分享和风版海龟源码

Posted 2020-11-28

以下内容为程序代码:

1
2 input:inb(20,1,500,1),outb(10,1,500,1),risk(2,0,10,0.1);
3 //和风版海龟源码
4 variable:times=0,i=0,n=0;
5 rn:=ema(ref(tr,1),20);
6 n:=valuewhen(holding=0,rn);
7 rh:=ref(h,1);
8 rl:=ref(l,1);
9 h1:hhv(rh,inb);
10 h2:hhv(rh,outb),linedot;
11 l1:llv(rl,inb);
12 l2:llv(rl,outb),linedot;
13 lotst:assetrisk0.01/(n2multiplier),linethick0;
14 lots:=if(risk=0,1,lotst); //如果risk取0，表示固定开1手
15 tbc:=h＜＞l;//判断是否停板
16 partline(holding＞0,enterprice-2n);
17 if barpos＜inb+1 then exit;
18 if holding=0 and tbc then //不是停板才可以交易
19 begin
20 if h＞h1 then //开多
21 begin
22 buyp:=max(o,h1);
23 buy(1,lots,limitr,buyp);
24 times:=1;
25 while h＞enterprice+n0.5 and times＜4 do
26 begin
27 buyp:=max(o,enterprice+n0.5);
28 buy(1,lots,limitr,buyp);
29 times:=times+1;
30 end;//连续开仓
31 end;//开多结束
32 else if l＜l1 then //开空
33 begin
34 sellp:=min(o,l1);
35 buyshort(1,lots,limitr,sellp);
36 times:=1;
37 while l＜enterprice-n0.5 and times＜4 do
38 begin
39 sellp:=min(o,enterprice-n0.5);
40 buyshort(1,lots,limitr,sellp);
41 times:=times+1;
42 end;//连续开仓
43 end;
44 end;//holding=0
45
46 if holding＞0 and tbc then //已有多仓
47 begin
48 exitlongp:=max(enterprice-2n,l2);
49 if l＜exitlongp and enterbars＜＞0 then //出场
50 begin
51 exitp:=min(o,exitlongp);
52 sell(1,0,limitr,exitp);
53 times:=0;
54 end;//出场
55 else
56 begin
57 while h＞enterprice+n0.5 and times＜4 do //开多
58 begin
59 buyp:=max(o,enterprice+n0.5);
60 buy(1,lots,limitr,buyp);
61 times:=times+1;
62 end;//连续开仓
63 end;//else
64
65
66 end;//holding＞0
67
68 if holding＜0 and tbc then //已有空仓
69 begin
70 exitlongp:=min(enterprice+2n,h2);
71 if h＞exitlongp and enterbars＜＞0 then //出场
72 begin
73 exitp:=max(o,exitlongp);
74 sellshort(1,0,limitr,exitp);
75 times:=0;
76 end;//出场
77 else
78 begin
79 while l＜enterprice-n0.5 and times＜4 do //开多
80 begin
81 sellp:=min(o,enterprice-n*0.5);
82 buyshort(1,lots,limitr,sellp);
83 times:=times+1;
84 end;//连续开仓
85 end;//else
86 end;//holding＜0