文华财经t8自动化交易程序模型源码:
//定义变量
B:=IF(LOWERLONG_PLACE>0,LOWERLONG_PRICE,SKPRICE);
S:=IF(ADDLONG_PLACE>0,ADDLONG_PRICE,BKPRICE);
//多头策略
DD,BK;
SKLOW>S-100*MINPRICE&&SKVOL>0&&C>REF(H+1*MINPRICE,BARSSK),BP;
SKLOW>S-100*MINPRICE&&SKVOL>0&&DD,BPK;
SKLOW<S-100*MINPRICE&&SKVOL>0&&DD&&COUNT(KK,BARSSK+1)>=2,BPK;
BKHIGH>B+100*MINPRICE&&BKVOL>0&&C<=B+10*MINPRICE,SP;
BKHIGH>B+150*MINPRICE&&BKVOL>0&&C<=B+70*MINPRICE,SP;
BKHIGH>B+300*MINPRICE&&BKVOL>0&&C<=B+120*MINPRICE,SP;
BKHIGH>B+400*MINPRICE,SP;
//空头策略
KK,SK;
BKHIGH<B+100*MINPRICE&&BKVOL>0&&C<REF(L-1*MINPRICE,BARSBK),SP;
BKHIGH<B+100*MINPRICE&&BKVOL>0&&KK,SPK;
BKHIGH>B+100*MINPRICE&&BKVOL>0&&KK&&COUNT(DD,BARSBK+1)>=2,SPK;
SKLOW<S-100*MINPRICE&&SKVOL>0&&C>=S-10*MINPRICE,BP;
SKLOW<S-150*MINPRICE&&SKVOL>0&&C>=S-70*MINPRICE,BP;
SKLOW<S-300*MINPRICE&&SKVOL>0&&C>=S-120*MINPRICE,BP;
SKLOW<S-400*MINPRICE&&SKVOL>0,BP;
//设置
AUTOFILTER;
SETSIGPRICETYPE(BPK,OTHER);
SETSIGPRICETYPE(SPK,OTHER);
SETOTHERPRICE(SPK,NEXT_OPEN);
SETOTHERPRICE(BPK,NEXT_OPEN);