以下是通达信博尔量化交易系统源码
通达信博尔量化交易系统源码:
周收:=REF(C#WEEK,1);
周高:=REF(H#WEEK,1);
周低:=REF(L#WEEK,1);
做空概率95%:周收+(周高-周低)*0.618,COLORBLUE;
做空概率68%:周收+(周高-周低)*0.382,COLORRED;
做多概率68%:周收-(周高-周低)*0.382,COLORGREEN;
做多概率95%:周收-(周高-周低)*0.618,COLORmaGENTA;
做空95:HHV((HIGH+LOW+OPEN+2*CLOSE)/5+H-L,5),COLORBLUE;
做空68:HHV((HIGH+LOW+OPEN+2*CLOSE)/5*2-L,5),COLORRED;
平衡点:LLV((HIGH+LOW+OPEN+2*CLOSE)/5,3),COLORGRAY,DOTLINE;
做多68:LLV((HIGH+LOW+OPEN+2*CLOSE)/5*2-H,8),COLORGREEN;
做多95:LLV((HIGH+LOW+OPEN+2*CLOSE)/5-H+L,8),COLORFAABEC;
F:=100*(C-REF(C,1))/REF(C,1);
博尔:=IF(C REF(O,1)ANDF 0,1,0);
P1:=博尔;
量化:=IF(C REF(O,2)ANDF 0,1,0);
P2:=量化;
STICKLINE(P1=0ANDREF(P1,1)=1ANDP2=0ANDREF(P2,1)=1,OPEN,CLOSE,3,0),COLOR0055FF;
STICKLINE(P1=1ANDREF(P1,1)=0ANDP2=1ANDREF(P2,1)=0,OPEN,CLOSE,3,0),COLORGREEN;
日线锁定:=(PERIOD==4);
ZBSLPG:=22;
{//01.四海腾龙}
LTSHPG:=100-100*(HHV(H,40)-C)/(HHV(H,40)-LLV(L,40));
ZB01:=LTSHPG
{//02.MACD}
DIFPG:=EMA(C,12)-EMA(C,26);
DEAPG:=EMA(DIFPG,9);
ZB02:=DIFPG DEAPG;
{//03~05.}
APG:=MA((-100)*(HHV(H,34)-C)/(HHV(H,34)-LLV(L,34)),19);
BPG:=(-100)*(HHV(H,14)-C)/(HHV(H,14)-LLV(L,14));
DPG:=EMA((-100)*(HHV(H,34)-C)/(HHV(H,34)-LLV(L,34)),4);
QSDDLONG:=APG+100;
QSDDSHORT:=BPG+100;
QSDDMID:=DPG+100;
ZB03:=QSDDSHORT QSDDMID;
ZB04:=QSDDSHORT QSDDLONG;
ZB05:=QSDDMID QSDDLONG;
{//06.KDJ}
RSVPG:=(C-LLV(L,9))/(HHV(H,9)-LLV(L,9))*100;
KPG:=SMA(RSVPG,3,1);
DPG2:=SMA(KPG,3,1);
ZB06:=KPG DPG2;
{//07~09.RSI}
LCPG:=REF(CLOSE,1);
RPG1:=SMA(MAX(C-LCPG,0),6,1)/SMA(ABS(C-LCPG),6,1)*100;
RPG2:=SMA(MAX(C-LCPG,0),12,1)/SMA(ABS(C-LCPG),12,1)*100;
RPG3:=SMA(MAX(C-LCPG,0),24,1)/SMA(ABS(C-LCPG),24,1)*100;
ZB07:=RPG1 RPG2;
ZB08:=RPG1 RPG3;
ZB09:=RPG2 RPG3;
{//10~12.MA}
ZB10:=MA(C,5) MA(C,10);
ZB11:=MA(C,5) MA(C,20);
ZB12:=MA(C,10) MA(C,20);
{//13.进出}
MAVPG:=(C*2+H+L)/4;
SKPG:=EMA(MAVPG,13)-EMA(MAVPG,34);
SDPG:=EMA(SKPG,5);
ZB13:=(2*(SKPG-SDPG)) ((-2)*(SKPG-SDPG));
{//14~16.多空线}
MIDPGX:=(3*C+O+L+H)/6;
DKXPG1:=WMA(MIDPGX,5);
