增加交易策略、交易指标、量化库代码等文件夹

2025-04-27 15:54:09 +08:00
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+//------------------------------------------------------------------------
+// 简称: vip09
+// 名称: vip09
+// 类别: 公式应用
+// 类型: 用户应用
+// 输出: Void
+//------------------------------------------------------------------------
+Params
+	//默认螺纹888 1小时
+	Numeric Length(20);		//周期		
+	Numeric Offset(2);		//标准差倍数  
+	Numeric X(0.5);
+	Numeric SS(0.01); 
+	Numeric TRS(75);//移动止损止盈幅度 参数范围及步长： 5-100，5
+	Numeric Fund(20000); //投入保证金；
+Vars
+	Numeric Lots(0);
+	Series<Numeric> ma1;
+	Series<Numeric> UpLine;		//上轨
+	Series<Numeric> DownLine;		//下轨 
+	Series<Numeric> MidLine;	//中间线
+	Series<Numeric> Band;
+	
+	Series<Numeric> cond1;
+	Series<Numeric> cond2;
+	Series<Numeric> cond3;
+	Series<Numeric> cond4;
+
+	Series<Numeric> kcond1;
+	Series<Numeric> kcond2;
+	Series<Numeric> kcond3;
+	Series<Numeric> kcond4;
+
+	//出场变量
+	Series<Numeric> MyPrice;//开仓价格
+	Series<Numeric> MyPrice2;//开仓价格
+	Series<Numeric> HighAfterEntry;//开仓后出现的最高价
+	Series<Numeric> LowAfterEntry;//开仓后出现的最低价
+	Series<Numeric> liQKA;
+	Series<Numeric> DliqPoint;
+	Series<Numeric> KliqPoint;
+	Series<Numeric> barcoutN;
+	Series<Numeric> bar_entry_count;
+	Series<Numeric> kaicang_kg;
+	Series<Numeric> BB;
+	Series<Numeric> WIDTH;
+	Plot plt1;
+	Plot plt2;
+Events
+	//此处实现事件函数
+	
+	//初始化事件函数，策略运行期间，首先运行且只有一次，应用在订阅数据等操作
+	OnInit()
+	{
+		//与数据源有关
+		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
+			plt1.figure(0);  //plt_vol单独设置画板，没有指定画板id,系统自动创建
+			plt2.figure(0);
+		}
+
+	}
+
+	//Bar更新事件函数，参数indexs表示变化的数据源图层ID数组
+	OnBar(ArrayRef<Integer> indexs)
+	{
+
+		Lots = Max(1, Round(Fund/(O*ContractUnit*BigPointValue* MarginRatio/rollover), 0));
+		MidLine = AverageFC(Close,Length);
+		Band = StandardDev(Close,Length,2); 
+		UpLine = MidLine + Offset * Band;
+		DownLine = MidLine - Offset * Band; 
+		
+		PlotNumeric("MidLine",cond1,cond1,White);
+		PlotNumeric("UpLine",cond2,cond2,red);
+		PlotNumeric("DownLine",cond3,cond3,Green);
+		
+		//布林极限（BB）=（收盘价-布林下轨价格）/（布林上轨价格-布林下轨价格）
+		BB=((C-DownLine)/(UpLine-DownLine));
+		//WIDTH=（布林上轨值-布林下轨值）/布林平均值
+		WIDTH=((UpLine-DownLine)/MidLine);
+		plt1.line("BB",BB); //画线
+		plt2.line("WIDTH",WIDTH);
+
+	
+		if(MarketPosition!=1 and H>=UpLine[1] and C[1]<UpLine[1] and BB[1]>X and WIDTH[1]>SS)
+		{
+			Buy(Lots,max(open,UpLine[1])); // 如果满足开多条件，则买入
+			LowAfterEntry = EntryPrice;//保存多头开仓价格;
