文华财经海龟交易系统.doc

文华财经海龟交易系统模型源码[文华财经公式]
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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<B1&&A1<REF(A1,1) ,0.925 ,0.92 ,COLORLIGHTGREEN ,0 );
DRAWTEXT(VAR1>=REF(VAR1,1)&&VAR2>=REF(VAR2,1)&&BARSLAST(A1<B1&&A1<REF(A1,1)&&C>REF(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(DF<KF,DF,KF,3,0); STICKLINE(DF>78 && 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%');