帮做TB程序化公式、股票选股公式代写、开拓者 TB 【震荡+趋势混合策略】恒温器策略【源码】-开拓者公式

【震荡+趋势混合策略】恒温器策略
Params
Numeric bollinglengths(50);
Numeric trendliqlength(50);
Numeric numstddevs(2);
Numeric swingprcnt1(0.5);
Numeric swingprcnt2(0.75);
Numeric atrlength(10);
Numeric swingtrendswitch(50);
Vars
BoolSeries swing(False);
NumericSeries cmival;
NumericSeries buyeasierday(0);
NumericSeries selleasierday(0);
NumericSeries trendlokbuy;
NumericSeries trendloksell;
NumericSeries trendbuypt;
NumericSeries trendsellpt;
NumericSeries keyofday;
NumericSeries ma1;
NumericSeries midd;
Numeric swingprotstop;

Numeric atr;
Numeric swingbuypt;
Numeric swingsellpt;
Begin
Commentary("BarInterval= "+Text(BarInterval));
cmival=Abs(Close[1]-Close[31])/(Highest(High[1],30)-Lowest(Low[1],30));
trendloksell=Average(Low[1],3*240/BarInterval);
trendlokbuy=Average(High[1],3*240/BarInterval);
keyofday=(HighD(0)+LowD(0)+CloseD(0))/3;
If(DateDate[1]){
If(CloseD(1)>keyofday[1])
{
selleasierday=1;
//空头日
}Else{
buyeasierday=1;
//多头日
}
}
Atr=XAverage(TrueRange,atrlength*240/BarInterval);
If(buyeasierday==1){
swingbuypt=OpenD(0)+swingprcnt1*atr;
swingsellpt=OpenD(0)-swingprcnt2*atr;
}
If(selleasierday==1){
swingbuypt=OpenD(0)+swingprcnt2*atr;
swingsellpt=OpenD(0)-swingprcnt1*atr;
}
swingbuypt=Max(swingbuypt,trendlokbuy);
swingsellpt=Min(swingsellpt,trendloksell);

PlotNumeric("Buy",swingbuypt);
PlotNumeric("Sell",swingsellpt);

ma1=Average(Close[1],trendliqlength);
//趋势均线
midd=Average(Close[1],bollinglengths);
//布林中线
trendbuypt=midd+numstddevs*StandardDev(Close[1],bollinglengths);
trendsellpt=midd-numstddevs*StandardDev(Close[1],bollinglengths);

If(cmival=swingbuypt)
//开多仓
{
Buy(1,Max(Open,swingbuypt));
swing=True;
}
If(MarketPosition==0Low[1]0Low[1]=swingbuypt)
//空头反手
{
Buy(1, Max(Open,swingbuypt));
swing=True;
}
}Else{
swingprotstop=atr*3;
If(MarketPosition==0High[1]>=trendbuypt)
//开多仓
{
Buy(1,Max(Open,trendbuypt));
swing=False;
}
If(MarketPosition==0Low[1]0swing)
//多头止损
{
If(Low[1]=EntryPrice+swingprotstop)
{
BuyToCover(1,Max(Open, EntryPrice+swingprotstop));
}Else If(High[1]>=ma1)
{
BuyToCover (1,Max(Open,ma1));
}
}
}

End