文华财经海龟交易系统

文华财经海龟交易系统模型源码[文华财经] =============================================================== 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,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),CLOSE); BBB:=BARSLAST(BB)-1; SSSB:=BARSLAST(SSS)-1; B1:=((BBB = 0) && (REF(SSSB,1) < REF(BBB,1))); B1B:=BARSLAST(B1); B2:=((((BB = 1) && (B1B < SSSB)) && (B1B > 0)) && (COUNT(BB,SSSB) < 3)); B2B:=BARSLAST(B2); B3:=((((BB = 1) && (B2B < B1B)) && (COUNT(BB,SSSB) < 4)) && (COUNT(BB,SSSB) > 2)); B3B:=BARSLAST(B3); SS:=CROSS(MAX(AA,MA(CLOSE,13)),CLOSE); SS1:=(((SS && ((B3B < B2B) || (B2B < B1B))) && (SSSB > B1B)) && (COUNT(SS,B2B) < 2)); SS1B:=BARSLAST(SS1); SS2:=((((SS && (SS1B < SSSB)) && (B3B < B2B)) && (SS1B > 0)) && (COUNT(SS,B2B) < 3)); SSSS:=(SSS && (REF(SSSB,1) > REF(B1B,1))); 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%'); STICKLINE(OPEN>=CLOSE,CLOSE,OPEN,COLORCYAN,0); DRAWLINE(OPEN>=CLOSE,HIGH,OPEN>=CLOSE,LOW,COLORCYAN); STICKLINE(CLOSE>=OPEN,CLOSE,OPEN,COLORRED,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); BBB:=BARSLAST(BB)-1; SSSB:=BARSLAST(SSS)-1; B1:=((BBB = 0) && (REF(SSSB,1) < REF(BBB,1))); B1B:=BARSLAST(B1); B2:=((((BB = 1) && (B1B < SSSB)) && (B1B > 0)) && (COUNT(BB,SSSB) < 3)); B2B:=BARSLAST(B2); B3:=((((BB = 1) && (B2B < B1B)) && (COUNT(BB,SSSB) < 4)) && (COUNT(BB,SSSB) > 2)); B3B:=BARSLAST(B3); SS:=CROSS(MAX(AA,MA(CLOSE,13)),CLOSE); SS1:=(((SS && ((B3B < B2B) || (B2B < B1B))) && (SSSB > B1B)) && (COUNT(SS,B2B) < 2)); SS1B:=BARSLAST(SS1); SS2:=((((SS && (SS1B < SSSB)) && (B3B < B2B)) && (SS1B > 0)) && (COUNT(SS,B2B) < 3)); SSSS:=(SSS && (REF(SSSB,1) > REF(B1B,1))); 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%'); 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,50); A:=MA(C,5)>REF(MA(C,5),1); B:=MA(C,10)>=REF(MA(C,10),1); XIANFENG:IF(VAR1>1.02,1.03,VAR1),COLORYELLOW; STICKLINE(XIANFENG>1.019 && A,XIANFENG,XIANFENG-0.004,COLORGREEN,0); HOUYUAN:IF(VAR2>1,1,VAR2),COLORCYAN; STICKLINE(HOUYUAN=1 && B,1,0.995,COLORRED,0); 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,14)); STICKLINE(B1<5,0.925,0.935,COLORRED,0); STICKLINE(B1>95,0.910,0.92,COLORGREEN,0); STICKLINE(A1>B1&&A1>REF(A1,1) ,0.925 ,0.92 ,COLORMAGENTA ,0 ); STICKLINE(A1=REF(VAR1,1)&&VAR2>=REF(VAR2,1)&&BARSLAST(A1REF(C,1))=2,0.96,'-等回踩'); RSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100; {==========} K:=SMA(RSV,3,1); XX:=VAR1>REF(VAR1,1)&&K>REF(K,1)&&VAR2>REF(VAR2,1)&&A1>B1&&A1>REF(A1,1)&&BARSLAST(A1>B1&&A1>REF(A1,1))>2&&(C+O)/(REF(C,1)+REF(O,1))<1.024; IF(XX,0.95,0.92),COLORRED; DRAWLINE( XX,1.02 ,XX ,0.90 ,COLORRED ); DRAWTEXT(A1-B1>0,1.05,''); KS13:=(C-SMA(C,13,1))/SMA(C,13,1)*(-100); AAA:=REF(KS13,1)>-13 && REF(KS13,1)/KS13>1.12&& (C-O)+(REF(C,1)-REF(O,1))/REF(C,1)>1.03&&(C-O)/ABS(REF(C,1)-REF(O,1))>1.0&&(H-C)/(O-L)<1 ; CHAODI:=IF(AAA && REF(C,1)< MA(CLOSE,5),0.95,1),COLORWHITE; DRAWTEXT(CHAODI=0.95,0.935,'←抄底'); DUO:=EMA(MA(CLOSE,1)*70,2); KONG:=EMA((MA(C*1.1,1)-MA(C*0.9,1))*70,2); DRAWTEXT(DUO>KONG &&HOUYUAN=1 && B,1.05,'='); BUZHUO:IF(DUO>KONG &&C>O&& HOUYUAN=1 && B && COUNT(DUO>KONG && HOUYUAN=1 && B,5)=1,1.03,1),COLORRED; 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:=E<-0.1 && F>3; FILLRGN(G,0.99,1,COLORYELLOW); DRAWTEXT(G&&BARSLAST(G )>2,0.98,'底'); FILLRGN(VAR2<0.82,0.98,1,COLORGREEN); FILLRGN(VAR2<0.8,0.97,1,COLORWHITE); BIAS1:=(C-MA(C,6))/MA(C,6)*100; BIAS2:=(C-MA(C,12))/MA(C,12)*100; BIAS3:=(C-MA(C,24))/MA(C,24)*100; BIAS:=(BIAS1+2*BIAS2+3*BIAS3)/6; GUAILI:=MA(BIAS,3); FILLRGN(GUAILI<-6 && GUAILI>=-12,0.9985,1,COLORYELLOW); FILLRGN(GUAILI<-12 && GUAILI>=-18,0.995,1,COLORGREEN); FILLRGN(GUAILI<-18,0.975,1,COLORWHITE); C:=CLOSE; O:=OPEN; H:=HIGH; L:=LOW; STICKLINE(O>=C,C,O,COLORCYAN,0); DRAWLINE(O>=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),CLOSE); BBB:=BARSLAST(BB)-1; SSSB:=BARSLAST(SSS)-1; B1:=((BBB = 0) && (REF(SSSB,1) < REF(BBB,1))); B1B:=BARSLAST(B1); B2:=((((BB = 1) && (B1B < SSSB)) && (B1B > 0)) && (COUNT(BB,SSSB) < 3)); B2B:=BARSLAST(B2); B3:=((((BB = 1) && (B2B < B1B)) && (COUNT(BB,SSSB) < 4)) && (COUNT(BB,SSSB) > 2)); B3B:=BARSLAST(B3); SS:=CROSS(MAX(AA,MA(CLOSE,13)),CLOSE); SS1:=(((SS && ((B3B < B2B) || (B2B < B1B))) && (SSSB > B1B)) && (COUNT(SS,B2B) < 2)); SS1B:=BARSLAST(SS1); SS2:=((((SS && (SS1B < SSSB)) && (B3B < B2B)) && (SS1B > 0)) && (COUNT(SS,B2B) < 3)); SSSS:=(SSS && (REF(SSSB,1) > REF(B1B,1))); 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%'); 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))*30,4,1) -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 && DF>=KF,DF,78,COLORRED,0); STICKLINE(KF<=DF,KF,DF,COLORMAGENTA,0); STICKLINE(KF>DF,KF,DF,COLORLIGHTGREY,0); STICKLINE(KF<15 && KF<=DF,KF,15,COLORBLUE,0); 海海龟交易系统(文华用 技术指标 主图) [原创 2010-3-27 18:48:44]            C:=CLOSE;       O:=OPEN;       H:=HIGH;       L:=LOW;       STICKLINE(O>=C,C,O,COLORCYAN,0);       DRAWLINE(O>=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),CLOSE);       BBB:=BARSLAST(BB)-1;       SSSB:=BARSLAST(SSS)-1;       B1:=((BBB = 0) && (REF(SSSB,1) < REF(BBB,1)));       B1B:=BARSLAST(B1);       B2:=((((BB = 1) && (B1B < SSSB)) && (B1B > 0)) && (COUNT(BB,SSSB) < 3));       B2B:=BARSLAST(B2);       B3:=((((BB = 1) && (B2B < B1B)) && (COUNT(BB,SSSB) < 4)) &&       (COUNT(BB,SSSB) > 2));       B3B:=BARSLAST(B3);       SS:=CROSS(MAX(AA,MA(CLOSE,13)),CLOSE);       SS1:=(((SS && ((B3B < B2B) || (B2B < B1B))) && (SSSB > B1B)) &&       (COUNT(SS,B2B) < 2));       SS1B:=BARSLAST(SS1);       SS2:=((((SS && (SS1B < SSSB)) && (B3B < B2B)) && (SS1B > 0)) &&       (COUNT(SS,B2B) < 3));       SSSS:=(SSS && (REF(SSSB,1) > REF(B1B,1)));       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%');