+			kaicang_kg=1;   // 标记已开仓
+			bar_entry_count=0;  // 重置连续未开仓的Bar计数
+			barcoutN=0; //重置liQKA系数的计算
+			liQKA = 1; 
+		}
+	
+		if(MarketPosition!=-1 and L<=DownLine[1] and C[1]>DownLine[1] and BB[1]<X and WIDTH[1]>SS)
+		{
+			SellShort(Lots,min(open,DownLine[1])); // 如果满足开空条件，则卖空
+			HighAfterEntry = EntryPrice;//保存空头开仓价格;
+			kaicang_kg=1;   // 标记已开仓
+			bar_entry_count=0;  // 重置连续未开仓的Bar计数
+			barcoutN=0; //重置liQKA系数的计算
+			liQKA = 1; 
+		}
+
+	
+		if(kaicang_kg[1] ==1) // 如果在本周期内有开仓操作
+		{
+			bar_entry_count=bar_entry_count+1; // 将开仓计数器加一
+		}
+		Else
+		{
+			bar_entry_count=0; // 如果没有开仓，则将开仓计数器重置为 0
+		}
+		
+    	//移动出场
+    	If(MarketPosition == 0)   // 自适应参数默认值；
+    	{
+    		liQKA = 1; 
+    		barcoutN=0;
+    	}Else if(bar_entry_count>barcoutN)					 //当有持仓的情况下，liQKA会随着持仓时间的增加而逐渐减小，即止损止盈幅度乘数的减少。
+    	{
+    		liQKA = liQKA - 0.1; 
+    		liQKA = Max(liQKA,0.3);
+    		barcoutN=bar_entry_count;
+    	}
+    	
+    	Commentary("kaicang_kg[1]"+text(kaicang_kg[1]));
+		Commentary("bar_entry_count"+text(bar_entry_count));
+		Commentary("barcoutN"+text(barcoutN));
+		Commentary("liQKA"+text(liQKA));
+    	// 记录开仓后的最高点和最低点
+		If(bar_entry_count > 0)
+		{
+			HighAfterEntry = Min(HighAfterEntry,High); // 空头止损，更新最低的最高价
+			LowAfterEntry = Max(LowAfterEntry,Low);    // 多头止损，更新最高的最低价
+		}
+		
+    	if(MarketPosition>0)
+    	{
+			DliqPoint = LowAfterEntry - (Open*TRS/1000)*liQKA; //经过计算，这根吊灯出场线会随着持仓时间的增加变的越来越敏感；
+    	}
+    	if(MarketPosition<0)
+    	{
+			KliqPoint = HighAfterEntry + (Open*TRS/1000)*liQKA; //经过计算，这根吊灯出场线会随着持仓时间的增加变的越来越敏感；
+    	}
+    
+    	If(KliqPoint[1]>0 and MarketPosition<0)PlotNumeric("KliqPoint[1]",KliqPoint[1]);
+    	if(DliqPoint[1]>0 and MarketPosition>0)PlotNumeric("DliqPoint[1]",DliqPoint[1]);
+    	
+    	// 持有多单时
+    	If(MarketPosition >0 And bar_entry_count >0  And Low <= DliqPoint[1] and DliqPoint[1]>0 and DliqPoint[1]>0  and bar_entry_count>0) 
+    	{
+    	
+    			Sell(0,Min(Open,DliqPoint[1]));
+    			DliqPoint=0;
+    			kaicang_kg=0;
+    	}
+    	
+    	// 持有空单时
+    	If(MarketPosition <0 And bar_entry_count >0  And High >= KliqPoint[1] and KliqPoint[1]>0 and KliqPoint[1]>0  and bar_entry_count>0)
+    	{	
+    		
+    			BuyToCover(0,Max(Open,KliqPoint[1]));
+    			KliqPoint=0;
+    			kaicang_kg=0;
+    	}
+    	
+    	
+	
+	}
				`@@ -0,0 +1 @@`
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ZzBLine truncated