開拓者道氏理論交易策略源碼

作者：開拓者 TB 來源：cxh99.com 發布時間：2012年11月17日

道氏理論內容：
1. //------------------------------------------------------------------------
2. // 簡稱: D1
3. // 名稱: 道氏理論
4. // 類別: 交易指令
5. // 類型: 多頭建倉
6. // 輸出: www.kzuj.com.cn
7. //------------------------------------------------------------------------
9. Params
10. Numeric ATime(918);
11. Numeric CTime(1510);
12. Numeric Lot(1);
13. Numeric MoneyLoss(0.6);
14. Numeric BarCross(1);
15. Numeric Length(5);
17. Vars
18. Numeric bTime(0);
19. Numeric MyClose(0);
20. Numeric MyDiff(0);
21. NumericSeries estP(0);
22. NumericSeries ExitP(0);
23. NumericSeries Position(0);
24. NumericSeries est(0);
25. NumericSeries est1(0);
26. NumericSeries est2(0);
27. NumericSeries est3(0);
29. Bool bTimeCon;
30. Bool BarUpCon;
31. Bool BarDownCon;
32. Bool BarExitCon;
33. Bool LongOpenCon;
34. Bool ShortOpenCon;
35. Bool LongExitCon;
36. Bool ShortExitCon;
38. Begin
40. If (Date != Date[1])
41. {
42. est = Open;
43. est1 = Open;
44. est2 = Open;
45. est3 = Open;
46. estP = 0;
47. ExitP = 0;
48. Position = 0;
49. MyClose = Open;
50. }
51. Else
52. {
53. est = est[1];
54. est1 = est1[1];
55. est2 = est2[1];
56. est3 = est3[1];
57. estP = estP[1];
58. ExitP = ExitP[1];
59. Position = Position[1];
60. If(Length != 0) MyClose = Average(Close[1],Length);
61. Else MyClose = Close[1];
62. }
64. MyDiff = MyClose * BarCross / 1000;
66. bTime = IntPart(Time*10000);
67. bTimeCon = (bTime > ATime) And (bTime < CTime);
69. If((MyClose < est And MyClose < est1) Or (MyClose > est And MyClose > est1)) est = MyClose;
70. If(((MyClose - est) > MyDiff And est < est1) Or ((est - MyClose) > MyDiff And est > est1))
71. {
72. est3 = est2;
73. est2 = est1;
74. est1 = est;
75. est = MyClose;
76. }
78. If(Position > 0 And High > estP) estP = High;
79. If(Position < 0 And Low < estP) estP = Low;
80. If(Position > 0) ExitP = estP * (100 - MoneyLoss) / 100;
81. If(Position < 0) ExitP = estP * (100 + MoneyLoss) / 100;
83. If(bTime >= CTime)
84. {
85. If (Position > 0)
86. Sell(lot,Open);
87. Else
88. BuyToCover(lot,Open);
89. }
91. If(bTimeCon)
92. {
93. If (Position == 0)
94. {
95. If(est3 < est1 And (est2 / 2000 + est2) <= est And est3 < est2)
96. {
97. Buy(lot,Open);
98. Position = lot;
99. estP = Open;
100. ExitP = estP * (100 - MoneyLoss) / 100;
101. Commentary("LongOpen");
103. }
105. Else If(est3 > est1 And (est2 - est2 / 2000) >= est And est3 > est2)
106. {
107. SellShort(lot,Open);
108. Position = lot * -1;
109. estP = Open;
110. ExitP = estP * (100 + MoneyLoss) / 100;
111. Commentary("ShortOpen");
112. }
113. }
115. Else
117. {
118. If(Position > 0 And est3 > est1)
119. {
120. Sell(lot,Open);
121. Position = 0;
122. Commentary("LongExit1");
123. }
125. Else If(Position < 0 And est3 < est1)
126. {
127. BuyToCover(lot,Open);
128. Position = 0;
129. Commentary("ShortExit1");
130. }
132. Else If(Position > 0 And Open < ExitP)
133. {
134. Sell(lot,Open);
135. Position = 0;
136. Commentary("LongExit2");
137. }
139. Else If(Position < 0 And Open > ExitP)
140. {
141. BuyToCover(lot,Open);
142. Position = 0;
143. Commentary("ShortExit2");
144. }
145. }
146. }
148. Commentary("Position = "+Text(Position));
149. Commentary("ExitP = "+Text(ExitP));
150. End
152. //------------------------------------------------------------------------
153. // 編譯版本 GS2004.06.12
154. // 用戶版本 2011/05/03 13:21
155. // 版權所有 www.kzuj.com.cn
156. // 更改聲明 TradeBlazer Software保留對TradeBlazer平臺
157. // 每一版本的TrabeBlazer公式修改和重寫的權利
158. //------------------------------------------------------------------------

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開拓者道氏理論交易策略源碼