用WLD测试多系统

用WLD测试多系统的脚本要不要写在studies的目录下????????

 

运行的时候 为什么会出现显示 Couldn't find file"EasyMultiSystem" on input paths

 

你可能要设置一下那个“EasyMultiSystem”的地址，它的物理存贮地址可能跟你指定的位置不相符

 

EasyMultiSystem是什么含义 如何设置呢?

 

EasyMultiSystem是什么意思呢,谢谢!

 

08年6月提出这个问题,到现在还没有解决,焦急啊! 有没有人详细告诉我一下!

 

名为EasyMultiSystem的脚本要在studies目录下，同样你要测试的系统也要在studies目录下。
提示“Couldn't find file"EasyMultiSystem" on input paths ”是说名为EasyMultiSystem的脚本在studies目录下找不到，如果没有，你在wld-->Community--Download ChartScripts中把所有的ChartScripts都下载过来，那么studies目录下肯定会有EasyMultiSystem。

 

EasyMultiSystem的脚本是不是:

WealthScript Code
// ******* Get Slippage Settings

var Slippage: float;
var LimitOrders: boolean;
begin
var c: float = PriceClose(0);
var o: float = PriceOpen(1);
var h: float = PriceHigh(1);
var l: float = PriceLow(1);
@#Close[0] := 500;
@#Open[1] := 500;
@#High[1] := 1000;
@#Low[1] := 250;
BuyAtMarket(1, '');
Slippage := 2 * PositionEntryPrice(0) - 1000;
BuyAtLimit(1, 250, '');
LimitOrders := (PositionCount < 2);
ClearPositions;
@#Close[0] := c;
@#Open[1] := o;
@#High[1] := h;
@#Low[1] := l;
end;


// ****** Class definition: "List of Positions"

type TPosition = class
Long: boolean;
Shares: integer;
Symbol: string;
OrderType: integer;
BasisPrice: float;
SignalName: string;
Data: float;
Priority: float;
RiskStop: float;
GlobalPosition: integer;
ExitPrice: float;
ExitSignalName: string;
end;

type TPositionList = class(TList)
function AddPosition(p: integer): integer;
procedure Execute(Date, p: integer);
end;

function TPositionList.AddPosition(p: integer): integer;
begin
var Position: TPosition = TPosition.Create;
Position.Long := PositionLong(p);
Position.Shares := PositionShares(p);
Position.Symbol := PositionSymbol(p);
Position.OrderType := PositionOrderType(p);
Position.BasisPrice := PositionBasisPrice(p);
Position.RiskStop := GetPositionRiskStop(p);
Position.SignalName := PositionSignalName(p);
Position.Data := GetPositionData(p);
Position.Priority := GetPositionPriority(p);
Position.GlobalPosition := -1;
Position.ExitPrice := PositionExitPrice(p);
Position.ExitSignalName := PositionExitSignalName(p);
AddObject(0, Position);
Result := Count;
end;

procedure TPositionList.Execute(Date, p: integer);
begin
if p > 0 then
begin
// Entry
var Position: TPosition = Object(p - 1) as TPosition;
SetPrimarySeries(Position.Symbol);
var Bar: integer = DateToBar(Date);
SetShareSize(Position.Shares);
SetRiskStopLevel(Position.RiskStop);
var ok: boolean;
// use original orders and slippage, so that $imulator will know about BasisPrice
SetSlippage(true, Slippage, LimitOrders);
case Position.OrderType of
0: if Position.Long then ok := BuyAtMarket(Bar, Position.SignalName)
else ok := ShortAtMarket(Bar, Position.SignalName);
1: if Position.Long then ok := BuyAtStop(Bar, Position.BasisPrice, Position.SignalName)
else ok := ShortAtStop(Bar, Position.BasisPrice, Position.SignalName);
2: if Position.Long then ok := BuyAtLimit(Bar, Position.BasisPrice, Position.SignalName)
else ok := ShortAtLimit(Bar, Position.BasisPrice, Position.SignalName);
3: if Position.Long then ok := BuyAtClose(Bar, Position.SignalName)
else ok := ShortAtClose(Bar, Position.SignalName);
end;
if ok then
begin
Position.GlobalPosition := LastPosition;
SetPositionData(LastPosition, Position.Data);
SetPositionPriority(LastPosition, Position.Priority);
end;
end
else
begin
// Exit
var Position: TPosition = Object(-p - 1) as TPosition;
p := Position.GlobalPosition;
if p >= 0 then // entry was successful...
begin
SetPrimarySeries(Position.Symbol);
var Bar: integer = DateToBar(Date);
// OrderType is unknown for exits, therefore we have to do an "ExitAtPrice"
SetSlippage(false, 0, false); // slippage was already included into ExitPrice
if Position.Long then
if Position.ExitPrice > PriceOpen(Bar) then
SellAtLimit(Bar, Position.ExitPrice, p, Position.ExitSignalName)
else
SellAtStop(Bar, Position.ExitPrice, p, Position.ExitSignalName)
else
if Position.ExitPrice < PriceOpen(Bar) then
CoverAtLimit(Bar, Position.ExitPrice, p, Position.ExitSignalName)
else
CoverAtStop(Bar, Position.ExitPrice, p, Position.ExitSignalName);
end;
end;
end;

var PositionList: TPositionList = TPositionList.Create;


