【MultiCharts】【2016/12】績效

這個月程式交易被巴得很慘

其實我也沒實際下單，所以沒賠這麻多
再觀察看看這個訊號的狀況

【MultiCharts】【2016/11】績效

Multicharts 2016/11月程式單績效

我實際跑起來的績效


為何我的績效和Multicharts差這麻多呢
主要是有時候還是不太放心，還是會手動去操作
也不是每天都開
導致和程式單的績效差這麻多

【MultiCharts】【指標】內外盤比

Plot1(0);
Plot2( UpTicks + DownTicks*-1,"Vol" ) ;

 

另一個方法：
在QuoteManage中新增兩個商品
TXF1-DV 內盤量
TXF1-UV 外盤量

然後回到Multichart中，將這兩個商品加到data2 , data3

接著撰寫如下的語法
Plot1(0);
plot2(c of data2-c of data3);

【MultiCharts】【訊號】均線走平並上揚時買進

均線走平並上揚時買進

input:blen(37),slen(32),s1(0.0125);

value1=Average(close,blen);
value2=Average(close,slen);


if value1[4]>value1[3] and value1[3]>value1[2]
 and value1[1]>=value1[2]and value1[0]>=value1[1] then begin
    buy next bar at market;
end;

if value1[4]<value1[3] and value1[3]<value1[2]
 and value1[1]<=value1[2]and value1[0]<=value1[1] then begin
    sellshort next bar at market;
end;

if marketposition>0 then
 sell next bar at entryprice*(1-s1) stop;
if marketposition<0 then
 buytocover next bar at entryprice*(1+s1) stop;


condition1=dayofweek(date)=3 and dayofmonth(date)>14 and 22<dayofmonth(date);
if condition1 then begin
 if time>1314 then begin
  sell this bar at Close;
  buytocover this bar on close;
 end;
end;

【MultiCharts】【訊號】【葛蘭碧八大法則】2 & 5 策略

input:aa(20);

value1=Average(c,aa);


if value1[0]>value1[1] and value1[1]>value1[2] then begin
 if close <=value1*1.01 then begin
  if c[2]>c[1] and c[0]>c[1] then
   buy next bar at market;
  end;
end;

if value1[0]<value1[1] and value1[1]<value1[2] then begin
 if close >=value1*0.09 then begin
  if c[2]<c[1] and c[0]<c[1] then
   sellshort next bar at market;
  end;
end;

condition1=dayofweek(date)=3 and dayofmonth(date)>14 and 22<dayofmonth(date);
if condition1 then begin
 if time>1314 then begin
  sell this bar at Close;
  buytocover this bar on close;
 end;
end;

【MultiCharts】【訊號】【葛蘭碧八大法則】1 & 8 策略

input:aa(20);

value1=Average(c,aa);


if value1[0]>=value1[1] and value1[1]>=value1[2] then begin
 if close cross over value1 then
 buy next bar at market;
end;

if value1[0]<=value1[1] and value1[1]<=value1[2] then begin
 if close cross over value1 then
 sellshort next bar at market;
end;

condition1=dayofweek(date)=3 and dayofmonth(date)>14 and 22<dayofmonth(date);
if condition1 then begin
 if time>1314 then begin
  sell this bar at Close;
  buytocover this bar on close;
 end;
end;

葛蘭碧八大法則

【MultiCharts】【指標】多空關卡價

inputs:
    ah((((highd(1)+lowd(1)+closed(1))/3)*2)-lowd(1)),
    al((((highd(1)+lowd(1)+closed(1))/3)*2)-highD(1));

plot1(ah,"up");
plot2(al,"down");

