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 - ),'买1/2');
DRAWTEXT((B2 = 1),(LOW - ),'买2/3');
DRAWTEXT((B3 = 1),(LOW