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1、沪镍2分钟波段策略PARAM1:=105;PARAM2:=-25;NX1:=7;NX2:=8;NX3:=9;NN:=BARSLAST(DATE<>REF(DATE,1))+1;YC:=REF(C,NN);YO:=REF(REF(O,NN-1),NN);YYC:=REF(REF(C,NN),NN);TDO:=REF(O,NN);TDOMAX:=MAX1(TDO,REF(TDO,NN),REF(REF(TDO,NN),NN));TDOMIN:=MIN1(TDO,REF(TDO,NN),REF(REF(TDO,NN),NN));LOTS:=30000
2、0/(0.1*UNIT*CLOSE);MA5BD:=(ABS(REF(O,SUMBARS(NN=1,2))-REF(C,SUMBARS(NN=1,1)+1))+ABS(REF(O,SUMBARS(NN=1,3))-REF(C,SUMBARS(NN=1,2)+1))+ABS(REF(O,SUMBARS(NN=1,4))-REF(C,SUMBARS(NN=1,3)+1))+ABS(REF(O,SUMBARS(NN=1,5))-REF(C,SUMBARS(NN=1,4)+1))+ABS(REF(O,SUMBARS(NN=1,6))-REF(C,SUM
3、BARS(NN=1,5)+1)))/5;HHS:=REF(HHV(H,10),NX2)*(1000+NX3)/1000;LLS:=REF(LLV(L,10),NX2)*(1000-NX3)/1000;BUYMARKET:=IF(YYC/YC>=1,1,0);BUYMARKETBUYPRICE:=IF(BUYMARKET=1,TDOMAX+PARAM2*MA5BD/100,TDOMAX);BUYMARKETSHORTPRICE:=IF(BUYMARKET=1,TDOMIN-PARAM1*MA5BD/100,TDOMIN);SHORTMARKET:
4、=IF(YYC/YC<1,1,0);SHORTMARKETBUYPRICE:=IF(SHORTMARKET=1,TDOMAX+PARAM1*MA5BD/100,TDOMAX);SHORTMARKETSHORTPRICE:=IF(SHORTMARKET=1,TDOMIN-PARAM2*MA5BD/100,TDOMIN);JUMPK:=ABS((REF(O,NN-1)-YC)/YC*1000);NNN:=IF(JUMPK>3,9,0);KEY:=ABS(YC-YO)<=0.2*MA5BDANDABS(YC-YO)>=0*MA5BD;KEY1:=AB
5、S(YC-YO)<=2.5*MA5BDANDABS(YC-YO)>=0.25*MA5BD;LASTMAXBKPRICE:=IF(COUNTSIG(BK,REF(NN,NN)*3)>0,HHV(BKPRICE,REF(NN,NN)*3)*(1000+0)/1000,C);LASTMINSKPRICE:=IF(COUNTSIG(SK,REF(NN,NN)*3)>0,LLV(SKPRICE,REF(NN,NN)*3)*(1000-0)/1000,C);LASTMAXBPPRICE:=IF(COUNTSIG(BP,REF(NN,NN)*3)>0,HHV
6、(REF(C,BARSBP),REF(NN,NN)*3)*(1000+0)/1000,C);LASTMINSPPRICE:=IF(COUNTSIG(SP,REF(NN,NN)*3)>0,LLV(REF(C,BARSSP),REF(NN,NN)*3)*(1000-0)/1000,C);XX1:=IF(LASTOFFSETPROFIT<0ANDISLASTBP=1,BARSBP,1000);XX2:=IF(LASTOFFSETPROFIT<0ANDISLASTSP=1,BARSSP,1000);YY1:=IF(ISLASTBPK=1,BARSBK,
7、1000);YY2:=IF(ISLASTSPK=1,BARSSK,1000);NN>=NNNANDBKVOL=0ANDKEY=1ANDBUYMARKET=1ANDC>=BUYMARKETBUYPRICEANDC>=LASTMAXBKPRICEANDC>=LASTMAXBPPRICEANDXX1>REF(NN,NN),BK(LOTS);NN>=NNNANDSKVOL=0ANDKEY=1ANDBUYMARKET=1ANDC<=BUYMARKETSHORTPRICEANDC<=LASTMINSKPRICEANDC<=LASTMINSPPRICEAND
8、XX2>REF(NN,NN),SK(LOTS);NN>=NNNANDBKVOL=0ANDKEY=1ANDSHORTMARKET=1ANDC>=SHOR