【MultiCharts】【訊號】站上均線買進，跌破布林通道賣出

input:len1(61),s1(0.025),aa(11),bb(2.575);

value1=BollingerBand(close,aa,bb);
value2=BollingerBand(close,aa,-bb);

if close cross over Average(close,len1) then
 buy next bar at market;
if close cross under Average(close,len1) then
 sellshort next bar at market;

 if marketposition> 0 then 
  sell next bar at entryprice*(1-s1) stop;
 if marketposition<0 then
  buytocover next bar at entryprice*(1+s1) stop;
 

 if marketposition> 0 and close cross under value1 then 
  sell next bar at entryprice*(1-s1) stop;
 if marketposition<0 and close cross over value2 then
  buytocover next bar at entryprice*(1+s1) stop;
 

【MultiCharts】【訊號】昨天收黑K，並且今天開高就進場的策略

昨天收黑K，並且今天開高就進場的策略，以60分K來看

input:len1(-1),len2(1);
value1 = closed(1)-opend(1);
value2 = opend(0)-closed(1);

condition1=len1*value1>0 and len2*value2>0;
condition2=len1*value1<0 and len2*value2<0;

if condition1 then
 buy next bar at market;
if condition2 then
 sellshort next bar at market;

【MultiCharts】【指標】以20根K棒算出多空平均價

以最近的20根K棒，找出 (最高價＋最低價) /2，來算出最近的平均價格
若再線上，則為多，反之，則為空


input: Barlookback(20) ; 
  
Vars: HighBand(0),LowBand(0);  

   HighBand = Highest(High,BarLookBack) ;
   LowBand = Lowest(Low,BarLookBack) ;
  
  
for Value1 =1 to  Barlookback Begin
    if Close[Value1] > HighBand then HighBand  = Close[Value1] ;
End;


Plot1((HighBand +LowBand) /2 , "NearBarHigh" ) ;

【MultiCharts】布林通道

Inputs: blen(20),bnum(2);
Inputs: slen(20),snum(2);

value1 = BollingerBand(close,blen,bnum);
value2 = BollingerBand(close,slen,-snum);

if close cross over value1  then
    buy next bar at market;

if close cross under value2 then
    sellshort next bar at market;

【MultiCharts】MA

if close cross over Average(close,60)  then
    buy next bar at market;

if marketposition>0 and close<Average(close,60) then
    sellshort next bar at market;

【MultiCharts】MACD

if MACD(close,12,26) cross over 0  then
    buy next bar at market;

if MACD(close,12,26) cross  under 0 then
    sellshort next bar at market;

【MultiCharts】RSI

if RSI(close,14) cross over 80 then
    buy next bar at market;

if RSI(close,14) cross  under 20 then
    sellshort next bar at market;

【MultiCharts】KD

if SlowKCustom(high,low,close,9) cross over SlowDCustom(high,low,close,9) then
    buy next bar at market;

fastkcustom

【MultiCharts】highest/lowest

value1 = highest(high,5);
value2 = lowest(low,5);
if marketposition< 0 then
    buy next bar at value1 stop;//突破高點就買進
if marketposition>=0 then
    sellshort next bar at value2 stop;//跌破低點就賣出
   

【MultiCharts】基礎語法

open：開盤價
close：收盤價
high：最高價
low：最低價
volume：量

high[3]：往前第三根K棒的最高價
low[3]：往前第三根K棒的最低價

highest(low,3) ：前三根K棒低點的最大值

 if close> high[1] then
    buy next bar at market;
 if close< high[1] then
    sellshort  next bar at market;

buy：買入
sellshort：平倉

sell：賣出
buytocover：平倉

買入後，30點停損
sell next bar at entryprice-30 stop;

買入後，30點停利
sell next bar at entryprice+30 limit;

【台指】2016/09/08

三角收斂，預估台指應該要漲到

9103-8853= 300

9050 + 300 = 9350

【台指】2016/09/02

周KD交叉向下
威廉指標還是在50以上
大盤會轉空嗎？

【股票】近4年 鴻海除權息前一周 最會漲

http://www.chinatimes.com/newspapers/20160827000069-260202

【MultiCharts9.0】 設定商品

 

數據源選擇元大

可選擇商品週期 

 

台指期2016/8/26 五分鐘走勢圖