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原帖由 hijerson 于 20-11-2010 14:47 发表
AMIbBroker的学习小组？ 我可不可以参与?
自我评价一下:
Cons: 不懂基本面分析；技术分析也仅是新手
Pros: 程序员出身；做过一段时间的Data Mining的研究，其中一个重要环节是利用海量的历史数据来预测未 ...
欢迎，data ming是好东西，多多指教。
我先写了一个简单的程序，作为开始，大家一起改进。
_SECTION_BEGIN("5 line bloosom");
// 5 Line Bloosom method
SetChartOptions( 0, chartShowArrows | chartShowDates | chartWrapTitle );
// Define parameters
p1 = Param("Trading Line", 10, 5, 10);
p2 = Param("Golden Line", 30, 21, 34);
p3 = Param("Life Line", 50, 40, 60);
p4 = Param("Decision Line", 120, 90, 130);
p5 = Param("Long Short Line", 200, 180, 220);
useVol = ParamToggle("Use VWMA?", "NO|Yes");
factor = Param("Closeness of lines", 1, 0.5, 3);
// Define lines
tradingline = IIf(useVol, EMA(V*C, p1)/Sum(V, p1), EMA(C, p1)); // trading line
goldenline = IIf(useVol, EMA(V*C, p2)/Sum(V, p2), EMA(C, p2)); // golden line
lifeline = IIf(useVol, EMA(V*C, p3)/Sum(V, p3), EMA(C, p3)); // life line
decisionline = IIf(useVol, EMA(V*C, p4)/Sum(V, p4), EMA(C, p4)); // decision line
bullbearline = IIf(useVol, EMA(V*C, p5)/Sum(V, p5), EMA(C, p5)); // bull bear line
// separation between four lines
topline = Max(Max(Max(goldenline, Lifeline), decisionline), bullbearline);
botline = Min(Min(Min(goldenline, Lifeline), decisionline), bullbearline);
separation = topline - botline;
// Setups
BuyCond = separation < factor * ATR(p1) AND // lines sticking together
Cross( tradingline, topline );
;
//SellCond = Cross(goldenline, lifeline);
SellCond = Cross(goldenline, tradingline);
// remove excessive signals for Entry
Buy = ExRem( BuyCond, SellCond );
Sell = ExRem( SellCond, BuyCond );
ApplyStop(stopTypeTrailing, stopModePoint, 2*ATR(p1), True, True );
// Exploration
Filter = BuyCond;
// plot lines
Plot(C, "", colorBlack, styleCandle);
Plot(tradingline, "Trading line", colorRed);
Plot(goldenline, "Golden line", colorBlue);
Plot(lifeline, "Life line", colorYellow);
Plot(decisionline, "Decision line", colorTeal, styleDots);
Plot(bullbearline, "Bull bear line", colorBlack, styleDots);
_SECTION_END(); |
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楼主: arsenal
发表于 19-11-2010 09:36:10
楼主
