{"id":2147,"date":"2023-09-09T18:50:48","date_gmt":"2023-09-09T10:50:48","guid":{"rendered":"https:\/\/www.quant.bsiot.cn\/?p=2147"},"modified":"2023-09-09T19:32:31","modified_gmt":"2023-09-09T11:32:31","slug":"%e5%9f%ba%e7%a1%80%e7%9a%84%e6%b5%b7%e9%be%9f%e6%a8%a1%e5%9e%8b%e4%bb%93%e4%bd%8d%e6%8e%a7%e5%88%b6","status":"publish","type":"post","link":"https:\/\/www.quant.bsiot.cn\/?p=2147","title":{"rendered":"\u57fa\u7840\u7684\u6d77\u9f9f\u6a21\u578b+\u4ed3\u4f4d\u63a7\u5236"},"content":{"rendered":"

\u6458\u81ea\u77e5\u4e4e\u4e0a\u7684\u6587\u7ae0<\/p>\n

\"v2-5c93126ae9b97404fe3a1fad33deb9c6_1440w.webp\"<\/p>\n

\/\/\u8be5\u793a\u8303\u4e3b\u8981\u7528\u6d77\u9f9f\u4ea4\u6613\u6cd5\u5219\uff0c\u6f14\u793a\u201c\u5934\u5bf8\u8ba1\u7b97\uff0c\u6700\u5927\u4ed3\u4f4d\u63a7\u5236\u7b49\u8d44\u91d1\u7ba1\u7406\u201d\u7684<\/p>\n

\/\/\u7f16\u5199\u793a\u8303\u4e2d\uff0c\u53ea\u5bf9\u793a\u8303\u91cd\u70b9\u5185\u5bb9\u8bed\u53e5\u8fdb\u884c\u4e86\u6ce8\u91ca\uff0c\u5176\u4ed6\u8bed\u53e5\u8bf7\u81ea\u884c\u7ffb\u8bd1\uff0c\u6216<\/p>\n

\/\/\u8be5\u6a21\u578b\u4ec5\u4ec5\u7528\u6765\u793a\u8303\u6f14\u793a\u4f7f\u7528\uff0c\u4f9d\u6b64\u5165\u5e02\uff0c\u98ce\u9669\u81ea\u8d1f\u3002<\/p>\n

RISK:=MONEYTOT<=INITMONEY*(1-10\/100);\/\/\u98ce\u63a7\u6761\u4ef6\uff1a\u672c\u91d1\u98ce\u9669\u7387\u8d85\u8fc710%<\/p>\n

RISK,CLOSEOUT;\/\/\u8fbe\u5230\u98ce\u63a7\u6761\u4ef6\uff0c\u6a21\u578b\u6e05\u4ed3\u4e14\u4e0d\u518d\u5f00\u4ed3<\/p>\n

TR:=MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));\/\/<\/p>\n

ATR:=MA(TR,26);\/\/\u6c4226\u4e2a\u5468\u671f\u5185\u771f\u5b9e\u6ce2\u5e45\u7684\u7b80\u5355\u79fb\u52a8\u5e73\u5747<\/p>\n

TC:=INTPART((MONEYTOT*0,01\/(UNIT*ATR);\/\/\u6839\u636e\u6743\u76ca\u76841%\u8ba1\u7b97\u4e0b\u5355\u624b\u6570<\/p>\n

MTC:=3*TC;\/\/\u603b\u7684\u6301\u4ed3\u5934\u5bf8<\/p>\n

HH:=HV(H,20);<\/p>\n

LL:=LV(L,20);<\/p>\n

CROSSUP(C,HH)&&ISLASTBK=0&&ISLASTSK=0&&BARPOS>=26,BK(TC);\/\/<\/p>\n

CROSSDOWN(C,LL)&&ISLASTBK=0&&ISLASTSK=0&&BARPOS>=26,SK(TC);\/\/<\/p>\n

c>=BKPRICE+0.5*ATR&&BKVOL<MTC&&ISLASTBK,BK(1*TC);\/\/<\/p>\n

C<=SKPRICE-0.5*ATR&&SKVOL<MTC&&ISLASTSK,SK(1*TC);\/\/<\/p>\n

CROSSUP(H,HV(H,10)&&SKVOL>0,BP(SKVOL);\/\/\u6700\u9ad8\u4ef7\u4e0a\u7a7f10\u5468\u671f\u6700\u9ad8\u4ef7\uff0c\u5e73<\/p>\n

