阴阳八卦策略（TBQ版）

阴阳八卦策略（TBQ版）交易逻辑与特点阴阳八卦策略是一种基于中国古老的八卦和五行理论的交易系统。该策略的核心思想是将市场走势与八卦的象征意义相结合，通过生成买卖信号来进行交易决策。这种策略不仅关注市场的短期波动，还考虑了加减仓和清仓的操作，以实现更为灵活和精细化的交易管理。交易逻辑1.卦象生成：-策略首先根据市场数据计算出每根K线的阴阳爻。阴阳爻的生成基于收盘价与开盘价的比较，如果收盘价高于开盘价，则生成“1”，反之则生成“0”。通过组合这些阴阳爻，形成代表不同市场状态的卦象。2.买卖信号生成：-根据生成的卦象，策略映射到预定义的卦名。这些卦名对应不同的买卖信号。例如，“乾”卦可能代表买入信号，“坤”卦可能代表卖出信号。通过这种方式，策略能够根据当前的市场状态生成相应的交易信号。3.加减仓与清仓操作：-在生成买卖信号的基础上，策略进一步考虑了加减仓和清仓的操作。加减仓操作可以根据市场走势和市场条件进行动态调整，以优化持仓结构。清仓操作则在特定条件下触发，以锁定利润或减少损失。4.实时更新与可视化：-策略在每个Bar的更新事件中进行实时计算和更新。通过绘制卦象和交易状态，策略能够在图表上直观展示当前的卦象和交易状态，帮助交易者更好地理解市场走势和策略执行情况。特点1.文化融合：-阴阳八卦策略将中国传统文化与现代交易技术相结合，体现了独特的文化融合。通过运用八卦和五行理论，策略能够提供一种不同于传统技术分析的交易视角。2.灵活性：-策略设计考虑了多种交易操作，包括开仓、加减仓和清仓。这种灵活性使得策略能够适应不同的市场环境和交易需求。3.可视化：-通过图表展示卦象和交易状态，策略提供了直观的交易反馈。交易者可以通过图表快速了解当前的市场状态和策略执行情况，从而做出及时的交易决策。4.风险管理：-策略通过加减仓和清仓操作，帮助交易者进行风险管理。这种风险管理机制能够有效降低单一交易带来的风险，提高整体交易的稳健性。阴阳八卦策略通过结合传统文化与现代交易技术，提供了一种独特的交易视角和方法。其灵活性、可视化和风险管理特点使其在市场中具有一定的参考价值。该策略基于八卦和五行理论进行交易决策。主要内容包括策略参数配置、变量定义、事件函数等。核心观点如下：-基于八卦和五行的买卖信号生成-考虑加减仓和清仓操作-实时更新卦象和交易状态策略参数配置ParamsIntegerlots(1);//头寸IntegerBars_Since_Entry(3);//入场第N根之后响应信号Enum<String>call_buy(["乾","坎","艮","震","巽","离","坤","兑"]);Enum<String>call_sell(["坤","乾","坎","艮","震","巽","离","兑"]);Boolis_cut(False);//是否减仓Enum<String>cut_buy(["巽","乾","坎","艮","震","离","坤","兑"]);Enum<String>cut_sell(["震","坤","乾","坎","艮","巽","离","兑"]);Boolis_add(False);//是否加仓Integeradd_limit(5);//加仓次数限制Enum<String>add_buy(["离","巽","乾","坎","艮","震","坤","兑"]);Enum<String>add_sell(["坎","震","坤","乾","艮","巽","离","兑"]);Boolis_out(False);//是否清仓Enum<String>out_buy(["艮","离","巽","乾","坎","震","坤","兑"]);Enum<String>out_sell(["兑","坎","震","坤","乾","艮","巽","离"]);```变量定义VarsSeries<String>yao;Series<String>gua;Series<String>Eht;GlobalMap<String,String>Eight;GlobalMap<String,String>Eightx;Series<Bool>con_buy;Series<Bool>con_sell;Series<Bool>con_buy_cut;Series<Bool>con_sell_cut;Series<Bool>con_buy_add;Series<Bool>con_sell_add;Series<Bool>con_buy_out;Series<Bool>con_sell_out;GlobalIntegerBars_value(0);Series<Integer>add_limit_value(0);//加仓限制变量初始化事件函数OnInit(){//数据源相关设置AddDataFlag(Enum_Data_RolloverBackWard());//设置后复权AddDataFlag(Enum_Data_RolloverRealPrice());//设置映射真实价格AddDataFlag(Enum_Data_AutoSwapPosition());//设置自动换仓AddDataFlag(Enum_Data_IgnoreSwapSignalCalc());//设置忽略换仓信号计算//卦名和卦象映射Eight["111"]="乾";Eight["101"]="离";Eight["110"]="巽";Eight["100"]="艮";Eight["000"]="坤";Eight["010"]="坎";Eight["001"]="震";Eight["011"]="兑";Eightx["111"]="?";Eightx["101"]="?";Eightx["110"]="?";Eightx["100"]="?";Eightx["000"]="?";Eightx["010"]="?";Eightx["001"]="?";Eightx["011"]="?";Bars_value=Max(0,Bars_Since_Entry);add_limit_value=0;Print("八卦名:"+TextMap(Eight));//Print("八卦象:"+TextMap(Eightx));Print("call_buy:"+call_buy);Print("call_sell:"+call_sell);}Bar更新事件函数OnBarOpen(ArrayRef<Integer>indexs){//生成买卖信号con_buy=Eht[1]==call_buy;con_sell=Eht[1]==call_sell;con_buy_cut=Eht[1]==cut_buy&&is_cut&&BarsSinceEntry>Bars_value;con_sell_cut=Eht[1]==cut_sell&&is_cut&&BarsSinceEntry>Bars_value;con_buy_add=Eht[1]==add_buy&&is_add&&BarsSinceEntry>Bars_value&&add_limit_value<add_limit;con_sell_add=Eht[1]==add_sell&&is_add&&BarsSinceEntry>Bars_value&&add_limit_value<add_limit;con_buy_out=Eht[1]==out_buy&&is_out&&BarsSinceEntry>Bars_value;con_sell_out=Eht[1]==out_sell&&is_out&&BarsSinceEntry>Bars_value;//执行交易操作If(MarketPosition!=1&&con_buy){Buy(lots*2,Open);add_limit_value=0;Commentary("con_buy");}ElseIf(MarketPosition!=-1&&con_sell){SellShort(lots*2,Open);add_limit_value=0;Commentary("con_sell");}//减仓If(MarketPosition==1&&con_buy_cut){Sell(lots,Open);Commentary("con_buy_cut");}ElseIf(MarketPosition==-1&&con_sell_cut){BuyToCover(lots,Open);Commentary("con_sell_cut");}//加仓If(MarketPosition==1&&con_buy_add){Buy(lots,Open);add_limit_value=add_limit_value+1;Commentary("con_buy_add");}ElseIf(MarketPosition==-1&&con_sell_add){SellShort(lots,Open);add_limit_value=add_limit_value+1;Commentary("con_sell_add");}//清仓If(MarketPosition==1&&con_buy_out){Sell(0,Open);Commentary("con_buy_out");}ElseIf(MarketPosition==-1&&con_sell_out){BuyToCover(0,Open);Commentary("con_sell_out");}Commentary("add_limit_value="+Text(add_limit_value));Commentary("CurrentContracts="+Text(CurrentContracts()));}Bar关闭事件函数OnBarClose(ArrayRef<Integer>indexs){//计算阴阳爻yao=IIFString(Close-Open>=0,"1","0");gua=yao[2]+yao[1]+yao;Eht=Eight[gua];Commentary("yao<>"+yao);Commentary("gua<>"+gua);//绘制卦象和交易状态PlotString("卦名",Eht,0.5);PlotString("卦象1",IIFString(yao[2]=="1","—","--"),-0.1);PlotString("卦象2",IIFString(yao[1]=="1","—","--"),-0.2);PlotString("卦象3",IIFString(yao[0]=="1","—","--"),-0.3);PlotNumeric("1",1);PlotNumeric("0",0);PlotNumeric("-1",-1);}退出事件函数OnExit(){MapClear(Eight);MapClear(Eightx);}阴阳八卦策略基于八卦和五行理论生成买卖信号，并考虑了加减仓和清仓操作。实时更新卦象和交易状态，帮助投资者做出更明智的交易决策。策略代码:ParamsIntegerlots(1);//头寸IntegerBars_Since_Entry(3);//入场第N根之后响应信号Enum<String>call_buy(["乾","坎","艮","震","巽","离","坤","兑"]);Enum<String>call_sell(["坤","乾","坎","艮","震","巽","离","兑"]);Boolis_cut(False);//是否减仓Enum<String>cut_buy(["巽","乾","坎","艮","震","离","坤","兑"]);Enum<String>cut_sell(["震","坤","乾","坎","艮","巽","离","兑"]);Boolis_add(False);//是否加仓Integeradd_limit(5);//加仓次数限制Enum<String>add_buy(["离","巽","乾","坎","艮","震","坤","兑"]