四个品种30分钟模型.docx
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四个品种30分钟模型
四个品种:
胶,糖,豆,豆油,每个品种各有一个模型,全部应用在指数上的30分钟周期。
没参数的。
胶模型:
BA:
=BARPOS;
VOL1:
=IFELSE(ISLASTBAR,VOL,REFX(VOL,1));
HC:
=LLV(IFELSE(H-C=0,1000,H-C),0);
CL:
=LLV(IFELSE(C-L=0,1000,ABS(C-L)),0);
CO:
=LLV(IFELSE(C-O=0,1000,ABS(C-O)),0);
ZXBD:
=MIN(HC,MIN(CL,CO));
DFX:
=REF(L,2)=LLV(L,5)&&REF(L,1)>REF(L,2)&&L>REF(L,2)&&REF(L,2)<=REF(L,3);
GFX:
=REF(H,2)=HHV(H,4)&&REF(H,1)[=REF(H,3);]
DFXI:
=VALUEWHEN(DFX,BA);
GFXI:
=VALUEWHEN(GFX,BA);
DDP1:
=VALUEWHEN(DFX,REF(L,2));
GDP1:
=VALUEWHEN(GFX,REF(H,2));
DDP:
=VALUEWHEN(DFX&&DDP1<>REF(DDP1,1),DDP1);
GDP:
=VALUEWHEN(GFX&&GDP1<>REF(GDP1,1),GDP1);
DFX1I:
=VALUEWHEN(DFX,REF(DFXI,1));
DFX1P:
=VALUEWHEN(DFX,REF(DDP,BA-DFX1I+1));
GFX1I:
=VALUEWHEN(GFX,REF(GFXI,1));
GFX1P:
=VALUEWHEN(GFX,REF(GDP,BA-GFX1I+1));
DFXP:
=VALUEWHEN(DFX&&DDP<>REF(DDP,1),MIN(DDP,MIN(DFX1P,REF(DDP,1))));
GFXP:
=VALUEWHEN(GFX&&GDP<>REF(GDP,1),MAX(GDP,MAX(GFX1P,REF(GDP,1))));
SA:
=SAR(4,0.02,0.2);
DZZ:
=SA>0&&NOT(REF(SA,1)>0)||BA=0;
GZZ:
=SA<0&&NOT(REF(SA,1)<0)||BA=0;
DZZI:
=VALUEWHEN(DZZ,BA);
GZZI:
=VALUEWHEN(GZZ,BA);
DZZ0I:
=IFELSE(NOT(VALUEWHEN(REF(SA,2)<0&&DFX&&REF(L,2)=LLV(L,BA-GZZI+1),BA-2)>=0),0,VALUEWHEN(REF(SA,2)<0&&DFX&&REF(L,2) =LLV(L,BA-GZZI+1),BA-2));
GZZ0I:
=IFELSE(NOT(VALUEWHEN(REF(SA,2)>0&&GFX&&REF(H,2)=HHV(H,BA-DZZI+1),BA-2)>=0),0,VALUEWHEN(REF(SA,2)>0&&GFX&&REF (H,2)=HHV(H,BA-DZZI+1),BA-2));
DD0I:
=VALUEWHEN(DZZ||DZZ0I=0,DZZ0I);
GD0I:
=VALUEWHEN(GZZ||GZZ0I=0,GZZ0I);
DZZ0P:
=VALUEWHEN(DZZ&&DZZI-GZZI>3,LLV(L,BA-GZZ0I+1));
GZZ0P:
=VALUEWHEN(GZZ&&GZZI-DZZI>3,HHV(H,BA-DZZ0I+1));
DD0P:
=VALUEWHEN(DZZ,DZZ0P);
GD0P:
=VALUEWHEN(GZZ,GZZ0P);
DD0RP:
=VALUEWHEN(DZZ,REF(DD0P,1));
GD0RP:
=VALUEWHEN(GZZ,REF(GD0P,1));
QSI:
=IFELSE(DZZ0I=0,0,VALUEWHEN(DZZ,REF(DZZ0I,BA-GZZI+1)));
GQSI:
=IFELSE(GZZ0I=0,0,VALUEWHEN(GZZ,REF(GZZ0I,BA-DZZI+1)));
