Classic sugar program transaction model source code（经典白糖程序化交易模型源码）.doc

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Classic sugar program transaction model source code（经典白糖程序化交易模型源码）.doc

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Classic sugar program transaction model source code（经典白糖程序化交易模型源码）

Classic sugar program transaction model source code（经典白糖程序化交易模型源码） / / this model is good, some master provide out for everyone to learn Mandarin financial / sugar free BA:= BARPOS; / / K current position (starting from 1) VOL1:= IFELSE (LLV (VOL, 0) =0, 1, INTPART (VOL*100)); / / from A to Z traversal. As long as the volume =0, return 1. Otherwise, VOL*100 returns integer. HC:=LLV (IFELSE (H-C=0, 1000, H-C), 0); / / from A to Z traversal, find the minimum distance high price and closing price. By default when the highest price = price, return 1000. CL:=LLV (IFELSE (C-L=0, 1000, ABS (C-L)), 0); / / from A to Z traversal, find the minimum closing price and the price range. CO:=LLV (IFELSE (C-O=0, 1000, ABS (C-O)), 0); / / from A to Z traversal, the closing price and the opening price for the minimum distance. ZXBD:=MIN (HC, MIN (CL, CO)); / / find the current cycle before the minimum HC, CL, CO. DFX:= REF (L, 2) =LLV (L, 15) and REF (L, 1) REF (L, 2) and LREF (L, 1) and REF (L, 2) =REF (L, 3); / / rise starting point. Original: LREF (L, 2) [parameters] GFX:= REF (H, 2) =HHV (H, 9) and REF (H, 1) REF (H, 2) and HREF (H, 1) and REF (H, 2) =REF (H, 3); / / whether down the starting point. Original: HREF (H, 2) [parameters] DFXI:= VALUEWHEN (DFX, BA); / / take up the position of starting point K. If prices starting point, return line position. Otherwise return K position before a higher starting point. GFXI:= VALUEWHEN (GFX, BA); / / similar with the above, take down the K line starting point position. DDP1:= VALUEWHEN (DFX, REF (L, 2)); / / the lowest value increases the starting point. GDP1:= VALUEWHEN (GFX, REF (H, 2)); / / the maximum value from the starting point to fall. DDP:= VALUEWHEN (DFX DDP1REF (DDP1, 1), DDP1); / / get the lowest value of the current rise starting point. Actually, DDP1. GDP:= VALUEWHEN (GFX GDP1REF (GDP1, 1), GDP1); / / get the highest value decline starting point. Actually, GDP1. DFX1I:= VALUEWHEN (DFX, REF (DFXI, 1)); / / get up before