增加交易策略、交易指标、量化库代码等文件夹

This commit is contained in:
Win_home
2025-04-27 15:54:09 +08:00
parent ca3b209096
commit f57150dae8
589 changed files with 854346 additions and 1757 deletions

View File

@@ -0,0 +1,273 @@
//------------------------------------------------------------------------
// 简称: VIP17_duo
// 名称: VIP17_duo
// 类别: 公式应用
// 类型: 用户应用
// 输出: Void
//------------------------------------------------------------------------
Params
Numeric Fund(20000); // 投入保证金
Vars
Numeric Lots(0); // 交易手数
Numeric totalScore(5); // 开仓分数阈值目前都是等权分配总共6个指标及6分。
Numeric rpmPeriod(14); // RPM Period
Numeric bboPeriod(16); // BBO Period
Numeric macdFastPeriod(12); // MACD Fast Period
Numeric macdSlowPeriod(24); // MACD Slow Period
Numeric macdSignalPeriod(9); // MACD Signal Period
Numeric rsiPeriod(14); // RSI Period
Numeric cciPeriod(14); // CCI Period
Numeric stochasticKLength(14); // Stochastic %K Length
Numeric stochasticKSmoothing(1); // Stochastic %K Smoothing
Numeric stochasticDSmoothing(3); // Stochastic %D Smoothing
Numeric supertrendPeriod(10); // SUPERTREND Period
Numeric supertrendFactor(2); // SUPERTREND Factor
Series<Numeric> rpmValue; // RPM Value
Series<Numeric> bboValue; // BBO Value
Series<Numeric> macdValue; // MACD Value
Series<Numeric> macdSignal; // MACD Signal Line
Series<Numeric> macdHist; // MACD Histogram
Series<Numeric> rsiValue; // RSI Value
Series<Numeric> stochasticValue; // Stochastic Value
Series<Numeric> cciValue; // CCI Value
Series<Numeric> supertrendValue; // SUPERTREND Value
Series<Numeric> netChgAvg ;
Series<Numeric> totChgAvg ;
Series<Numeric> score;
Numeric EntryStrength(90); // 趋势强度的进场值
Numeric Length(5); // 强弱指标和通道计算的周期值
Series<Numeric> CloseChange; // 收盘价变动值
Numeric i; // 循环控制变量
Numeric UpCloses; // 收盘价上涨累计值
Numeric DnCloses; // 收盘价下跌累计值
Numeric SumChange; // 收盘价变动累计值
Series<Numeric> MarketStrength; // 市场强弱指标
Plot plt1; // 用于画图的对象
Events
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
}
// 创建第一个副图
plt1.figure(0); // 独立副图区域
plt1.setOption("Score", "width", Enum_7Pix); // 将指标“MA1”的输出线宽设置为3像素
plt1.setOption("Score","color",Blue);
}
OnBar(ArrayRef<Integer> indexs)
{
// 计算交易手数
Lots = Max(1, Round(Fund/(O*ContractUnit*BigPointValue* MarginRatio/rollover), 0));
// 计算市场强弱指标
CloseChange = Close - Close[1];
UpCloses = 0;
DnCloses = 0;
For i = 0 To Length-1
{
// 收盘价上涨计入涨幅累计
If(CloseChange[i] > 0)
UpCloses = UpCloses + CloseChange[i];
// 否则计入跌幅累计
Else
DnCloses = DnCloses + CloseChange[i];
}
// 计算周期内涨跌
SumChange = Summation(CloseChange, Length);
// 周期内上涨计算上涨强度0-100之间
If(SumChange >= 0)
{
MarketStrength = SumChange / UpCloses * 100;
}
// 周期内下跌计算下跌强度0-100之间
Else
{
MarketStrength = SumChange / Abs(DnCloses) * 100;
}
// 计算 MACD 值
Numeric emaFast = XAverage(Close, macdFastPeriod);
Numeric emaSlow = XAverage(Close, macdSlowPeriod);
macdValue = emaFast - emaSlow;
macdSignal = XAverage(macdValue, macdSignalPeriod);
macdHist = macdValue - macdSignal;
// 计算 RSI 值
Numeric SF = 1 / rsiPeriod;
Numeric change = Close - Close[1];
If(CurrentBar <= rsiPeriod - 1)
{
netChgAvg = (Close - Close[rsiPeriod]) / rsiPeriod;
totChgAvg = Average(Abs(Close - Close[1]), rsiPeriod);
}
Else
{
netChgAvg = netChgAvg[1] + SF * (change - netChgAvg[1]);
totChgAvg = totChgAvg[1] + SF * (Abs(change) - totChgAvg[1]);
}
If(totChgAvg <> 0)
{