SZR:
=IFELSE(SA>0,1,0);
XDR:
=IFELSE(SA<0,1,0);
XDTS2:
=VALUEWHEN(DZZ&&SUM(XDR,DZZI-GZZI+1)>3,SUM(XDR,DZZI-GZZI+1));
SZTS2:
=VALUEWHEN(GZZ&&SUM(SZR,GZZI-DZZI+1)>3,SUM(SZR,GZZI-DZZI+1));
XDTS2I:
=VALUEWHEN(DZZ&&SUM(XDR,DZZI-GZZI+1)>3,BA);
SZTS2I:
=VALUEWHEN(GZZ&&SUM(SZR,GZZI-DZZI+1)>3,BA);
XDTS1:
=VALUEWHEN(DZZ&&SUM(SZR,DZZI-REF(GZZI,BA-REF(DZZI,2))+1)<4,DZZI-REF(GZZI,BA-REF(DZZI,2)));
XDTS1I:
=VALUEWHEN(DZZ&&SUM(SZR,DZZI-REF(GZZI,BA-REF(DZZI,2))+1)<4,BA);
XDTS:
=IFELSE(DZZ&&SUM(SZR,DZZI-REF(GZZI,BA-REF(DZZI,2))+1)<4,XDTS1,XDTS2);
SZTS1:
=VALUEWHEN(GZZ&&SUM(XDR,GZZI-REF(DZZI,BA-REF(GZZI,2))+1)<4,GZZI-REF(DZZI,BA-REF(GZZI,2)));
SZTS1I:
=VALUEWHEN(GZZ&&SUM(XDR,GZZI-REF(DZZI,BA-REF(GZZI,2))+1)<4,BA);
SZTS:
=IFELSE(GZZ&&SUM(XDR,GZZI-REF(DZZI,BA-REF(GZZI,2))+1)<4,SZTS1,SZTS2);
DINI:
=IFELSE(BA=DZZ0I||BA-DZZ0I=1,SUM(L*VOL1,BA-QSI+1)/SUM(VOL1,BA-QSI+1),SUM(L*VOL1,BA-DZZ0I+1)/SUM(VOL1,BA-DZZ0I+1));
GINI:
=IFELSE(BA=GZZ0I||BA-GZZ0I=1,SUM(H*VOL1,BA-GQSI+1)/SUM(VOL1,BA-GQSI+1),SUM(H*VOL1,BA-GZZ0I+1)/SUM(VOL1,BA-GZZ0I+1));
DDT0:
=DFX&&(REF(C,2)DDT0I:
=VALUEWHEN(DDT0,DZZ0I);
DDT01I:
=VALUEWHEN(DDT0,REF(DDT0I,1));
DINI0:
=IFELSE(BA=DDT0I||BA-DDT0I=1,SUM(L*VOL1,BA-DDT01I+1)/SUM(VOL1,BA-DDT01I+1),SUM(L*VOL1,BA-DDT0I+1)/SUM(VOL1,BA- DDT0I+1));
DDT00:
=(DZZ&&SZTS<=XDTS&&DZZI-GZZI>3);
DDT00I:
=IFELSE(NOT(DDT00),0,VALUEWHEN(DDT00,DD0I));
DZ00I:
=VALUEWHEN(DFX&&(REF(C,3)DZ0I:
=MAX(DDT00I,DZ00I);
DZ0:
=IFELSE(BA=DZ0I||BA-DZ0I=1,(SUM(L*VOL1,BA-REF(DZ0I,1)+1))/(SUM(VOL1,BA-REF(DZ0I,1)+1)),(SUM(L*VOL1,BA-DZ0I+1))/(SUM (VOL1,BA-DZ0I+1)));
DZ1I:
=VALUEWHEN(DFX&&(REF(C,3)DZ1:
=IFELSE(BA=DZ1I||BA-DZ1I=1,(SUM(L*VOL1,BA-REF(DZ1I,1)+1))/(SUM(VOL1,BA-REF(DZ1I,1)+1)),(SUM(L*VOL1,BA-DZ1I+1))/(SUM (VOL1,BA-DZ1I+1)));
DZ2I:
=VALUEWHEN(DFX&&(REF(C,3)DZ2:
=IFELSE(BA=DZ2I||BA-DZ2I=1,(SUM(L*VOL1,BA-REF(DZ2I,1)+1))/(SUM(VOL1,BA-REF(DZ2I,1)+1)),(SUM(L*VOL1,BA-DZ2I+1))/(SUM (VOL1,BA-DZ2I+1)));
DZ3I:
=VALUEWHEN(DFX&&(REF(C,3)DZ3:
=IFELSE(BA=DZ3I||BA-DZ3I=1,(SUM(L*VOL1,BA-REF(DZ3I,1)+1))/(SUM(VOL1,BA-REF(DZ3I,1)+1)),(SUM(L*VOL1,BA-DZ3I+1))/(SUM (VOL1,BA-DZ3I+1)));
GDT0:
=GFX&&(REF(C,2)>REF(GINI,2)||REF(C,3)>REF(GINI,3));
GDT0I:
=VALUEWHEN(GDT0,GZZ0I);
GDT01I:
=VALUEWHEN(GDT0,REF(GDT0I,1));
GINI0:
=IFELSE(BA=GDT0I||BA-GDT0I=1,SUM(H*VOL1,BA-GDT01I+1)/SUM(VOL1,BA-GDT01I+1),SUM(H*VOL1,BA-GDT0I+1)/SUM(VOL1,BA- GDT0I+1));
GDT00:
=(GZZ&&SZTS>=XDTS&&GZZI-DZZI>3);
GDT00I:
=IFELSE(NOT(GDT00),0,VALUEWHEN(GDT00,GD0I));
GZ00I:
=VALUEWHEN(GFX&&(REF(C,3)>REF(GINI0,3)||REF(C,2)>REF(GINI0,2)),GZZ0I);
GZ0I:
=MAX(GDT00I,GZ00I);
GZ0:
=IFELSE(BA=GZ0I||BA-GZ0I=1,(SUM(H*VOL1,BA-REF(GZ0I,1)+1))/(SUM(VOL1,BA-REF(GZ0I,1)+1)),(SUM(H*VOL1,BA-GZ0I+1))/(SUM (VOL1,BA-GZ0I+1)));
GZ1I:
=VALUEWHEN(GFX&&(REF(C,3)>REF(GZ0,3)||REF(C,2)>REF(GZ0,2)),GZZ0I);
GZ1:
=IFELSE(BA=GZ1I||BA-GZ1I=1,(SUM(H*VOL1,BA-REF(GZ1I,1)+1))/(SUM(VOL1,BA-REF(GZ1I,1)+1)),(SUM(H*VOL1,BA-GZ1I+1))/(SUM (VOL1,BA-GZ1I+1)));
GZ2I:
=VALUEWHEN(GFX&&(REF(C,3)>REF(GZ1,3)||REF(C,2)>REF(GZ1,2)),GZZ0I);
GZ2:
=IFELSE(BA=GZ2I||BA-GZ2I=1,(SUM(H*VOL1,BA-REF(GZ2I,1)+1))/(SUM(VOL1,BA-REF(GZ2I,1)+1)),(SUM(H*VOL1,BA-GZ2I+1))/(SUM (VOL1,BA-GZ2I+1)));
GZ3I:
=VALUEWHEN(GFX&&(REF(C,3)>REF(GZ2,3)||REF(C,2)>REF(GZ2,2)),GZZ0I);
GZ3:
=IFELSE(BA=GZ3I||BA-GZ3I=1,(SUM(H*VOL1,BA-REF(GZ3I,1)+1))/(SUM(VOL1,BA-REF(GZ3I,1)+1)),(SUM(H*VOL1,BA-GZ3I+1))/(SUM (VOL1,BA-GZ3I+1)));
DD:
=FLOOR((DZ3+ZXBD)/ZXBD)*ZXBD-ZXBD;
GD:
=FLOOR((GZ3+ZXBD)/ZXBD)*ZXBD;
GDW:
=VALUEWHEN(CROSS(C,GD),BA);
DDW:
=VALUEWHEN(CROSS(DD,C),BA);
DK:
=IFELSE(DDW>GDW,GD,DD);
DD1:
=FLOOR((DINI+ZXBD)/ZXBD)*ZXBD-ZXBD;
GD1:
=FLOOR((GINI+ZXBD)/ZXBD)*ZXBD;
GDW11:
=VALUEWHEN(CROSS(C,GD1),BA);
DDW11:
=VALUEWHEN(CROSS(DD1,C),BA);
DKD:
=IFELSE(DDW11>GDW11,GD1,DD1);
DWD:
=VALUEWHEN(CROSS(C,DKD),BA);
GWD:
