文華獨特的形態(tài)箱體交易策略模型

BAA:=1;
MA4:=EMA(CLOSE,10)*BAA;
HH:=HHV(HIGH,5)*BAA;
LL:=LLV(LOW,5)*BAA;
H1:=IFELSE(CLOSE>REF(HH,1),1,0)*BAA;
L1:=IFELSE(CLOSE<REF(LL,1),-1,0)*BAA;
H0:=REF(HIGH,1)*BAA;
L0:=REF(LOW,1)*BAA;
P7:=H1+L1*BAA;//程序化交易 www.kzuj.com.cn
P8:=IFELSE(P7=0,REF(P7,1),P7)*BAA;
P9:=IFELSE(P8=0,REF(P8,1),P8)*BAA;
P10:=IFELSE(P9=0,REF(P9,1),P9)*BAA;
P11:=IFELSE(P10=0,REF(P10,1),P10)*BAA;
P12:=IFELSE(P11=0,REF(P11,1),P11)*BAA;
P13:=IFELSE(P12=0,REF(P12,1),P12)*BAA;
P14:=IFELSE(P13=0,REF(P13,1),P13)*BAA;
P15:=IFELSE(P14=0,REF(P14,1),P14)*BAA;
P16:=IFELSE(P15=0,REF(P15,1),P15)*BAA;
P17:=IFELSE(P16=0,REF(P16,1),P16)*BAA;
P18:=IFELSE(P17=0,REF(P17,1),P17)*BAA;
P19:=IFELSE(P18=0,REF(P18,1),P18)*BAA;
P20:=IFELSE(P19=0,REF(P19,1),P19)*BAA;
P21:=IFELSE(P20=0,REF(P20,1),P20)*BAA;
P22:=IFELSE(P21=0,REF(P21,1),P21)*BAA;
P23:=IFELSE(P22=0,REF(P22,1),P22)*BAA;
P24:=IFELSE(P23=0,REF(P23,1),P23)*BAA;
P25:=IFELSE(P24=0,REF(P24,1),P24)*BAA;
P26:=IFELSE(P25=0,REF(P25,1),P25)*BAA;
P27:=IFELSE(P26=0,REF(P26,1),P26)*BAA;
P28:=IFELSE(P27=0,REF(P27,1),P27)*BAA;
P29:=IFELSE(P28=0,REF(P28,1),P28)*BAA;
P30:=IFELSE(P29=0,REF(P29,1),P29)*BAA;
T:=IFELSE(P30=0,REF(P30,1),P30)*BAA;
T=1,BPK;
T=-1,SPK;
AUTOFILTER;//贏順去掉該行

源碼解析：

BAA賦值:1
MA4賦值:收盤價的10日指數(shù)移動平均*BAA
HH賦值:5日內(nèi)最高價的最高值*BAA
LL賦值:5日內(nèi)最低價的最低值*BAA
H1賦值:IFELSE(收盤價>昨日HH,1,0)*BAA
L1賦值:IFELSE(收盤價<昨日LL,-1,0)*BAA
H0賦值:昨日最高價*BAA
L0賦值:昨日最低價*BAA
P7賦值:H1+L1*BAA
P8賦值:IFELSE(P7=0,昨日P7,P7)*BAA
P9賦值:IFELSE(P8=0,昨日P8,P8)*BAA
P10賦值:IFELSE(P9=0,昨日P9,P9)*BAA
P11賦值:IFELSE(P10=0,昨日P10,P10)*BAA
P12賦值:IFELSE(P11=0,昨日P11,P11)*BAA
P13賦值:IFELSE(P12=0,昨日P12,P12)*BAA
P14賦值:IFELSE(P13=0,昨日P13,P13)*BAA
P15賦值:IFELSE(P14=0,昨日P14,P14)*BAA
P16賦值:IFELSE(P15=0,昨日P15,P15)*BAA
P17賦值:IFELSE(P16=0,昨日P16,P16)*BAA
P18賦值:IFELSE(P17=0,昨日P17,P17)*BAA
P19賦值:IFELSE(P18=0,昨日P18,P18)*BAA
P20賦值:IFELSE(P19=0,昨日P19,P19)*BAA
P21賦值:IFELSE(P20=0,昨日P20,P20)*BAA
P22賦值:IFELSE(P21=0,昨日P21,P21)*BAA
P23賦值:IFELSE(P22=0,昨日P22,P22)*BAA
P24賦值:IFELSE(P23=0,昨日P23,P23)*BAA
P25賦值:IFELSE(P24=0,昨日P24,P24)*BAA
P26賦值:IFELSE(P25=0,昨日P25,P25)*BAA
P27賦值:IFELSE(P26=0,昨日P26,P26)*BAA
P28賦值:IFELSE(P27=0,昨日P27,P27)*BAA
P29賦值:IFELSE(P28=0,昨日P28,P28)*BAA
P30賦值:IFELSE(P29=0,昨日P29,P29)*BAA
T賦值:IFELSE(P30=0,昨日P30,P30)*BAA
T=1,BPK
T=-1,SPK
AUTOFILTER
//贏順去掉該行