文华多空海龟交易系统

//多空海龟交易系统

//参数

M1:=13;

M2:=20;

M3:=55;

//均线

MA1:MA(C,M1),COLORRED;

MA2:MA(C,M2),COLORGREEN;

MA3:MA(C,M3),COLORWHITE;

//多头海龟

LC1:=REF(CLOSE,1);

AR1:=MAX((HIGH - LOW),MAX((HIGH - LC1),(LC1 - LOW)));

ATR1:=SMA(AR1,M2,1);

AA1:=(HHV(HIGH,M2) - (2 * ATR1));

BB1:=CROSS(CLOSE,REF(HHV(HIGH,M3),1));

SSS1:=CROSS(MIN(MA(CLOSE,M1),AA1),CLOSE);

BBB1:=BARSLAST(BB1);

SSSB1:=BARSLAST(SSS1);

B1:=((BBB1 = 0) AND (REF(SSSB1,1) < REF(BBB1,1)));

B1B1:=BARSLAST(B1);

B2:=((((BB1 = 1) AND (B1B1 < SSSB1)) AND (B1B1 > 0)) AND (COUNT(BB1,SSSB1) < 3));

B2B1:=BARSLAST(B2);

B3:=((((BB1 = 1) AND (B2B1 < B1B1)) AND (COUNT(BB1,SSSB1) < 4)) AND (COUNT(BB1,SSSB1) > 2));

B3B1:=BARSLAST(B3);

SS1:=CROSS(MAX(AA1,MA(CLOSE,M1)),CLOSE);

SS2:=(((SS1 AND ((B3B1 < B2B1) OR (B2B1 < B1B1))) AND (SSSB1 > B1B1)) AND (COUNT(SS1,B2B1) < 2));

SS1B1:=BARSLAST(SS2);

SS3:=((((SS1 AND (SS1B1 < SSSB1)) AND (B3B1 < B2B1)) AND (SS1B1 > 0)) AND (COUNT(SS1,B2B1) < 3));

SSSS1:=(SSS1 AND (REF(SSSB1,1) > REF(B1B1,1)));

(B1 = 1),ICON(0,'ICO4');

(B2 = 1),ICON(0,'ICO4');

(B3 = 1),ICON(0,'ICO4');

(SS2 = 1),ICON(1,'ICO11');

(SS3 = 1),ICON(1,'ICO11');

(SSSS1 = 1),ICON(1,'ICO11');

//空头海龟

LC11:=REF(CLOSE,1);

AR11:=MAX((HIGH - LOW),MAX((HIGH - LC1),(LC11 - LOW)));

ATR11:=SMA(AR11,M2,1);

AA11:=(LLV(LOW,M2) - (2 * ATR11));

BB11:=CROSS(REF(LLV(LOW,M3),1),CLOSE);

SSS11:=CROSS(CLOSE,MAX(MA(CLOSE,M1),AA1));

BBB11:=BARSLAST(BB11);

SSSB11:=BARSLAST(SSS11);

B11:=((BBB11 = 0) AND (REF(SSSB11,1) < REF(BBB11,1)));

B1B11:=BARSLAST(B11);

B21:=((((BB11 = 1) AND (B1B11 < SSSB11)) AND (B1B11 > 0)) AND (COUNT(BB11,SSSB11) < 3));

B2B11:=BARSLAST(B21);

B31:=((((BB11 = 1) AND (B2B11 < B1B11)) AND (COUNT(BB11,SSSB11) < 4)) AND (COUNT(BB11,SSSB11) > 2));

B3B11:=BARSLAST(B31);

SS11:=CROSS(CLOSE,MIN(AA11,MA(CLOSE,M1)));

SS21:=(((SS11 AND ((B3B11 < B2B11) OR (B2B11 < B1B11))) AND (SSSB11 > B1B11)) AND (COUNT(SS11,B2B11) < 2));

SS1B11:=BARSLAST(SS21);

SS31:=((((SS11 AND (SS1B11 < SSSB11)) AND (B3B11 < B2B11)) AND (SS1B11 > 0)) AND (COUNT(SS11,B2B11) < 3));

SSSS11:=(SSS11 AND (REF(SSSB11,1) > REF(B1B11,1)));

(B11 = 1),ICON(0,'ICO5');

(B21 = 1),ICON(0,'ICO5');

(B31 = 1),ICON(0,'ICO5');

(SS21 = 1),ICON(1,'ICO10');

(SS31 = 1),ICON(1,'ICO10');

(SSSS11 = 1),ICON(1,'ICO10');

//K线

TMP:=OPEN-CLOSE;

DRAWLINE(TMP>0.00001,HIGH,TMP>0.00001,OPEN,COLORCYAN);

DRAWLINE(TMP>0.00001,LOW,TMP>0.00001,CLOSE,COLORCYAN);

DRAWLINE(TMP<-0.00001,HIGH,TMP<-0.00001,CLOSE,COLORRED);

DRAWLINE(TMP<-0.00001,LOW,TMP<-0.00001,OPEN,COLORRED);

DRAWLINE(ABS(TMP)<0.00001,LOW,ABS(TMP)<0.00001,OPEN,COLORWHITE);

DRAWLINE(ABS(TMP)<0.00001,HIGH,ABS(TMP)<0.00001,OPEN,COLORWHITE);

STICKLINE(TMP>0.00001,OPEN,CLOSE,COLORCYAN,0);

STICKLINE(TMP<-0.00001,OPEN,CLOSE,COLORRED,1);