// ****** Class definition: "List of Trades"

type TTradeList = class(TList)
procedure AddTrade(Timestamp: float; Trade: integer);
procedure Execute(Trade: integer);
end;

procedure TTradeList.AddTrade(Timestamp: float; Trade: integer);
begin
AddData(Timestamp, Trade);
end;

procedure TTradeList.Execute(Trade: integer);
begin
PositionList.Execute(trunc(Item(Trade)), Data(Trade));
end;

var TradeList: TTradeList = TTradeList.Create;


// ****** Class definition: "List of Alerts"

type TAlert = class
PositionType: integer;
Shares: integer;
Symbol: string;
OrderType: integer;
Price: float;
SignalName: string;
Position: integer;
end;

type TAlertList = class(TList)
procedure AddAlert(a: integer);
procedure Execute(a: integer);
end;

var GetScriptName: string; // overrides WL's builtin method

procedure TAlertList.AddAlert(a: integer);
begin
var Alert: TAlert = TAlert.Create;
Alert.PositionType := AlertPositionType(a);
Alert.Shares := AlertShares(a);
Alert.Symbol := AlertSymbol(a);
Alert.OrderType := AlertOrderType(a);
Alert.Price := AlertPrice(a);
// RiskStop? sorry, not available we need a new function: AlertRiskStop
// SignalName? sorry, not available we need a new function: AlertSignalName
Alert.SignalName := GetScriptName; // at least, show which system generated this alert...
// match exit alerts to corresponding active positions
case Alert.PositionType of
1:
begin
var p : integer = LastActivePosition + 1;
for a := 1 to ActivePositionCount do
begin
repeat p := p - 1; until PositionActive(p);
if PositionLong(p) then
if PositionSymbol(p) = Alert.Symbol then
if PositionShares(p) = Alert.Shares then
begin
Alert.Position := PositionList.Count - PositionCount + p;
break;
end;
end;
end;
3:
begin
var p : integer = LastActivePosition + 1;
for a := 1 to ActivePositionCount do
begin
repeat p := p - 1; until PositionActive(p);
if PositionShort(p) then
if PositionSymbol(p) = Alert.Symbol then
if PositionShares(p) = Alert.Shares then
begin
Alert.Position := PositionList.Count - PositionCount + p;
break;
end;
end;
end;
end;
AddObject(0, Alert);
end;

procedure TAlertList.Execute(a: integer);
begin
var Alert: TAlert = Object(a) as TAlert;
SetPrimarySeries(Alert.Symbol);
var Bar: integer = BarCount;
SetShareSize(Alert.Shares);
case Alert.PositionType of
0:
begin
case Alert.OrderType of
0: BuyAtMarket(Bar, Alert.SignalName);
1: BuyAtStop(Bar, Alert.Price, Alert.SignalName);
2: BuyAtLimit(Bar, Alert.Price, Alert.SignalName);
3: BuyAtClose(Bar, Alert.SignalName);
end;
end;
1:
begin
var Position: TPosition = PositionList.Object(Alert.Position) as TPosition;
var p: integer = Position.GlobalPosition;
if p >= 0 then
case Alert.OrderType of
0: SellAtMarket(Bar, p, Alert.SignalName);
1: SellAtStop(Bar, Alert.Price, p, Alert.SignalName);
2: SellAtLimit(Bar, Alert.Price, p, Alert.SignalName);
3: SellAtClose(Bar, p, Alert.SignalName);
end;
end;
2:
begin
case Alert.OrderType of
0: ShortAtMarket(Bar, Alert.SignalName);
1: ShortAtStop(Bar, Alert.Price, Alert.SignalName);
2: ShortAtLimit(Bar, Alert.Price, Alert.SignalName);
3: ShortAtClose(Bar, Alert.SignalName);
end;
end;
3:
begin
var Position: TPosition = PositionList.Object(Alert.Position) as TPosition;
var p: integer = Position.GlobalPosition;
if p >= 0 then
case Alert.OrderType of
0: CoverAtMarket(Bar, p, Alert.SignalName);
1: CoverAtStop(Bar, Alert.Price, p, Alert.SignalName);
2: CoverAtLimit(Bar, Alert.Price, p, Alert.SignalName);
3: CoverAtClose(Bar, p, Alert.SignalName);
end;
end;
end;
end;

var AlertList: TAlertList = TAlertList.Create;