=VALUEWHEN(CROSS(DKD,C),BA);
GDW1:
=VALUEWHEN(CROSS(C,GFXP)||BA=0,BA);
DDW1:
=VALUEWHEN(CROSS(DFXP,C)||BA=0,BA);
DKP:
=IFELSE(DDW1>GDW1,GFXP,DFXP);
BZD:
=MAX(GFXP,MAX(DKD,DK));
SZD:
=MIN(DFXP,MIN(DKD,DK));
DTA:
=CROSS(C,BZD);
KTA:
=CROSS(SZD,C);
DTAI:
=VALUEWHEN(DTA||BA=0,BA);
KTAI:
=VALUEWHEN(KTA||BA=0,BA);
DTB:
=SUM(DK=DKD,2)=2&&CROSS(C,DKD)&&REF(H>DKD,1);
KTB:
=O>DKD&&CDTC:
=CROSS(C,DKD)&&SUM(CROSS(DKD,C)&&O>DKD,BA-GWD+1);
KTC:
=CROSS(DKD,C)&&SUM(REF(LDTD:
=ODKD&&DK=DKD;
KTD:
=DTAI>KTAI&&CROSS(DK,C)&&SUM(LDK,BA-GWD+1)>=1;
DTE:
=CROSS(C,DKD)&&ODKP;
DTF:
=KTAI>DTAI&&CROSS(C,DKD)&&CROSS(C,DKP)&&SUM(H>DKD&&CKTE:
=CROSS(DKD,C)&&ISDOWN&&SUM(SUM(C>DKP&&LDKD,2)=2,BA-DWD+1)>=1&&SUM(CROSS(C,DKP),BA-DWD+1)=0;
DTG:
=DTAI>KTAI&&LDKP&&SUM(H>DKD&&CDTH:
=KTAI>DTAI&&CROSS(C,DKD)&&SUM(LDKP,BA-GWD+1)>=1;
KTF:
=SUM(DTH,BA-DWD+1)&&H>DK&&CDTJ:
=CROSS(C,DK)&&CROSS(C,DKD)&&DKD>DK;
DTK:
=KTAI>DTAI&&CROSS(C,DKD)&&REF(H>DKD,1)&&SUM(CROSS(DK,C),BA-GWD+1);
KTG:
=C>DK&&CROSS(DKD,C)&&SUM(CROSS(C,DKD)&&CROSS(C,DK)&&DKD>DK&&REF(DK=DKD,1),BA-DWD+1)&&NOT(LDKP);
KTH:
=CROSS(DKD,C)&&SUM(C>DKP&&CROSS(C,DKD)&&SUM(DK=DKD,2)=2,BA-DWD+1)&&SUM(LDKD,BA-DWD+1)>=1;
DTL:
=CDKD&&C=1&&SUM(SUM(KTAI>DTAI,2)=2&&CROSS(DKP,C),BA-GWD+1);
KTJ:
=C>DK&&CROSS(DKD,C)&&SUM(CROSS(C,DK)&&DKD>DK&&REF(H>DK,1),BA-DWD+1)&&L>DK;
DTM:
=KTAI>DTAI&&CROSS(C,DKD)&&SUM(CROSS(DFXP,C),BA-KTAI+1)<=1&&SUM(H>DKD&&CKTK:
=CDKD&&H>DKP&&CKTL:
=KTAI>DTAI&&ISUP&&DKDK&&CDKD&&SUM(KTAI>DTAI&&DKDK&&CDKD,BA-DWD+1)>=2;
KTM:
=CROSS(DK,C)&&DTAI=KTAI;
DTN:
=CDKD&&ISUP,1)=1&&SUM(SUM(CKTN:
=DKD>DK&&H>DKD&&H>DK&&CKTO:
=SUM(C>DKP&&H>DKD&&CDKD&&NOT(LDKP),2)=2;
DTO:
=CROSS(C,REF(DKP,2))&&REF(CROSS(DK,C)&&CROSS(DKD,C)&&CROSS(DKP,C)&&DK>DKD,1)=1;
KTQ:
=C>DK&&CROSS(DKD,C)&&SUM(CROSS(C,DKD)&&H>GFXP&&CKTR:
=CROSS(DKP,C)&&SUM(CDKP&&ISUP,BA-GWD+1)>=1;
DT1:
=DTA||DTB||DTC||DTD||DTE||DTF||DTG||DTH||DTJ||DTK||DTL||DTM||DTN||DTO;
