文华财经海龟交易系统.doc

文华财经海龟交易系统模型源码文华财经公式=A:=REF(HHV(H,20),1);B:=REF(LLV(L,20),1);AA:=REF(HHV(H,10),1);BB:=REF(LLV(L,10),1);CROSS(H,A),BK;/突破20高点开多仓CROSS(AA,H),SP;/跌破10低点平仓CROSS(B,L),SK;/突破20低点开空仓CROSS(BB,L),BP;/上传10高点平仓C:=CLOSE;O:=OPEN;H:=HIGH;L:=LOW;STICKLINE(O=C,C,O,COLORCYAN,0);DRAWLINE(O=C,H,O=C,L,COLORCYAN);STICKLINE(C=O,C,O,COLORRED,1);DRAWLINE(C=O,C,C=O,H,COLORRED);DRAWLINE(C=O,L,C=O,O,COLORRED);LC:=REF(CLOSE,1);TR:=MAX(HIGH - LOW),MAX(HIGH - LC),(LC - LOW);ATR:=SMA(TR,20,1);AA:=(HHV(HIGH,N1) - (2 * ATR);BB:=CROSS(CLOSE,REF(HHV(HIGH,55),1);SSS:=CROSS(MIN(MA(CLOSE,13),AA),CLOSE);BBB:=BARSLAST(BB)-1;SSSB:=BARSLAST(SSS)-1;B1:=(BBB = 0) & (REF(SSSB,1) REF(BBB,1);B1B:=BARSLAST(B1);B2:=(BB = 1) & (B1B 0) & (COUNT(BB,SSSB) 3);B2B:=BARSLAST(B2);B3:=(BB = 1) & (B2B B1B) & (COUNT(BB,SSSB) 2);B3B:=BARSLAST(B3);SS:=CROSS(MAX(AA,MA(CLOSE,13),CLOSE);SS1:=(SS & (B3B B2B) | (B2B B1B) & (COUNT(SS,B2B) 2);SS1B:=BARSLAST(SS1);SS2:=(SS & (SS1B SSSB) & (B3B 0) & (COUNT(SS,B2B) REF(B1B,1);DRAWTEXT(B1 = 1),(LOW - 0.25),买1/2);DRAWTEXT(B2 = 1),(LOW - 0.25),买2/3);DRAWTEXT(B3 = 1),(LOW - 0.25),买1/3);DRAWTEXT(SS1 = 1),(HIGH + 0.25), 卖100%);DRAWTEXT(SS2 = 1),(HIGH + 0.25), 卖100%);DRAWTEXT(SSSS = 1),(HIGH + 0.25), 卖100%);STICKLINE(OPEN=CLOSE,CLOSE,OPEN,COLORCYAN,0);DRAWLINE(OPEN=CLOSE,HIGH,OPEN=CLOSE,LOW,COLORCYAN);STICKLINE(CLOSE=OPEN,CLOSE,OPEN,COLORRED,1);DRAWLINE(CLOSE=OPEN,CLOSE,CLOSE=OPEN,HIGH,COLORRED);DRAWLINE(CLOSE=OPEN,LOW,CLOSE=OPEN,OPEN,COLORRED);LC:=REF(CLOSE,1);TR:=MAX(HIGH - LOW),MAX(HIGH - LC),(LC - LOW);ATR:=SMA(TR,20,1);AA:=(HHV(HIGH,N1) - (2 * ATR);BB:=CROSS(CLOSE,REF(HHV(HIGH,55),1); SSS:=CROSS(MIN(MA(CLOSE,13),AA),CLOSE);BBB:=BARSLAST(BB)-1;SSSB:=BARSLAST(SSS)-1;B1:=(BBB = 0) & (REF(SSSB,1) REF(BBB,1);B1B:=BARSLAST(B1);B2:=(BB = 1) & (B1B 0) & (COUNT(BB,SSSB) 3); B2B:=BARSLAST(B2); B3:=(BB = 1) & (B2B B1B) & (COUNT(BB,SSSB) 2);B3B:=BARSLAST(B3);SS:=CROSS(MAX(AA,MA(CLOSE,13),CLOSE);SS1:=(SS & (B3B B2B) | (B2B B1B) & (COUNT(SS,B2B) 2); SS1B:=BARSLAST(SS1); SS2:=(SS & (SS1B SSSB) & (B3B 0) & (COUNT(SS,B2B) REF(B1B,1);DRAWTEXT(B1 = 1),(LOW - 0.25),买1/2);DRAWTEXT(B2 = 1),(LOW - 0.25),买2/3);DRAWTEXT(B3 = 1),(LOW - 0.25),买1/3);DRAWTEXT(SS1 = 1),(HIGH + 0.25), 卖100%);DRAWTEXT(SS2 = 1),(HIGH + 0.25), 卖100%);DRAWTEXT(SSSS = 1),(HIGH + 0.25), 卖100%);捕捉强势C:=CLOSE;L:=LOW;H:=HIGH;O:=OPEN;JJJ:1.0;ZJ:=(C+C+L+H)/4;ZJ5:=MA(ZJ,5);VAR1:=ZJ5/MA(C,20);VARAAA:ZJ5/MA(C,20);VAR2:=ZJ5/MA(C,50);A:=MA(C,5)REF(MA(C,5),1);B:=MA(C,10)=REF(MA(C,10),1);XIANFENG:IF(VAR11.02,1.03,VAR1),COLORYELLOW;STICKLINE(XIANFENG1.019 & A,XIANFENG,XIANFENG-0.004,COLORGREEN,0);HOUYUAN:IF(VAR21,1,VAR2),COLORCYAN;STICKLINE(HOUYUAN=1 & B,1,0.995,COLORRED,0);VAR3:= REF(MA(ZJ,5),1);A1:=SMA(MAX(C-VAR3,0),9,1)/SMA(ABS(C-VAR3),9,1)*100;B1:=100*(HHV(H,14)-C)/(HHV(H,14)-LLV(L,14);STICKLINE(B195,0.910,0.92,COLORGREEN,0);STICKLINE(A1B1&A1REF(A1,1) ,0.925 ,0.92 ,COLORMAGENTA ,0 );STICKLINE(A1B1&A1=REF(VAR1,1)&VAR2=REF(VAR2,1)&BARSLAST(A1B1&A1REF(C,1)=2,0.96,-等回踩);RSV:=(CLOSE-LLV(LOW,9)/(HHV(HIGH,9)-LLV(LOW,9)*100;=K:=SMA(RSV,3,1);XX:=VAR1REF(VAR1,1)&KREF(K,1)&VAR2REF(VAR2,1)&A1B1&A1REF(A1,1)&BARSLAST(A1B1&A1REF(A1,1)2&(C+O)/(REF(C,1)+REF(O,1)0,1.05,);KS13:=(C-SMA(C,13,1)/SMA(C,13,1)*(-100);AAA:=REF(KS13,1)-13 & REF(KS13,1)/KS131.12& (C-O)+(REF(C,1)-REF(O,1)/REF(C,1)1.03&(C-O)/ABS(REF(C,1)-REF(O,1)1.0&(H-C)/(O-L)1 ;CHAODI:=IF(AAA & REF(C,1)KONG &HOUYUAN=1 & B,1.05,=);BUZHUO:IF(DUOKONG &CO& HOUYUAN=1 & B & COUNT(DUOKONG & HOUYUAN=1 & B,5)=1,1.03,1),COLORRED;DRAWTEXT(BUZHUO=1.03,1.001,突破或追涨);VAR6:=MA(ZJ,27);VAR7:=(ZJ-VAR6)/VAR6;E:=MA(VAR7,2);F:=BARSLAST(CROSS(-0.1,E)=1);G:=E3;FILLRGN(G,0.99,1,COLORYELLOW);DRAWTEXT(G&BARSLAST(G )2,0.98,底);FILLRGN(VAR20.82,0.98,1,COLORGREEN);FILLRGN(VAR20.8,0.97,1,COLORWHITE);BIAS1:=(C-MA(C,6)/MA(C,6)*100;BIAS2:=(C-MA(C,12)/MA(C,12)*100;BIAS3:=(C-MA(C,24)/MA(C,24)*100;BIAS:=(BIAS1+2*BIAS2+3*BIAS3)/6;GUAILI:=MA(BIAS,3);FILLRGN(GUAILI=-12,0.9985,1,COLORYELLOW);FILLRGN(GUAILI=-18,0.995,1,COLORGREEN);FILLRGN(GUAILI=C,C,O,COLORCYAN,0); DRAWLINE(O=C,H,O=C,L,COLORCYAN); STICKLINE(C=O,C,O,COLORRED,1); DRAWLINE(C=O,C,C=O,H,COLORRED); DRAWLINE(C=O,L,C=O,O,COLORRED); LC:=REF(CLOSE,1); TR:=MAX(HIGH - LOW),MAX(HIGH - LC),(LC - LOW); ATR:=SMA(TR,20,1); AA:=(HHV(HIGH,N1) - (2 * ATR); BB:=CROSS(CLOSE,REF(HHV(HIGH,55),1); SSS:=CROSS(MIN(MA(CLOSE,13),AA),CLOSE); BBB:=BARSLAST(BB)-1; SSSB:=BARSLAST(SSS)-1; B1:=(BBB = 0) & (REF(SSSB,1) REF(BBB,1);B1B:=BARSLAST(B1); B2:=(BB = 1) & (B1B 0) & (COUNT(BB,SSSB) 3); B2B:=BARSLAST(B2); B3:=(BB = 1) & (B2B B1B) & (COUNT(BB,SSSB) 2); B3B:=BARSLAST(B3); SS:=CROSS(MAX(AA,MA(CLOSE,13),CLOSE); SS1:=(SS & (B3B B2B) | (B2B B1B) & (COUNT(SS,B2B) 2); SS1B:=BARSLAST(SS1); SS2:=(SS & (SS1B SSSB) & (B3B 0) & (COUNT(SS,B2B) REF(B1B,1); DRAWTEXT(B1 = 1),(LOW - 0.25),买1/2); DRAWTEXT(B2 = 1),(LOW - 0.25),买2/3); DRAWTEXT(B3 = 1),(LOW - 0.25),买1/3); DRAWTEXT(SS1 = 1),(HIGH + 0.25), 卖100%); DRAWTEXT(SS2 = 1),(HIGH + 0.25), 卖100%); DRAWTEXT(SSSS = 1),(HIGH + 0.25), 卖100%);兰色见底买入，红色见顶卖出 DF:=7*SMA(CLOSE-LLV(LOW,27)/(HHV(HIGH,27)-LLV(LOW,27)*30,4,1) -3*SMA(SMA(CLOSE-LLV(LOW,27)/(HHV(HIGH,27)-LLV(LOW,27)*30,4,1),3,1) -SMA(SMA(SMA(CLOSE-LLV(LOW,27)/(HHV(HIGH,27)-LLV(LOW,27)*30,4,1) ,3,1),2,1); DF,COLORMAGENTA; KF:EMA(MA(DF,5),7),COLORLIGHTGREY; STICKLINE(DF=KF,DF,KF,3,0); STICKLINE(DF78 & DF=KF,DF,78,COLORRED,0); STICKLINE(KFDF,KF,DF,COLORLIGHTGREY,0); STICKLINE(KF15 & KF=C,C,O,COLORCYAN,0); DRAWLINE(O=C,H,O=C,L,COLORCYAN); STICKLINE(C=O,C,O,COLORRED,1); DRAWLINE(C=O,C,C=O,H,COLORRED); DRAWLINE(C=O,L,C=O,O,COLORRED); LC:=REF(CLOSE,1); TR:=MAX(HIGH - LOW),MAX(HIGH - LC),(LC - LOW); ATR:=SMA(TR,20,1); AA:=(HHV(HIGH,N1) - (2 * ATR); BB:=CROSS(CLOSE,REF(HHV(HIGH,55),1); SSS:=CROSS(MIN(MA(CLOSE,13),AA),CLOSE); BBB:=BARSLAST(