rsiValue = 50 * (netChgAvg / totChgAvg + 1);
}
Else
{
rsiValue = 50;
}
// 计算 Stochastic 值
Numeric highestHigh = Highest(High, stochasticKLength);
Numeric lowestLow = Lowest(Low, stochasticKLength);
Numeric stochasticRaw = (Close - lowestLow) / (highestHigh - lowestLow) * 100;
stochasticValue = Average(stochasticRaw, stochasticKSmoothing);
// 计算 CCI 值
Numeric typicalPrice = (High + Low + Close) / 3;
Numeric smaTypicalPrice = Average(typicalPrice, cciPeriod);
Numeric meanDeviation = Summation(Abs(typicalPrice - smaTypicalPrice), cciPeriod) / cciPeriod;
If(meanDeviation <> 0)
{
cciValue = (typicalPrice - smaTypicalPrice) / (0.015 * meanDeviation);
}
Else
{
cciValue = 0;
}
// 计算 SUPERTREND 值
Numeric atr = AvgTrueRange(supertrendPeriod);
Numeric basicUpperBand = (High + Low) / 2 + supertrendFactor * atr;
Numeric basicLowerBand = (High + Low) / 2 - supertrendFactor * atr;
Numeric finalUpperBand = IIF(basicUpperBand < supertrendValue[1] || Close[1] > supertrendValue[1], basicUpperBand, supertrendValue[1]);
Numeric finalLowerBand = IIF(basicLowerBand > supertrendValue[1] || Close[1] < supertrendValue[1], basicLowerBand, supertrendValue[1]);
supertrendValue = IIF(Close > supertrendValue[1], finalLowerBand, finalUpperBand);
// 设置多头条件
Bool macdCondition = macdValue > macdSignal;
Bool rsiCondition = rsiValue >50;
Bool stochasticCondition = stochasticValue > 50;
Bool cciCondition = cciValue >0;
Bool supertrendCondition = Close > supertrendValue;
Bool Marketbool = MarketStrength >= EntryStrength;
// 计算得分
score = 0;
If(macdCondition)
{
score = score + 1;
}
If(rsiCondition)
{
score = score + 1;
}
If(stochasticCondition)
{
score = score + 1;
}
If(cciCondition)
{
score = score + 1;
}
If(supertrendCondition)
{
score = score + 1;
}
if(Marketbool)
{
score = score + 1;
}
// 在副图显示得分
Commentary("Score: " + Text(score));
plt1.barv("Score",score);
// 判断是否达到条件数量
If(score == totalScore)
{
Commentary("All conditions met!");
}
// 开多条件
If(score[1] >= totalScore And MarketPosition == 0 ) //
{
Buy(Lots, Open);
}
// 平仓条件
If(score[1] == 0 And MarketPosition == 1)
{
Sell(0, Open);
}
// 在副图显示条件成立和不成立
If(macdCondition)
{
PlotAuto("MACD_Condition",1,1,Green,Enum_Line,Enum_Solid,Enum_7Pix);
}
Else
{
PlotAuto("MACD_Condition",1,1,Red,Enum_Line,Enum_Solid,Enum_7Pix);
}
If(rsiCondition)
{
PlotAuto("RSI_Condition",2,2,Green,Enum_Line,Enum_Solid,Enum_7Pix);
}
Else
{
PlotAuto("RSI_Condition",2,2,Red,Enum_Line,Enum_Solid,Enum_7Pix);
}
If(stochasticCondition)
{
PlotAuto("Stochastic_Condition", 3,3,Green,Enum_Line,Enum_Solid,Enum_7Pix);
}
Else
{
PlotAuto("Stochastic_Condition", 3,3,Red,Enum_Line,Enum_Solid,Enum_7Pix);
}
If(cciCondition)
{
PlotAuto("CCI_Condition", 4,4,Green,Enum_Line,Enum_Solid,Enum_7Pix);
}
Else
{
PlotAuto("CCI_Condition", 4,4,Red,Enum_Line,Enum_Solid,Enum_7Pix);
}
If(supertrendCondition)
{
PlotAuto("Supertrend_Condition", 5,5,Green,Enum_Line,Enum_Solid,Enum_7Pix);
}
Else
{
PlotAuto("Supertrend_Condition", 5,5,Red,Enum_Line,Enum_Solid,Enum_7Pix);
}
If(Marketbool)
{
PlotAuto("Marketbool", 6,6,Green,Enum_Line,Enum_Solid,Enum_7Pix);
}
Else
{
PlotAuto("Marketbool", 6,6,Red,Enum_Line,Enum_Solid,Enum_7Pix);
}
}
//------------------------------------------------------------------------
// 编译版本 2024/11/27 145803
// 版权所有 songshu123
// 更改声明 TradeBlazer Software保留对TradeBlazer平台
// 每一版本的TradeBlazer公式修改和重写的权利
