Easylanguage的下单指令

SetTBProfileString(pKey,pKeyT radIdx,Text(CurrentBar()));

maxProfit=0;

maxLoss=0;

curProfit=0;

}

}

//

平空反多

If(tradState==-1 And bc And tradNum=0.0001*tradBegin And Time<=0.0001*tradEnd)

{

if(BarStatus==2) tradePrice= Q_AskPrice +splitDot; Else tradePrice=Open+splitDot;

If(Buy(maxLots,tradePrice))

{

tradMem=

平空反多

-

SetTBProfileString(pKey,pKeyTr adProve,Text(1));

SetTBProfileString(pK ey,pKeyTradState,Text(1));

SetTBProfile String(pKey,pKeyTradCost,Text(tradePrice));

SetTBProfileString(pKey,pKeyTradNum,Text(1+tr adNum));

SetTBProfileString(pKey,pKeyTr adIdx,Text(CurrentBar()));

maxProfit=0;

maxLoss=0;

curProfit=0;

}

}

tradCyc=(CurrentBar()-tradIdx);

tradMem=

浮盈

:

最大 浮盈

:

仓期：

dopos=

//

开仓

BAR

的处理

if(tradCyc==0)

{

}

//

持仓

BAR

的处理

Else

if(tradCyc>0)

{

/ /

开仓后第一根

BAR

的处理

-

应对

bar

走完后的 信号消失问题

********************************* *************

if(tradCyc==1)

{

。

。

。

。

。< /p>

}

Else

dopos=DoPos ition(tradState,tradCyc,curProfit,maxProfit,stopLo ss,stopProfis,tracProfis,tracLoss,returnProfis,min Profis,max

}

dopo s=DoPosition(tradState,tradCyc,curProfit,maxProfit ,stopLoss,stopProfis,tracProfis,tracLoss,returnPro fis,minProfis,max

//

统一的平仓处理

----------------------------------------- --------------------------------------------------

if(Len(dopos)>2)

{

//

处理交易价格，叫卖叫买价加上滑点，便于成交

if(BarStatus==2)

{

If(tradState==1) tradePrice= Q_BidPrice -splitDot;

If(tradState==-1) tradePrice= Q_AskPrice +splitDot;

}Else tradePrice=Close-tradState*splitDot;

//

平多

If(tradState==1)

{

If(Sell(maxLots,tradePrice))

{

tradMem=dopos+

平 多

-

SetTBProfileString(pKey,pK eyTradProve,Text(1));

SetTBProfileStrin g(pKey,pKeyTradState,Text(0));

maxProfit=0;

maxLoss=0;

}

}

//

平空

If(tradState==-1)

{

If(BuyToCover(maxLots,tradePrice))

{

tradMem=dopos+

平 空

-

SetTBProfileString(pKey,pK eyTradProve,Text(1));

SetTBProfileStrin g(pKey,pKeyTradState,Text(0));

maxProfit=0;

maxLoss=0;

}

}

Commentary(tradMem);

}

}

}

End

据说有

90%

胜率的交易系统

A system giving over 90% profitable trades.

[

博主注：

easy languge

语言编写，适用于

TS8

、

MC

等软件，使用时去掉中间中文字

]

{*********************************** *****************

The Simplest System #3 with Money Management.

Copyright (c) 2002 DT

******************************* *********************}

Input: Price((H L)*.5), {

中间价

}

PtUp(4.), PtDn(4.), {Max correction to change trend}

MM_Model(2), {1 = % Risk Model; 2 = % Volatility Model;

3 = Drawdown Model; 4 = Kelly Model; 5 = Williams' Model;

6 = Fixed Ratio Model; 7= Market Money Model}

MM(1), {% Risk parameter}

MM_add(0), {% Risk for playing market money; 0 to disactivate}

MaxVolat(100), {% Risk for playing market money; 100 to disactivate}

MaxDD(20), {% Drawdown

资金回撤率

}

InitCapital(100000); {Initial capital to trade

开始资金

}

Vars:LL(99999), HH(0), Trend(0), Volat(TrueRange);MP(0), Risk(Range), Num(1),

add_num(0), red_num(0), FRDelta(0),DD(0),Equity(InitCapital), TotalEquity(InitCapital),

