全球十大经典策略Aberration策略 文华财经T8版[量化交易策略]

全球十大经典策略Aberration策略 文华财经T8版[量化交易策略]

注意：本模型源码用于文华财经赢智WH8软件。

策略源码

TRADE_OTHER('AUTO');

SETMOVEOPIPRICE(LIMIT_ORDER);

N:=26;

M:=2;

TR :=MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));

ATR :=MA(TR,N);

ATR1 :=MA(TR,N)/REF(MA(TR,N),1)*100*0.5;

TC:INTPART((MONEYTOT*0.02/(UNIT*ATR))),NODRAW;

MID:MA(CLOSE,N);

UP:MID + M*ATR;

DN:MID - M*ATR;

C>UP,BPK;

C<MID,SP;

C<DN,SPK;

C>MID,BP;

T_COMMAND(TC);

SETSIGPRICETYPE(BPK,LIMIT_ORDER);

SETSIGPRICETYPE(SPK,LIMIT_ORDER);

SETSIGPRICETYPE(BP,LIMIT_ORDER);

SETSIGPRICETYPE(SP,LIMIT_ORDER);

AUTOFILTER;