//------------------------------------------------------------------------

View File

@@ -0,0 +1,274 @@
//------------------------------------------------------------------------
// 简称: vip17_kong
// 名称: vip17_kong
// 类别: 公式应用
// 类型: 用户应用
// 输出: Void
//------------------------------------------------------------------------
Params
Numeric Fund(20000); // 投入保证金
Vars
Numeric Lots(0); // 交易手数
Numeric totalScore(5); // 开仓分数阈值目前都是等权分配总共6个指标及6分。
Numeric rpmPeriod(14); // RPM Period
Numeric bboPeriod(16); // BBO Period
Numeric macdFastPeriod(12); // MACD Fast Period
Numeric macdSlowPeriod(24); // MACD Slow Period
Numeric macdSignalPeriod(9); // MACD Signal Period
Numeric rsiPeriod(14); // RSI Period
Numeric cciPeriod(14); // CCI Period
Numeric stochasticKLength(14); // Stochastic %K Length
Numeric stochasticKSmoothing(1); // Stochastic %K Smoothing
Numeric stochasticDSmoothing(3); // Stochastic %D Smoothing
Numeric supertrendPeriod(10); // SUPERTREND Period
Numeric supertrendFactor(2); // SUPERTREND Factor
Series<Numeric> rpmValue; // RPM Value
Series<Numeric> bboValue; // BBO Value
Series<Numeric> macdValue; // MACD Value
Series<Numeric> macdSignal; // MACD Signal Line
Series<Numeric> macdHist; // MACD Histogram
Series<Numeric> rsiValue; // RSI Value
Series<Numeric> stochasticValue; // Stochastic Value
Series<Numeric> cciValue; // CCI Value
Series<Numeric> supertrendValue; // SUPERTREND Value
Series<Numeric> netChgAvg ;
Series<Numeric> totChgAvg ;
Series<Numeric> score;
Numeric EntryStrength(90); // 趋势强度的进场值
Numeric Length(5); // 强弱指标和通道计算的周期值
Series<Numeric> CloseChange; // 收盘价变动值
Numeric i; // 循环控制变量
Numeric UpCloses; // 收盘价上涨累计值
Numeric DnCloses; // 收盘价下跌累计值
Numeric SumChange; // 收盘价变动累计值
Series<Numeric> MarketStrength; // 市场强弱指标
Plot plt1; // 用于画图的对象
Events
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
}
// 创建第一个副图
plt1.figure(0); // 独立副图区域
plt1.setOption("Score", "width", Enum_7Pix); // 将指标“MA1”的输出线宽设置为3像素
plt1.setOption("Score","color",Blue);
}
OnBar(ArrayRef<Integer> indexs)
{
// 计算交易手数
Lots = Max(1, Round(Fund/(O*ContractUnit*BigPointValue* MarginRatio/rollover), 0));
// 计算市场强弱指标
CloseChange = Close - Close[1];
UpCloses = 0;
DnCloses = 0;
For i = 0 To Length-1
{
// 收盘价上涨计入涨幅累计
If(CloseChange[i] > 0)
UpCloses = UpCloses + CloseChange[i];
// 否则计入跌幅累计
Else
DnCloses = DnCloses + CloseChange[i];
}
// 计算周期内涨跌
SumChange = Summation(CloseChange, Length);
// 周期内上涨计算上涨强度0-100之间
If(SumChange >= 0)
{
MarketStrength = SumChange / UpCloses * 100;
}
// 周期内下跌计算下跌强度0-100之间
Else
{
MarketStrength = SumChange / Abs(DnCloses) * 100;
}
// 计算 MACD 值
Numeric emaFast = XAverage(Close, macdFastPeriod);
Numeric emaSlow = XAverage(Close, macdSlowPeriod);
macdValue = emaFast - emaSlow;
macdSignal = XAverage(macdValue, macdSignalPeriod);
macdHist = macdValue - macdSignal;
// 计算 RSI 值
Numeric SF = 1 / rsiPeriod;
Numeric change = Close - Close[1];
If(CurrentBar <= rsiPeriod - 1)
{
netChgAvg = (Close - Close[rsiPeriod]) / rsiPeriod;
totChgAvg = Average(Abs(Close - Close[1]), rsiPeriod);
}
Else
{
netChgAvg = netChgAvg[1] + SF * (change - netChgAvg[1]);
totChgAvg = totChgAvg[1] + SF * (Abs(change) - totChgAvg[1]);
}
If(totChgAvg <> 0)
{
rsiValue = 50 * (netChgAvg / totChgAvg + 1);
}
Else
{
rsiValue = 50;
}
// 计算 Stochastic 值
