一目均衡 初级版
小时线为基准，测一个月到两月。 通过云层厚度，基准线和转换线为信号，进行买入卖出。 未作判断止损。
var diffarray = [];
var diff1array = [];
var TenkanSenArray = [];
var KijunSenArray = [];
var SenkouSpanBArray = [];
var SenkouSpanAArray = [];
var lastOrderId = null;
var absAB = [];
var closeArray = [];
var cross = function(values1, values2) {
var r1 = values1[values1.length - 1];
var r2 = values1[values1.length - 2];
var r21 = values2[values2.length - 1];
var r22 = values2[values2.length - 2];
//Log(r1 + " " + r2 + " " + r21 + " " + r22);
if (r21 > r1 && r2 > r22) {
return true;
}
if (r21 < r1 && r2 < r22) {
return true;
}
return false;
}
function min(a, b) {
if (a < b)
return a;
else
return b;
}
function max(a, b) {
if (a > b)
return a;
else
return b;
}
function avg(a, b) {
return (a + b) / 2;
}
function donchian(records, len) {
var hig = TA.Highest(records, len, 'High');
var low = TA.Lowest(records, len, 'Low');
//Log("hig:" + hig + " low:" + low);
return avg(hig, low);
//avg(lowest(len), highest(len))
}
function cloudStats() {
var a = absAB[absAB.length - 1];
var logx = a + " ";
for (var i = 1; i < 10; i++) {
var b = absAB[absAB.length - i];
var x = Math.abs(b - a);
var q = x / a;
if (x < 0.1) {
} else {
if (a > b) {
return 1;
} else {
return -1;
}
}
logx += b + " "
}
//Log(logx);
return 0;
}
function onTick(exchange) {
var records = exchange.GetRecords();
var ticker = exchange.GetTicker();
//Log("onTick");
var close = records[records.length - 1].Close;
closeArray.push(close);
var wma = talib.WMA(records, Math.round(keh / 2));
//Log(wma);
var n2ma = 2 * wma[records.length - 1];
//Log(n2ma);
var wma2 = talib.WMA(records, keh);
var nma = wma2[records.length - 1];
var diff = n2ma - nma;
var sqn = Math.round(Math.sqrt(keh));
var n2ma1 = 2 * wma[records.length - 2];
var nma1 = wma2[records.length - 2];
var diff1 = n2ma1 - nma1;
//var sqn1 = Math.round(Math.sqrt(keh));
diffarray.push(diff);
diff1array.push(diff1);
//Log(diff + " " + diff1);
var dwma = talib.WMA(diffarray, sqn);
var d1wma = talib.WMA(diff1array, sqn);
var n1 = dwma[dwma.length - 1];
var n2 = d1wma[d1wma.length - 1];
var b = n1 > n2 ? "lime" : "red";
var c = n1 > n2 ? "green" : "red"
var d = n1 > n2 ? "red" : "green";
//Log(b + " " + c + " " + d);
//Log(n1 + " " + n2);
var ttime = records[records.length - 1].Time;
//转换值=（包含今天的9日的最高价+9日的最低价）/2
var TenkanSen = donchian(records, TenkanSenPeriods);
TenkanSenArray.push(TenkanSen);
// 基准值=（包含今天的26日的最高价+26日最低价）/2
var KijunSen = donchian(records, KijunSenPeriods);
KijunSenArray.push(KijunSen);
// 先行上限1 （Span A） （转化值+基准值）/2
var SenkouSpanA = avg(TenkanSen, KijunSen);
SenkouSpanAArray.push(SenkouSpanA);
//先行上限2 （Span B） （52天的最高值+52天的最低值）/2
var SenkouSpanB = donchian(records, SenkouSpanBPeriods);
SenkouSpanBArray.push(SenkouSpanB);
var absx = Math.abs(SenkouSpanA - SenkouSpanB);
//云层由Span A和Span B组成
absAB.push(absx);
var SenkouSpanH = max(SenkouSpanAArray[records.length - displacement], SenkouSpanBArray[records.length - displacement]);
var SenkouSpanL = min(SenkouSpanAArray[records.length - displacement], SenkouSpanBArray[records.length - displacement]);
//延迟线 （Chinkou Span ） （ 绿线）当天的收盘价作为26天前的延迟线
if(typeof(records[records.length - displacement])!="undefined"){
var ChikouSpan = records[records.length - displacement].Close;
$.PlotLine("ChikouSpan(延迟线)", ChikouSpan, ttime, "green");
}
//$.PlotLine("n2", n2, ttime,"yellow");
//$.PlotLine("n1", n1, ttime,"yellow");
$.PlotLine("k", close, ttime, "black");
//if (records.length > displacement + 1)
// $.PlotLine("k2", records[records.length - displacement].Close, ttime);
$.PlotLine("TenkanSen(转换值)", TenkanSen, ttime, "red");
$.PlotLine("KijunSen(基准线)", KijunSen, ttime, "blue");
$.PlotLine("SenkouSpanA(云层A)", SenkouSpanA, ttime, "gray");
$.PlotLine("SenkouSpanB(云层B)", SenkouSpanB, ttime, "gray");
//$.PlotLine("Cloud(云层厚度)",absx + 3500, ttime,"lime");
//if (n1 > n2 && close > n2 && close > ChikouSpan) {
// Log("N1:" + n1 + " n2:" + n2 + " close:" + close);
// Log(" ChikouSpan:" + ChikouSpan + " TenkanSen:" + TenkanSen + " KijunSen:" + KijunSen);
// Log("SenkouSpanH :" + SenkouSpanH + " SenkouSpanL:" + SenkouSpanL);
//}
var longCondition = (TenkanSen >= KijunSen || close > KijunSen);
var price = ticker.Last;
//Log("cloudStats");
//Log(cloudStats());
if (cross(TenkanSenArray, closeArray) && cross(KijunSenArray, closeArray)) {
$.PlotFlag(ttime, "Q", "Q", "circlepin", "green");
if (absx < CX) {
if (close < TenkanSen) {
exchange.Buy(price, 1, "做多");
} else {
exchange.Sell(price, 1, "做空");
}
} else {
if (close > TenkanSen) {
exchange.Buy(price, 1, "做多2");
} else {
exchange.Sell(price, 1, "做空2");
}
}
}
}
function main() {
Log(exchange.GetAccount());
while (true) {
onTick(exchange);
Sleep(60 * 60 * 1000);
}
}
重仓出奇迹 云层厚度是啥意思?