《期市操盘攸关-短线实战决杀》高清PDF版

火车轨

{:soso_e179:}

langshibin

学习学习

月月朋

好，顶了。

牛肉拉拉面

看看再说

rwjrhh

非常感谢！

rwjrhh

非常感谢！

神投手

{:soso_e100:}

leodong

谢谢楼主！！！

jianjian9709

好东西一定要顶！

jianjian9709

好东西一定要顶！

jianjian9709

好东西一定要顶！

一箭

very goossssd

1027y2k

请赐教下载链接

fxfycf

谢谢,顶一个

Wi77

..................

titch

{:soso_e100:}

平淡随心

学习学习

linyuan2010

回复学习一下  。

chuyunming

新手，求解，求教

feitianxia

• Input: Price((H+L)*.5), {???}
• PtUp(4.), PtDn(4.), {Max correction to change trend}
• MM_Model(2), {1 = % Risk Model; 2 = % Volatility Model;
• 3 = Drawdown Model; 4 = Kelly Model; 5 = Williams' Model;
• 6 = Fixed Ratio Model; 7= Market Money Model}
• MM(1), {% Risk parameter}
• MM_add(0), {% Risk for playing market money; 0 to disactivate}
• MaxVolat(100), {% Risk for playing market money; 100 to disactivate}
• MaxDD(20), {% Drawdown ?????}
• InitCapital(100000); {Initial capital to trade ????}
• Vars: LL(99999), HH(0), Trend(0), Volat(TrueRange);
• Vars: MP(0), Risk(Range), Num(1), add_num(0), red_num(0), FRDelta(0),
• DD(0),
• Equity(InitCapital), TotalEquity(InitCapital), EqTop(InitCapital),
• AssuredProfit(0), HPositionProfit(0), Kelly(0);
• MP = MarketPosition;
• Volat = 0.5 * TrueRange + 0.5*Volat[1];
• if MP <= 0 then begin
•     if Price < LL then LL = Price;
•         if Price cross above LL*(1 + PtUp*.01) then begin
•                         Trend = 1;
•                         HH = Price;
•                   end;
•     end;
• if MP >= 0 then begin
•     if Price > HH then HH = Price;
•         if Price cross below HH*(1 - PtDn*.01) then begin
•                         Trend = -1;
•                         LL = Price;
•                   end;
•     end;
• If trend = 1 then
•     Risk = PtDn * .01 * close {+ Slippage};
• If trend = -1 then
•     Risk = PtUp * .01 * close {+ Slippage};
• HPositionProfit = maxlist( OpenPositionProfit, HPositionProfit);
• AssuredProfit = HPositionProfit - Risk;
• Equity = InitCapital + NetProfit;
• TotalEquity = Equity + OpenPositionProfit;
• EqTop = MaxList(EqTop, TotalEquity);
• if MM_Model = 1 then { % Risk Model }
• Num = floor(MM * Equity *.01/Risk);
• if MM_Model = 2 then { % Volatility Model }
• Num = floor(MM * Equity *.01/ Volat / BigPointValue );
• if MM_Model = 3 then begin { Drawdown Model }
• Num = floor(MM * (Equity - (1 - MaxDD*.01) * EqTop) * .01 / Volat /
• BigPointValue);
• end;
• if MM_Model = 4 then begin { Kelly Model }
• If TotalTrades > 20 and GrossProfit > 0 then
• Kelly = NumWinTrades/TotalTrades * (1 - GrossLoss/GrossProfit)
• else
• Kelly = 0.1;
• if Kelly > .9 then Kelly = .9;
• Num = floor(MM * Kelly * Equity * .01 / Risk);
• {Print(Kelly);}
• end;
• if MM_Model = 5 then begin { Larry Williams' Model }
• value11 = MaxList(-LargestLosTrade / MaxList(CurrentContracts, 1) , Risk);
• Num = floor(MM * Equity *.01 / value11);
• end;
• if MM_Model = 6 then begin { Fixed Ratio Model }
• { DD = MaxList(DD, (EqTop - TotalEquity)/MaxList(CurrentContracts, 1)) ; {Max
• Drawdown}
• if TotalTrades > 20 and DD > 0 then FRDelta = MM * DD *.01
• else }
• FRDelta = MM * volat * BigPointValue * .01; {Delta}
• value12 = MaxList(Equity - .5*close*(close + FRDelta)/FRDelta, 0.25);
• Num = floor(SquareRoot(2*value12/FRDelta + .25) + .5);
• end;
• if MM_Model = 7 then { Playing the market money }
• num = floor((MM * (InitCapital + MinList(NetProfit, 0)) + MM_add *
• MaxList(NetProfit, 0)) * .01 / Volat / BigPointValue);
• { Entries}
• if trend = 1 and trend[1] <> 1 then buy("Trend.LE") num contracts next bar  at market;
• if trend = -1 and trend[1] <> -1 then sellshort("Trend.SE") num contracts next bar  at market;
• add_num = floor( MM_add * AssuredProfit * .01/ Volat / BigPointValue);
• { Assured Profit Pyramiding }
• if add_num > 0 and OpenPositionProfit > Volat * BigPointValue then begin
• if Trend = 1 and MP = 1 then buy("Add.LE") add_num contracts next bar  at market;
• if Trend = -1 and MP = -1 then sellshort("Add.SE") add_num contracts  next bar at market;
• end;
• red_num = floor((CurrentContracts * Volat * BigPointValue - MaxVolat *
• TotalEquity * .01)/ close);
• if red_num > 0 then begin
• if Trend = 1 and MP = 1 then sell("Red.LX") red_num contracts next bar at market;
• if Trend = -1 and MP = -1 then buytocover("Red.SX") red_num contracts next bar  at market;
• end;
• if Num < 1 then Num = 1;