Numeric highestHigh = Highest(High, stochasticKLength);
Numeric lowestLow = Lowest(Low, stochasticKLength);
Numeric stochasticRaw = (Close - lowestLow) / (highestHigh - lowestLow) * 100;
stochasticValue = Average(stochasticRaw, stochasticKSmoothing);
// 计算 CCI 值
Numeric typicalPrice = (High + Low + Close) / 3;
Numeric smaTypicalPrice = Average(typicalPrice, cciPeriod);
Numeric meanDeviation = Summation(Abs(typicalPrice - smaTypicalPrice), cciPeriod) / cciPeriod;
If(meanDeviation <> 0)
{
cciValue = (typicalPrice - smaTypicalPrice) / (0.015 * meanDeviation);
}
Else
{
cciValue = 0;
}
// 计算 SUPERTREND 值
Numeric atr = AvgTrueRange(supertrendPeriod);
Numeric basicUpperBand = (High + Low) / 2 + supertrendFactor * atr;
Numeric basicLowerBand = (High + Low) / 2 - supertrendFactor * atr;
Numeric finalUpperBand = IIF(basicUpperBand < supertrendValue[1] || Close[1] > supertrendValue[1], basicUpperBand, supertrendValue[1]);
Numeric finalLowerBand = IIF(basicLowerBand > supertrendValue[1] || Close[1] < supertrendValue[1], basicLowerBand, supertrendValue[1]);
supertrendValue = IIF(Close > supertrendValue[1], finalLowerBand, finalUpperBand);
// 设置空头条件
Bool macdCondition = macdValue < macdSignal;
Bool rsiCondition = rsiValue <50;
Bool stochasticCondition = stochasticValue < 50;
Bool cciCondition = cciValue <0;
Bool supertrendCondition = Close < supertrendValue;
Bool Marketbool = MarketStrength >= EntryStrength;
// 计算得分
score = 0;
If(macdCondition)
{
score = score + 1;
}
If(rsiCondition)
{
score = score + 1;
}
If(stochasticCondition)
{
score = score + 1;
}
If(cciCondition)
{
score = score + 1;
}
If(supertrendCondition)
{
score = score + 1;
}
if(Marketbool)
{
score = score + 1;
}
// 在副图显示得分
Commentary("Score: " + Text(score));
plt1.barv("Score",score);
// 判断是否达到条件数量
If(score == totalScore)
{
Commentary("All conditions met!");
}
// 开空条件
If(score[1] >= totalScore And MarketPosition == 0 ) //
{
SellShort(Lots, Open);
}
// 平仓条件
If(score[1] == 0 And MarketPosition == -1)
{
BuyToCover(0, Open);
}
// 在副图显示条件成立和不成立
If(macdCondition)
{
PlotAuto("MACD_Condition",1,1,Green,Enum_Line,Enum_Solid,Enum_7Pix);
}
Else
{
PlotAuto("MACD_Condition",1,1,Red,Enum_Line,Enum_Solid,Enum_7Pix);
}
If(rsiCondition)
{
PlotAuto("RSI_Condition",2,2,Green,Enum_Line,Enum_Solid,Enum_7Pix);
}
Else
{
PlotAuto("RSI_Condition",2,2,Red,Enum_Line,Enum_Solid,Enum_7Pix);
}
If(stochasticCondition)
{
PlotAuto("Stochastic_Condition", 3,3,Green,Enum_Line,Enum_Solid,Enum_7Pix);
}
Else
{
PlotAuto("Stochastic_Condition", 3,3,Red,Enum_Line,Enum_Solid,Enum_7Pix);
}
If(cciCondition)
{
PlotAuto("CCI_Condition", 4,4,Green,Enum_Line,Enum_Solid,Enum_7Pix);
}
Else
{
PlotAuto("CCI_Condition", 4,4,Red,Enum_Line,Enum_Solid,Enum_7Pix);
}
If(supertrendCondition)
{
PlotAuto("Supertrend_Condition", 5,5,Green,Enum_Line,Enum_Solid,Enum_7Pix);
}
Else
{
PlotAuto("Supertrend_Condition", 5,5,Red,Enum_Line,Enum_Solid,Enum_7Pix);
}
If(Marketbool)
{
PlotAuto("Marketbool", 6,6,Green,Enum_Line,Enum_Solid,Enum_7Pix);
}
Else
{
PlotAuto("Marketbool", 6,6,Red,Enum_Line,Enum_Solid,Enum_7Pix);
}
}
//------------------------------------------------------------------------
// 编译版本 2024/11/27 150615
// 版权所有 songshu123
// 更改声明 TradeBlazer Software保留对TradeBlazer平台
// 每一版本的TradeBlazer公式修改和重写的权利
//------------------------------------------------------------------------