DKXPG2:=WMA(MIDPGX,10);
DKXPG3:=WMA(MIDPGX,20);
ZB14:=DKXPG1 REF(DKXPG1,1);
ZB15:=DKXPG2 REF(DKXPG2,1);
ZB16:=DKXPG3 REF(DKXPG3,1);
{//17.G08}
G08PG:=EMA(C,34);
ZB17:=G08PG REF(G08PG,1);
{//18.B08}
B08PG:=(C-LLV(L,60))/(HHV(H,60)-LLV(L,60))*80;
BPG1:=SMA(B08PG,7,1);
BPG2:=SMA(BPG1,3,1);
ZB18:=BPG1 BPG2;
{//19.BBI}
BBIPG:=(MA(C,3)+MA(C,6)+MA(C,12)+MA(C,24))/4;
ZB19:=C BBIPG;
{//20~21.速率表}
MIDSLB:=(3*C+L+O+H)/6;
E1:=EMA(10000*(WMA(MIDSLB,30)-REF(WMA(MIDSLB,30),1))/REF(WMA(MIDSLB,30),1),10);
E2:=EMA(E1,2);
E3:=EMA(E2,2);
E4:=EMA(E3,2);
E5:=EMA(E4,2);
E6:=EMA(E5,2);
E7:=EMA(E6,2);
ZB20:=E2 E3ANDE3 E4ANDE4 E5ANDE5 E6ANDE6
ZB21:=E2 REF(E2,1)ANDE3 REF(E3,1)ANDE4 REF(E4,1)ANDE5 REF(E5,1)ANDE6 REF(E6,1)ANDE7 REF(E7,1);
{//22.趋势向量}
TRPG1:=MAX(MAX((H-L),ABS(H-REF(C,1))),ABS(REF(C,1)-L));
ATRPG1:=EMA(TRPG1,14);
HDPG:=H-REF(H,1);
LDPG:=REF(L,1)-L;
PDMPG:=EMA(IFF(HDPG 0ANDHDPG LDPG,HDPG,0),14);
MDMPG:=EMA(IFF(LDPG 0ANDLDPG HDPG,LDPG,0),14);
PDIPG:=PDMPG/ATRPG1;
MDIPG:=MDMPG/ATRPG1;
XLPG:=(PDIPG-MDIPG)/(PDIPG+MDIPG);
ZB22:=XLPG
量化指标:(ZB01+ZB02+ZB03+ZB04+ZB05+ZB06+ZB07+ZB08+ZB09+ZB10+
ZB11+ZB12+ZB13+ZB14+ZB15+ZB16+ZB17+ZB18+ZB19+ZB20+ZB21+ZB22)*(100/ZBSLPG)NODRAW,COLORRED;
▲35线:35,COLORGREEN;
▲50线:50,COLORYELLOW;
▲80线:80,COLORRED;
{//3D柱线形式}
STICKLINE(量化指标 =REF(量化指标,1),0,量化指标,3,0),COLORRED;
STICKLINE(量化指标 REF(量化指标,1),0,量化指标,3,0),COLORFFFF00;
STICKLINE(量化指标 =REF(量化指标,1),0,量化指标,3,0),COLOR0000FF;
STICKLINE(量化指标 =REF(量化指标,1),0,量化指标,2.7.5,0),COLOR001BFF;
STICKLINE(量化指标 =REF(量化指标,1),0,量化指标,2.4,0),COLOR0035FF;
STICKLINE(量化指标 =REF(量化指标,1),0,量化指标,2.1,0),COLOR0050FF;
STICKLINE(量化指标 =REF(量化指标,1),0,量化指标,1.8,0),COLOR0062FF;
STICKLINE(量化指标 =REF(量化指标,1),0,量化指标,1.5,0),COLOR007AFF;
STICKLINE(量化指标 =REF(量化指标,1),0,量化指标,1.2,0),COLOR0089FF;
STICKLINE(量化指标 =REF(量化指标,1),0,量化指标,0.9,0),COLOR009CFF;
STICKLINE(量化指标 =REF(量化指标,1),0,量化指标,0.6,0),COLOR00C0FF;
STICKLINE(量化指标 =REF(量化指标,1),0,量化指标,0.3,0),COLOR00EAFF;
通达信博尔量化交易系统截图