2017年2月2日 星期四
2016年12月31日 星期六
2016年12月5日 星期一
【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
2016年10月1日 星期六
【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);
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;
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;
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;
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;
訂閱:
文章 (Atom)