; benter=((1+f2)/2)*(ltoday[1]+c[1])-(f2)*hitoday[1]; bsetup=ltoday[1]-f1*(hitoday[1]-c[1]); bbreak=ssetup+f3*(ssetup-bsetup){(1.3625*hitoday[1]+.45*c[1])-.8125*ltoday[1]}; sbreak=bsetup-f3*(ssetup-bsetup){(1.3625*ltoday[1]+.45*c[1])-.8125*hitoday[1]}; hitoday=h; ltoday=l; rfilter=hitoday[1]-ltoday[1]>=rangemin; end; if h>hitoday then hitoday=h; if l<ltoday then ltoday=l; if t>=notbef and t<notaft and startnow>=2 and rfilter and date>entrydate(1) then begin if hitoday>=ssetup and marketposition>-1 then SELL("Rlev SE") senter+(hitoday-ssetup)/div stop; if ltoday<=bsetup and marketposition<1 then BUY("Rlev LE") benter-(bsetup-ltoday)/div stop; if marketposition=-1 then BUY("RbUP LE") entryprice+reverse stop; if marketposition=1 then SELL("RbDN SE") entryprice-reverse stop; if marketposition=0 then BUY("Break LE") bbreak stop; if marketposition=0 then SELL("Break SE") sbreak stop; end; if t>=notaft and t<>sess1endtime then begin if marketposition=-1 then EXITSHORT("RbUP SX") entryprice+reverse stop; if marketposition=1 then EXITLONG("RbDN LX") entryprice-reverse stop; EXITSHORT("Late SX") h+.05 stop; EXITLONG("Late LX") l-.05 stop; END;