CROSSDOWN(L,LV(L,10))&&BKVOL>0,SP(BKVOL);\/\/\u6700\u4f4e\u4ef7\u4e0b\u7a7f10\u5468\u671f\u7684\u6700\u4f4e\u4ef7\uff0c<\/p>\n

c<=(BKPRICE-2*ATR)&&BKVOL>0,SP(BKVOL);\/\/\u591a\u5355\uff0c\u6700\u65b0\u4ef7\u5c0f\u4e8e\u5f00\u4ed3\u4ef7\u51cf\u53bb2\u500d<\/p>\n

c>=(SKPRICE+2*ATR)&&SKVOL>0,BP(SKVOL);\/\/\u7a7a\u5355\uff0c\u6700\u65b0\u4ef7\u5927\u4e8e\u5f00\u4ed3\u4ef7\u52a0\u4e0a2\u500d<\/p>\n

TRADE_AGAIN(10);<\/p>\n","protected":false},"excerpt":{"rendered":"

\u6458\u81ea\u77e5\u4e4e\u4e0a\u7684\u6587\u7ae0 \/\/\u8be5\u793a\u8303\u4e3b\u8981\u7528\u6d77\u9f9f\u4ea4\u6613\u6cd5\u5219\uff0c\u6f14\u793a\u201c\u5934\u5bf8\u8ba1\u7b97\uff0c\u6700\u5927\u4ed3\u4f4d\u63a7\u5236\u7b49\u8d44\u91d1\u7ba1\u7406\u201d\u7684 \/\/\u7f16\u5199\u793a\u8303\u4e2d\uff0c\u53ea […]<\/p>\n","protected":false},"author":8,"featured_media":0,"comment_status":"open","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[304],"tags":[379],"topic":[],"pingtai":[412,233],"shiyong":[289],"zhonglei":[],"pinzhong":[],"pinlv":[235],"mima":[309],"zhibiao":[300],"shoufei":[294],"acf":[],"aioseo_notices":[],"jetpack_featured_media_url":"","_links":{"self":[{"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=\/wp\/v2\/posts\/2147"}],"collection":[{"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=\/wp\/v2\/users\/8"}],"replies":[{"embeddable":true,"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=2147"}],"version-history":[{"count":1,"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=\/wp\/v2\/posts\/2147\/revisions"}],"predecessor-version":[{"id":2148,"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=\/wp\/v2\/posts\/2147\/revisions\/2148"}],"wp:attachment":[{"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=2147"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=2147"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=2147"},{"taxonomy":"topic","embeddable":true,"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=%2Fwp%2Fv2%2Ftopic&post=2147"},{"taxonomy":"pingtai","embeddable":true,"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=%2Fwp%2Fv2%2Fpingtai&post=2147"},{"taxonomy":"shiyong","embeddable":true,"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=%2Fwp%2Fv2%2Fshiyong&post=2147"},{"taxonomy":"zhonglei","embeddable":true,"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=%2Fwp%2Fv2%2Fzhonglei&post=2147"},{"taxonomy":"pinzhong","embeddable":true,"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=%2Fwp%2Fv2%2Fpinzhong&post=2147"},{"taxonomy":"pinlv","embeddable":true,"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=%2Fwp%2Fv2%2Fpinlv&post=2147"},{"taxonomy":"mima","embeddable":true,"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=%2Fwp%2Fv2%2Fmima&post=2147"},{"taxonomy":"zhibiao","embeddable":true,"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=%2Fwp%2Fv2%2Fzhibiao&post=2147"},{"taxonomy":"shoufei","embeddable":true,"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=%2Fwp%2Fv2%2Fshoufei&post=2147"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}