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方法一:
Ssetup= High + 0.35 (Close – Low)
Bsetup= Low – 0.35
(High – Close)
Senter= 1.07 / 2 (High + Low) – 0.07 Low
Benter= 1.07 / 2 (High + Low) – 0.07 High
Bbreak= Ssetup+ 0.25 (Ssetup– Bsetup)
Sbreak = Bsetup– 0.25
(Ssetup– Bsetup)
方法二:
pivot = (high + low + close) / 3 # 枢轴点
context.bBreak = high + 2 (pivot - low) # 突破买入价
context.sSetup = pivot + (high - low) # 观察卖出价
context.sEnter = 2
pivot - low # 反转卖出价
context.bEnter = 2 pivot - high # 反转买入价
context.bSetup = pivot - (high - low) # 观察买入价
context.sBreak = low - 2
(high - pivot) # 突破卖出价
方法三:
观察卖出价(Ssetup)= High + a (Close – Low)
观察买入(Bsetup)= Low – a
(High – Close)
反转卖出价(Senter)= b / 2 (High + Low) – c Low
反转买入价(Benter)= b / 2 (High + Low) – c High
突破卖出价(Sbreak)= Ssetup - d (Ssetup – Bsetup)
突破买入价(Bbreak)= Bsetup + d
(Ssetup – Bsetup)

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所以同一个策略,每个平台实现也都是有各种出入了

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