EqTop(InitCapital),AssuredProfit(0), HPositionProfit(0), Kelly(0);

MP = MarketPosition;

Volat = .5 * TrueRange .5*Volat[1];

if MP <= 0 then

begin

if Price < LL then LL = Price;

if Price cross above LL*(1 PtUp*.01) then

begin

Trend = 1;

HH = Price;

end;

end;

if MP >= 0 then begin

if Price > HH then HH = Price;

if Price cross below HH*(1 - PtDn*.01) then

begin

Trend = -1;

LL = Price;

end;

end;

If trend = 1 then Risk = PtDn * .01 * close { Slippage};

If trend = -1 then Risk = PtUp * .01 * close { Slippage};

HPositionProfit = maxlist( OpenPositionProfit, HPositionProfit);

AssuredProfit = HPositionProfit - Risk;

Equity = InitCapital NetProfit;

TotalEquity = Equity OpenPositionProfit;

EqTop = MaxList(EqTop, TotalEquity);

if MM_Model = 1 then { % Risk Model }

Num = floor(MM * Equity *.01/Risk);

if MM_Model = 2 then { % Volatility Model }

Num = floor(MM * Equity *.01/ Volat / BigPointValue );

if MM_Model = 3 then begin { Drawdown Model }

Num = floor(MM * (Equity - (1 - MaxDD*.01) * EqTop) * .01 / Volat /

BigPointValue);

end;

if MM_Model = 4 then

begin { Kelly Model }

If TotalTrades > 20 and GrossProfit > 0 then

Kelly = NumWinTrades/TotalTrades * (1 - GrossLoss/GrossProfit)

else

Kelly = 0.1;

if Kelly > .9 then Kelly = .9;

Num = floor(MM * Kelly * Equity * .01 / Risk);{Print(Kelly);}

end;

if MM_Model = 5 then

begin { Larry Williams' Model }

value11 = MaxList(-LargestLosTrade / MaxList(CurrentContracts, 1) , Risk);

Num = floor(MM * Equity *.01 / value11);

end;

if MM_Model = 6 then

begin { Fixed Ratio Model }

{ DD = MaxList(DD, (EqTop - TotalEquity)/MaxList(CurrentContracts, 1)) {Max

Drawdown}

if TotalTrades > 20 and DD > 0 then FRDelta = MM * DD *.01

else }

FRDelta = MM * volat * BigPointValue * .01; {Delta}

value12 = MaxList(Equity - .5*close*(close FRDelta)/FRDelta, 0.25);

Num = floor(SquareRoot(2*value12/FRDelta .25) .5);

end;

if MM_Model = 7 then { Playing the market money }

num = floor((MM * (InitCapital MinList(NetProfit, 0)) MM_add *

MaxList(NetProfit, 0)) * .01 / Volat / BigPointValue);

{ Entries}

if trend = 1 and trend[1] <> 1 then buy(

if trend = -1 and trend[1] <> -1 then sell(

add_num = floor( MM_add * AssuredProfit * .01/ Volat / BigPointValue);

{ Assured Profit Pyramiding }

if add_num > 0 and OpenPositionProfit > Volat * BigPointValue then

begin

if Trend = 1 and MP = 1 then buy(

if Trend = -1 and MP = -1 then sell(

end;

red_num = floor((CurrentContracts * Volat * BigPointValue - MaxVolat *

TotalEquity * .01)/ close);

if red_num > 0 then

begin

if Trend = 1 and MP = 1 then exitlong(

if Trend = -1 and MP = -1 then exitshort(

end;

if Num < 1 then Num = 1;

这个系统很简单的，大概说明以下：

1

从

“MP = MarketPosition; ”

开始才是指令，前面为参数说明，变量定义

2 MarketPosition

表示多头空头，这是一个双 向交易系统，多头、空头规则不同

3

然后是一段趋势跟踪：

if MP <= 0 then begin

if Price < LL then LL = Price;

if Price cross above LL*(1 PtUp*.01) then begin

Trend = 1;

HH = Price;

end;