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 SSSB)) (B1B 0)) (COUNT(BB,SSSB) 3));B2B:=BARSLAST(B2);B3:=((((BB = 1) (B2B B1B)) (COUNT(BB,SSSB) 4)) (COUNT(BB,SSSB) 2));B3B:=BARSLAST(B3);SS:=CROSS(MAX(AA,MA(CLOSE,13)),CLOSE);SS1:=(((SS ((B3B B2B) || (B2B B1B))) (SSSB B1B)) (COUNT(SS,B2B) 2));SS1B:=BARSLAST(SS1);SS2:=((((SS (SS1B SSSB)) (B3B B2B)) (SS1B 0)) (COUNT(SS,B2B) 3));SSSS:=(SSS (REF(SSSB,1) 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: