文华财经海龟交易系统.doc

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1、文华财经海龟交易系统模型源码文华财经公式 = A:=REF(HHV(H,20),1); B:=REF(LLV(L,20),1); AA:=REF(HHV(H,10),1); BB:=REF(LLV(L,10),1); CROSS(H,A),BK;/突破 20 高点开多仓 CROSS(AA,H),SP;/跌破 10 低点平仓 CROSS(B,L),SK;/突破 20 低点开空仓 CROSS(BB,L),BP;/上传 10 高点平仓 C:=CLOSE; O:=OPEN; H:=HIGH; L:=LOW; STICKLINE(O=C,C,O,COLORCYAN,0); DRAWLINE(O=C,H,

2、O=C,L,COLORCYAN); STICKLINE(C=O,C,O,COLORRED,1); DRAWLINE(C=O,C,C=O,H,COLORRED); DRAWLINE(C=O,L,C=O,O,COLORRED); LC:=REF(CLOSE,1); TR:=MAX(HIGH - LOW),MAX(HIGH - LC),(LC - LOW); ATR:=SMA(TR,20,1); AA:=(HHV(HIGH,N1) - (2 * ATR); BB:=CROSS(CLOSE,REF(HHV(HIGH,55),1); SSS:=CROSS(MIN(MA(CLOSE,13),AA),CLO

3、SE); BBB:=BARSLAST(BB)-1; SSSB:=BARSLAST(SSS)-1; B1:=(BBB = 0) B1B:=BARSLAST(B1); B2:=(BB = 1) B2B:=BARSLAST(B2); B3:=(BB = 1) B3B:=BARSLAST(B3); SS:=CROSS(MAX(AA,MA(CLOSE,13),CLOSE); SS1:=(SS SS1B:=BARSLAST(SS1); SS2:=(SS DRAWTEXT(B1 = 1),(LOW - 0.25),买 1/2); DRAWTEXT(B2 = 1),(LOW - 0.25),买 2/3); D

4、RAWTEXT(B3 = 1),(LOW - 0.25),买 1/3); DRAWTEXT(SS1 = 1),(HIGH + 0.25), 卖 100%); DRAWTEXT(SS2 = 1),(HIGH + 0.25), 卖 100%); DRAWTEXT(SSSS = 1),(HIGH + 0.25), 卖 100%); STICKLINE(OPEN=CLOSE,CLOSE,OPEN,COLORCYAN,0); DRAWLINE(OPEN=CLOSE,HIGH,OPEN=CLOSE,LOW,COLORCYAN); STICKLINE(CLOSE=OPEN,CLOSE,OPEN,COLORR

5、ED,1); DRAWLINE(CLOSE=OPEN,CLOSE,CLOSE=OPEN,HIGH,COLORRED); DRAWLINE(CLOSE=OPEN,LOW,CLOSE=OPEN,OPEN,COLORRED); LC:=REF(CLOSE,1); TR:=MAX(HIGH - LOW),MAX(HIGH - LC),(LC - LOW); ATR:=SMA(TR,20,1); AA:=(HHV(HIGH,N1) - (2 * ATR); BB:=CROSS(CLOSE,REF(HHV(HIGH,55),1); SSS:=CROSS(MIN(MA(CLOSE,13),AA),CLOSE

6、); BBB:=BARSLAST(BB)-1; SSSB:=BARSLAST(SSS)-1; B1:=(BBB = 0) B1B:=BARSLAST(B1); B2:=(BB = 1) B2B:=BARSLAST(B2); B3:=(BB = 1) B3B:=BARSLAST(B3); SS:=CROSS(MAX(AA,MA(CLOSE,13),CLOSE); SS1:=(SS SS1B:=BARSLAST(SS1); SS2:=(SS DRAWTEXT(B1 = 1),(LOW - 0.25),买 1/2); DRAWTEXT(B2 = 1),(LOW - 0.25),买 2/3); DRA

7、WTEXT(B3 = 1),(LOW - 0.25),买 1/3); DRAWTEXT(SS1 = 1),(HIGH + 0.25), 卖 100%); DRAWTEXT(SS2 = 1),(HIGH + 0.25), 卖 100%); DRAWTEXT(SSSS = 1),(HIGH + 0.25), 卖 100%); 捕捉强势 C:=CLOSE; L:=LOW; H:=HIGH; O:=OPEN; JJJ:1.0; ZJ:=(C+C+L+H)/4; ZJ5:=MA(ZJ,5); VAR1:=ZJ5/MA(C,20); VARAAA:ZJ5/MA(C,20); VAR2:=ZJ5/MA(C,

8、50); A:=MA(C,5)REF(MA(C,5),1); B:=MA(C,10)=REF(MA(C,10),1); XIANFENG:IF(VAR11.02,1.03,VAR1),COLORYELLOW; STICKLINE(XIANFENG1.019 HOUYUAN:IF(VAR21,1,VAR2),COLORCYAN; STICKLINE(HOUYUAN=1 VAR3:= REF(MA(ZJ,5),1); A1:=SMA(MAX(C-VAR3,0),9,1)/SMA(ABS(C-VAR3),9,1)*100; B1:=100*(HHV(H,14)-C)/(HHV(H,14)-LLV(L

9、,14); STICKLINE(B195,0.910,0.92,COLORGREEN,0); STICKLINE(A1B1 STICKLINE(A1REF(VAR1,1) KS13:=(C-SMA(C,13,1)/SMA(C,13,1)*(-100); AAA:=REF(KS13,1)-13 CHAODI:=IF(AAA BUZHUO:IF(DUOKONG DRAWTEXT(BUZHUO=1.03,1.001,突破或追涨); VAR6:=MA(ZJ,27); VAR7:=(ZJ-VAR6)/VAR6; E:=MA(VAR7,2); F:=BARSLAST(CROSS(-0.1,E)=1); G

10、:=E3; FILLRGN(G,0.99,1,COLORYELLOW); DRAWTEXT(G FILLRGN(VAR2=C,H,O=C,L,COLORCYAN); STICKLINE(C=O,C,O,COLORRED,1); DRAWLINE(C=O,C,C=O,H,COLORRED); DRAWLINE(C=O,L,C=O,O,COLORRED); LC:=REF(CLOSE,1); TR:=MAX(HIGH - LOW),MAX(HIGH - LC),(LC - LOW); ATR:=SMA(TR,20,1); AA:=(HHV(HIGH,N1) - (2 * ATR); BB:=CRO

11、SS(CLOSE,REF(HHV(HIGH,55),1); SSS:=CROSS(MIN(MA(CLOSE,13),AA),CLOSE); BBB:=BARSLAST(BB)-1; SSSB:=BARSLAST(SSS)-1; B1:=(BBB = 0) B1B:=BARSLAST(B1); B2:=(BB = 1) B2B:=BARSLAST(B2); B3:=(BB = 1) B3B:=BARSLAST(B3); SS:=CROSS(MAX(AA,MA(CLOSE,13),CLOSE); SS1:=(SS SS1B:=BARSLAST(SS1); SS2:=(SS DRAWTEXT(B1

12、= 1),(LOW - 0.25),买 1/2); DRAWTEXT(B2 = 1),(LOW - 0.25),买 2/3); DRAWTEXT(B3 = 1),(LOW - 0.25),买 1/3); DRAWTEXT(SS1 = 1),(HIGH + 0.25), 卖 100%); DRAWTEXT(SS2 = 1),(HIGH + 0.25), 卖 100%); DRAWTEXT(SSSS = 1),(HIGH + 0.25), 卖 100%); 兰色见底买入,红色见顶卖出 DF:=7*SMA(CLOSE-LLV(LOW,27)/(HHV(HIGH,27)-LLV(LOW,27)*30,

13、4,1) - 3*SMA(SMA(CLOSE-LLV(LOW,27)/(HHV(HIGH,27)-LLV(LOW,27)*30,4,1),3,1) - SMA(SMA(SMA(CLOSE-LLV(LOW,27)/(HHV(HIGH,27)-LLV(LOW,27)*30,4,1) ,3,1),2,1); DF,COLORMAGENTA; KF:EMA(MA(DF,5),7),COLORLIGHTGREY; STICKLINE(DF=KF,DF,KF,3,0); STICKLINE(DF78 STICKLINE(KFDF,KF,DF,COLORLIGHTGREY,0); STICKLINE(KF=

14、C,H,O=C,L,COLORCYAN); STICKLINE(C=O,C,O,COLORRED,1); DRAWLINE(C=O,C,C=O,H,COLORRED); DRAWLINE(C=O,L,C=O,O,COLORRED); LC:=REF(CLOSE,1); TR:=MAX(HIGH - LOW),MAX(HIGH - LC),(LC - LOW); ATR:=SMA(TR,20,1); AA:=(HHV(HIGH,N1) - (2 * ATR); BB:=CROSS(CLOSE,REF(HHV(HIGH,55),1); SSS:=CROSS(MIN(MA(CLOSE,13),AA)

15、,CLOSE); BBB:=BARSLAST(BB)-1; SSSB:=BARSLAST(SSS)-1; B1:=(BBB = 0) B1B:=BARSLAST(B1); B2:=(BB = 1) B2B:=BARSLAST(B2); B3:=(BB = 1) B3B:=BARSLAST(B3); SS:=CROSS(MAX(AA,MA(CLOSE,13),CLOSE); SS1:=(SS SS1B:=BARSLAST(SS1); SS2:=(SS DRAWTEXT(B1 = 1),(LOW - 0.25),买 1/2); DRAWTEXT(B2 = 1),(LOW - 0.25),买 2/3); DRAWTEXT(B3 = 1),(LOW - 0.25),买 1/3); DRAWTEXT(SS1 = 1),(HIGH + 0.25), 卖 100%); DRAWTEXT(SS2 = 1),(HIGH + 0.25), 卖 100%); DRAWTEXT(SSSS = 1),(HIGH + 0.25), 卖 100%);

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