通达信期货自动化交易源码(通达信期货通程序化)
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通达信期货量化交易公式
你好,通过搜索得到了以下答案:
stICKLINE(CLOSE,30,40,4,1),COLOR404000;
STICKLINE(CLOSE,20,30,4,1),COLOR404000;
STICKLINE(CLOSE,0,20,4,1),COLOR404000;
STICKLINE(CLOSE,0,10,4,1),COLOR404000;
XA_1:=EMA(CLOSE,5);
XA_2:=EMA(vol,5);
XA_3:=MA(CLOSE,5);
XA_4:=MA(CLOSE,10);
XA_5:=MA(CLOSE,20);
XA_6:=EMA(SLOPE(CLOSE,21)*20+CLOSE,55);
XA_7:=CLOSEXA_3;
XA_8:=CLOSEXA_4;
XA_9:=CLOSEXA_5;
XA_10:=XA_3XA_4;
XA_11:=XA_3XA_5;
XA_12:=REF(XA_5,1);
XA_13:=XA_5XA_12;
XA_14:=IF(XA_7,10,0-10)+IF(XA_8,10,0-10)+IF(XA_9,10,0-10)+IF(XA_10,10,0-10)+IF(XA_11,10,0-10)+IF(XA_13,10,0-10);
XA_15:=ATAN((XA_1/REF(XA_1,1)-1)*100)*180/3.1416;
XA_16:=ATAN((XA_2/REF(XA_2,1)-1)*100)*180/3.1416;
XA_17:=CLOSEXA_6 AND OPENXA_6 AND CLOSEOPEN AND XA_1550 AND XA_1670;
XA_18:=FILTER(XA_17,13);
XA_19:=XA_18=0;
XA_20:=BArslAST(NOT(XA_19));
XA_21:=MA(LOW+(HIGH-LOW)/2,26)*1.15;
XA_22:=MA(LOW+(HIGH-LOW)/2,26)*0.95;
XA_23:=(XA_21+XA_22)/2;
XA_24:=(MA(CLOSE,5)+MA(OPEN,5))/2*1.06;
XA_25:=(MA(CLOSE,5)+MA(OPEN,5))/2*0.98;
XA_26:=(XA_24+XA_25)/2;
XA_27:=XA_24XA_22;
XA_28:=XA_24XA_23;
XA_29:=XA_24XA_21;
XA_30:=XA_26XA_22;
XA_31:=XA_26XA_23;
XA_32:=XA_26XA_21;
XA_33:=XA_25XA_22;
XA_34:=XA_25XA_23;
XA_35:=XA_25XA_21;
XA_36:=IF(XA_27,10,0-10)+IF(XA_28,10,0-10)+IF(XA_29,10,0-10)+IF(XA_30,10,0-10)+IF(XA_31,10,0-10)+IF(XA_32,10,0-10)+IF(XA_33,10,0-10)+IF(XA_34,10,0-10)+IF(XA_35,10,0-10);
XA_37:=EMA(EMA(EMA(CLOSE,13),13),13);
XA_38:=ATAN((XA_37/REF(XA_37,1)-1)*100)*180/3.1416;
XA_39:=XA_380;
XA_40:=BARSLAST(NOT(XA_39));
XA_41:=(CLOSE-LLV(LOW,21))/(HHV(HIGH,21)-LLV(LOW,21))*100;
XA_42:=CEILING(SMA(XA_41,13,8));
XA_43:=XA_4210 AND XA_14=(-60) AND XA_15(-60);
XA_44:=BARSLAST(NOT(XA_431));
STICKLINE(XA_430,1,9,3,1),COLORRED;
STICKLINE(XA_18=1,11,19,3,1),COLORMAGENTA;
STICKLINE(XA_36=10 AND REF(XA_3610,1),21,29,3,1),COLORGREEN;
STICKLINE(XA_40=1,31,39,3,1),COLORYELLOW;
DRAWNUMBER(XA_39=0,36,XA_40),COLORWHITE;
DRAWNUMBER(XA_36=0,26,XA_36),COLORWHITE;
DRAWNUMBER(XA_360,26,0),COLORWHITE;
DRAWNUMBER(XA_18=1,16,XA_20),COLORWHITE;
DRAWNUMBER(XA_43=0,6,XA_44),COLORWHITE
怎样编程可以让通达信程序化交易?
下面是通达信的一个标准均线交易系统的代码:
ENTERLONG:CROSS(MA(CLOSE,SHORT),MA(CLOSE,LONG));
EXITLONG:CROSS(MA(CLOSE,LONG),MA(CLOSE,SHORT));
不过我猜你的问题可能不是怎么写代码,而是如何让系统交易起来。
很遗憾的是,据我所知,目前证券公司都没有开通这样的业务,所以你只能用来写程序做历史回溯测试。
招商证券去年开通了这样的业务,称之为“量化交易”,我去开通了,不过完全不是我想象的那样,不过是手工设置个买卖价,然后到价执行,顶多算是挂单交易而已。
期货里一般都可以程序化交易。
谁有期货自动下单程序,最好是通达信版的?
期货自动化交易有文华、tradeblazer、金字塔,这些做的比较好的。
要使用这些自动化交易需要特殊方式接入期货公司,而且要支付一定的费用。