);Enum<String>add_sell(["坎","震","坤","乾","艮","巽","离","兑"]);Boolis_out(False);//是否清仓Enum<String>out_buy(["艮","离","巽","乾","坎","震","坤","兑"]);Enum<String>out_sell(["兑","坎","震","坤","乾","艮","巽","离"]);VarsSeries<String>yao;Series<String>gua;Series<String>Eht;GlobalMap<String,String>Eight;GlobalMap<String,String>Eightx;Series<Bool>con_buy;Series<Bool>con_sell;Series<Bool>con_buy_cut;Series<Bool>con_sell_cut;Series<Bool>con_buy_add;Series<Bool>con_sell_add;Series<Bool>con_buy_out;Series<Bool>con_sell_out;GlobalIntegerBars_value(0);Series<Integer>add_limit_value(0);//加仓限制变量//初始化事件函数，策略运行期间，首先运行且只有一次OnInit(){Range[0:DataCount-1]{//数据源相关设置AddDataFlag(Enum_Data_RolloverBackWard());//设置后复权AddDataFlag(Enum_Data_RolloverRealPrice());//设置映射真实价格AddDataFlag(Enum_Data_AutoSwapPosition());//设置自动换仓AddDataFlag(Enum_Data_IgnoreSwapSignalCalc());//设置忽略换仓信号计算}//乾（?）、坎（?）、艮（?）、震（?）、巽（?）、离（?）、坤（?）、兑（?）/*卦名*/Eight["111"]="乾";Eight["101"]="离";Eight["110"]="巽";Eight["100"]="艮";Eight["000"]="坤";Eight["010"]="坎";Eight["001"]="震";Eight["011"]="兑";/*卦象*/Eightx["111"]="?";Eightx["101"]="?";Eightx["110"]="?";Eightx["100"]="?";Eightx["000"]="?";Eightx["010"]="?";Eightx["001"]="?";Eightx["011"]="?";Bars_value=Max(0,Bars_Since_Entry);add_limit_value=0;Print("八卦名:"+TextMap(Eight));//Print("八卦象:"+TextMap(Eightx));Print("call_buy:"+call_buy);Print("call_sell:"+call_sell);}//Bar更新事件函数，参数indexs表示变化的数据源图层ID数组OnBarOpen(ArrayRef<Integer>indexs){Range[0:DataCount-1]{con_buy=Eht[1]==call_buy;con_sell=Eht[1]==call_sell;con_buy_cut=Eht[1]==cut_buy&&is_cut&&BarsSinceEntry>Bars_value;con_sell_cut=Eht[1]==cut_sell&&is_cut&&BarsSinceEntry>Bars_value;con_buy_add=Eht[1]==add_buy&&is_add&&BarsSinceEntry>Bars_value&&add_limit_value<add_limit;con_sell_add=Eht[1]==add_sell&&is_add&&BarsSinceEntry>Bars_value&&add_limit_value<add_limit;con_buy_out=Eht[1]==out_buy&&is_out&&BarsSinceEntry>Bars_value;con_sell_out=Eht[1]==out_sell&&is_out&&BarsSinceEntry>Bars_value;//开仓If(MarketPosition!=1&&con_buy){Buy(lots*2,Open);add_limit_value=0;Commentary("con_buy");}ElseIf(MarketPosition!=-1&&con_sell){SellShort(lots*2,Open);add_limit_value=0;Commentary("con_sell");}//减仓If(MarketPosition==1&&con_buy_cut){Sell(lots,Open);Commentary("con_buy_cut");}ElseIf(MarketPosition==-1&&con_sell_cut){BuyToCover(lots,Open);Commentary("con_sell_cut");}//加仓If(MarketPosition==1&&con_buy_add){Buy(lots,Open);add_limit_value=add_limit_value+1;Commentary("con_buy_add");}ElseIf(MarketPosition==-1&&con_sell_add){SellShort(lots,Open);add_limit_value=add_limit_value+1;Commentary("con_sell_add");}//清仓I