[MC源码] [策略分享] 三兵连营策略
相隔一段时间,这次再来介绍一个趋势策略,用大家熟悉的布林通道所组成,**学习参考策略原理：
模型通过红绿三兵进行形态识别、利用布林通道上下轨确定价格的相对位置、辅以布林中轨均线过滤及设定价格高低点突破作为开仓信号。出场采用之前的移动停利出场方式，可以自己拓展出场模式。
此策略未做任何优化，参数都是默认常用值，自己可以调整，适合商品趋势行情。
策略源码如下：inputs:
BollingerPrice( Close ),
TestPriceUBand( Close ),
TestPriceLBand( Close ),
Length( 20 ),
NumDevsUp( 2 ),
NumDevsDn( -2 ),
Displace( 0 ) ,
mm(10);
variables:
var0( 0 ),
var1( 0 ),
var2( 0 ),
var3( 0 ) ;
var0 = AverageFC( BollingerPrice, Length ) ;
var1 = StandardDev( BollingerPrice, Length, 1 ) ;
var3 = var0 + NumDevsUp * var1 ;
var2 = var0 + NumDevsDn * var1 ;
/////////////////////////////////////////////布林轨道
condition1=CountIf(close>open,3)>=3;
condition2=CountIf(close>close,3)>=3;
condition3=CountIf(open>open,3)>=3;
condition4=open>open and open>openand close>close and close>close;
condition10=CountIf(var3>var3,5)>=5;
if condition1 and condition2 and condition3 and condition4
and marketposition=0 and close>=Average(var0,mm) and condition10 then buy("BK") next bar at Highest(high,3) stop;
///////////////////////////////////////判别白三兵加boll轨道过滤进场
condition5=CountIf(close<open,3)>=3;
condition6=CountIf(close<close,3)>=3;
condition7=CountIf(open<open,3)>=3;
condition8=close<close and close<close and open<open and open<open;
condition11=CountIf(var3<var3,5)>=5;
if condition5 and condition6 and condition7 and condition8
and marketposition=0 and close<Average(var0,mm)and condition11 then sellshort("SK") next bar at lowest(low,3) stop;
///////////////////////////////////判别黑三兵加boll过滤进场
input:stoppoint(10);
var:longstop(0),barHH(0);
if barssinceentry=0 then begin
longstop=minlist(low,low)-stoppoint;
barHH=high;
end;
if high>barHH then barHH=high;
if barssinceentry>0 then begin
if c>barHH then longstop=minlist(low,low)-stoppoint;
end;
if marketposition=1 then sell("EL") next bar at longstop stop ;
input:stoppoint1(10);
var:longstop1(0),barll(0);
if barssinceentry=0 then begin
longstop1=maxlist(high,high)+stoppoint;
barll=low;
end;
if low<barll then barll=low;
if barssinceentry>0 then begin
if c<barll then longstop1=maxlist(high,high)+stoppoint;
end;
if marketposition=-1 then buytocover("EX") next bar at longstop1 stop ;
////////////////////////////////////////////移动止盈出场
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