程序化培训券商基础-精.pptxVIP

程序化交易培训;程序化交易的起源与发展;程序化交易发展的数据表现;各国家的程序化交易比重;程序化交易发展的数据表现;文艺复兴的旗舰 – 大奖章基金;什么是程序化交易;两大误区;两大误区;现有程序化交易软件;程序的编写即策略;Bar数据(K线数据);TB公式的结构;程序的编写即策略;双均线系统;实现代码; PlotNumeric(MA1,MA1); PlotNumeric(MA2,MA2); condBuy = CrossOver(MA1,MA2); condSell = CrossUnder(MA1,MA2); If ( MarketPosition 1 and condBuy[1] == true ) Buy(Lots,Open); If ( MarKetPosition -1 and condSell[1] == true) SellShort(lots,Open); End ;止盈止损策略的实现;止盈止损的代码; } Else if ( Low MyEntryPrice-Stoploss * MinPoint) { MyExitPrice = MyEntryPrice-Stoploss * MinPoint; if (Open MyExitPrice) MyExitPrice = Open; Sell(0,MyExitPrice); } } Else if (MarketPosition == -1) { if (Low = MyEntryPrice * (1 - TakeProfit * 0.01)) { MyExitPrice = MyEntryPrice * (1 - TakeProfit * 0.01); if (open MyExitPrice) MyExitPrice = Open; BuyToCover(0,MyExitPrice); } Else If (High MyEntryPrice + Stoploss * MinPoint) { MyExitPrice = MyEntryPrice + Stoploss * MinPoint; if (Open MyExitPrice) MyExitPrice = Open; BuyToCover(0,MyExitPrice); } } End ;追踪止盈策略的实现;追踪止盈的代码; ;双均线完整策略; /*if (BarStatus 0) // V4中可以省略的序列变量传递部分 { bLongStoped = bLongStoped[1]; bShortStoped = bShortStoped[1]; }*/ Commentary(bLongStoped=+IIFString(bLongStoped,true,false)); Commentary(bShortStoped=+IIFString(bShortStoped,true,false)); if (BarsSinceEntry == 1) { HigherAfterEntry = AvgEntryPrice; LowerAfterEntry = AvgEntryPrice; } Else If(BarsSinceEntry 1) { HigherAfterEntry = Max(HigherAfterEntry[1],High[1]); LowerAfterEntry = Min(LowerAfterEntry[1],Low[1]); } Else { HigherAfterEntry = HigherAfterEntry[1]; LowerAfterEntry = LowerAfterEntry[1]; } ; ; ; ;策略的评估;策略的评估;策略的评估;策略的评估;策略的评估;策略的评估;策略的评估;策略的评估;策略的评估;策略的评估;与传统交易方式相比的优势;与传统交易方式相比的优势;对股民的特色作用;机 遇;谢谢大家！