// ******* function to collect Trades and Alerts after a system has been executed

procedure GetTradesAndAlerts;
begin
var p, t, a: integer;
for p := 0 to PositionCount - 1 do
begin
t := PositionList.AddPosition(p);
// force AtMarket orders to be executed before AtStop, then AtLimit and finally AtClose
TradeList.AddTrade(GetDate(PositionEntryBar(p)) + PositionOrderType(p) / 4, t);
// force all exits to be executed after that bar's entries (but before AtClose entries)
if not PositionActive(p) then TradeList.AddTrade(GetDate(PositionExitBar(p)) + 5 / 8, -t);
end;
for a := 0 to AlertCount - 1 do AlertList.AddAlert(a);
// restore a clean environment for next system
RestorePrimarySeries;
ClearPositions;
ClearIndicators;
ClearExternalSeries('');
InstallBreakEvenStop(0);
InstallProfitTarget(0);
InstallReverseBreakEvenStop(0);
InstallStopLoss(0);
InstallTimeBasedExit(0);
InstallTrailingStop(0, 0);
end;


// ******* function to re-execute all collected Trades and Alerts

procedure ExecuteAllTradesAndAlerts;
begin
var t, a: integer;
TradeList.SortNumeric;
for t := 0 to TradeList.Count - 1 do TradeList.Execute(t);
// Alerts
for a := 0 to AlertList.Count - 1 do AlertList.Execute(a);
RestorePrimarySeries;
SetSlippage(true, Slippage, LimitOrders);
end;


// ******* redefine CreatePane and PlotSeries as no-ops
// (dont let the systems compete for their own charting, it could be a real mess...)

function RealCreatePane(Height: integer; AbovePrices, ShowGrid: boolean): integer;
begin
Result := CreatePane(Height, AbovePrices, ShowGrid);
end;

function CreatePane(Height: integer; AbovePrices, ShowGrid: boolean): integer;
begin
Result := RealCreatePane(1, true, false);
end;

procedure PlotSeries(Series, Pane, Color, Style: integer);
begin
end;

procedure PlotSeriesLabel(Series, Pane, Color, Style: integer; Label: string);
begin
end;

 

还是应该是:
{$I 'EasyMultiSystem'}

// wrapping each system into a separate function:

procedure TS_An_easier_seventeen_liner;
begin
GetScriptName := 'An easier seventeen-liner';
{$I 'An easier seventeen-liner'}
GetTradesAndAlerts;
end;

procedure TS_3L2O3_single_positions;
begin
GetScriptName := '3L2O3 - single positions';
{$I '3L2O3 - single positions'}
GetTradesAndAlerts;
end;

procedure TS_HiLoLimit_friendly_4;
begin
GetScriptName := 'HiLoLimit friendly 4';
{$I 'HiLoLimit friendly 4'}
GetTradesAndAlerts;
end;

procedure TS_noname; // you can also define a system "inline", rather than including an existing one
begin
GetScriptName := 'noname';
var Bar, a, p: integer;
for Bar := 90 to BarCount - 1 do
begin
p := LastActivePosition + 1;
for a := 1 to ActivePositionCount do
begin
repeat p := p - 1; until PositionActive(p);
var Decay: float = 4/5 + ln(Bar + 1 - PositionEntryBar(p));
var LimitPrice: float = PriceOpen(Bar) + 0.9 * ATR(Bar, 9) / decay;
if (PriceClose(Bar) > LimitPrice) then
SellAtMarket(Bar + 1, p, '');
end;
if Highest(Bar, RSISeries(#Close, 30), 30) > 60 then
BuyAtLimit(Bar + 1, PriceClose(Bar) - 0.9 * ATR(Bar, 9), '');
end;
GetTradesAndAlerts;
end;

// running each system sequentially, while collecting their trades and alerts
TS_An_easier_seventeen_liner;
TS_3L2O3_single_positions;
TS_noname;
TS_HiLoLimit_friendly_4;

// re-playing all collected trades and alerts
ExecuteAllTradesAndAlerts;

 

问题解决了,谢谢ilian!

 

那在分钟线上不能交易的问题解决了吗？

 

这个script有更新吗？

 

你在问我吗？我今天才发现不能在分钟线上交易的问题

 

没有使用分钟线交易,一直是日K线交易.

 

显然是很有含金量的贴子。 支持楼主