文华财经海龟交易系统.doc

文档介绍：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,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-),'买1/2');DRAWTEXT((B2=1),(LOW-),'买2/3');DRAWTEXT((B3=1),(LOW-),'买1/3');DRAWTEXT((SS1=1),(HIGH+),'卖100%');DRAWTEXT((SS2=1),(HIGH+),'卖100%');DRAWTEXT((SSSS=1),(HIGH+),'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))&&(COUN