KT1:
=KTA||KTB||KTC||KTD||KTE||KTF||KTG||KTH||KTJ||KTK||KTL||KTM||KTN||KTO||KTQ||KTR;
DTI:
=VALUEWHEN(DT1||BA=0,BA);
KTI:
=VALUEWHEN(KT1||BA=0,BA);
REF(DTI<=KTI,1)=1&&DTI>KTI,BPK;
REF(DTI>=KTI,1)=1&&DTI
BA赋值:
BARPOS
VOL1赋值:
IFELSE(是否最后一个周期,成交量(手),REFX(成交量(手),1))
HC赋值:
0日内IFELSE(最高价-收盘价=0,1000,最高价-收盘价)的最低值
CL赋值:
0日内IFELSE(收盘价-最低价=0,1000,收盘价-最低价的绝对值)的最低值
CO赋值:
0日内IFELSE(收盘价-开盘价=0,1000,收盘价-开盘价的绝对值)的最低值
ZXBD赋值:
HC和CL和CO的较小值的较小值
DFX赋值:
2日前的最低价=5日内最低价的最低值并且昨日最低价>2日前的最低价并且最低价>2日前的最低价并且2日前的最低价<=3日前的最低价
GFX赋值:
2日前的最高价=4日内最高价的最高值并且昨日最高价<2日前的最高价并且最高价<2日前的最高价并且2日前的最高价>=3日前的最高价
DFXI赋值:
VALUEWHEN(DFX,BA)
GFXI赋值:
VALUEWHEN(GFX,BA)
DDP1赋值:
VALUEWHEN(DFX,2日前的最低价)
GDP1赋值:
VALUEWHEN(GFX,2日前的最高价)
DDP赋值:
VALUEWHEN(DFX并且DDP1<>昨日DDP1,DDP1)
GDP赋值:
VALUEWHEN(GFX并且GDP1<>昨日GDP1,GDP1)
DFX1I赋值:
VALUEWHEN(DFX,昨日DFXI)
DFX1P赋值:
VALUEWHEN(DFX,BA-DFX1I+1日前的DDP)
GFX1I赋值:
VALUEWHEN(GFX,昨日GFXI)
GFX1P赋值:
VALUEWHEN(GFX,BA-GFX1I+1日前的GDP)
DFXP赋值:
VALUEWHEN(DFX并且DDP<>昨日DDP,DDP和DFX1P和昨日DDP的较小值的较小值)
GFXP赋值:
VALUEWHEN(GFX并且GDP<>昨日GDP,GDP和GFX1P和昨日GDP的较大值的较大值)
SA赋值:
步长为0.02极限值为0.2的4日抛物转向
DZZ赋值:
SA>0并且取反或者BA=0
GZZ赋值:
SA<0并且取反或者BA=0
DZZI赋值:
VALUEWHEN(DZZ,BA)
GZZI赋值:
VALUEWHEN(GZZ,BA)
DZZ0I赋值:
IFELSE(取反,0,VALUEWHEN(2日前的SA<0并且DFX并且2日前的最低价=BA-GZZI+1日内最低价的最低值,BA-2))
GZZ0I赋值:
IFELSE(取反,0,VALUEWHEN(2日前的SA>0并且GFX并且2日前的最高价=BA-DZZI+1日内最高价的最高值,BA-2))
DD0I赋值:
VALUEWHEN(DZZ或者DZZ0I=0,DZZ0I)
GD0I赋值:
VALUEWHEN(GZZ或者GZZ0I=0,GZZ0I)
DZZ0P赋值:
VALUEWHEN(DZZ并且DZZI-GZZI>3,BA-GZZ0I+1日内最低价的最低值)
GZZ0P赋值:
VALUEWHEN(GZZ并且GZZI-DZZI>3,BA-DZZ0I+1日内最高价的最高值)
DD0P赋值:
VALUEWHEN(DZZ,DZZ0P)
GD0P赋值:
VALUEWHEN(GZZ,GZZ0P)
DD0RP赋值:
VALUEWHEN(DZZ,昨日DD0P)
GD0RP赋值:
VALUEWHEN(GZZ,昨日GD0P)
QSI赋值:
IFELSE(DZZ0I=0,0,VALUEWHEN(DZZ,BA-GZZI+1日前的DZZ0I))
GQSI赋值:
IFELSE(GZZ0I=0,0,VALUEWHEN(GZZ,BA-DZZI+1日前的GZZ0I))
SZR赋值:
IFELSE(SA>0,1,0)
XDR赋值:
IFELSE(SA<0,1,0)
XDTS2赋值:
VALUEWHEN(DZZ并且XDR的DZZI-GZZI+1日累和>3,XDR的DZZI-GZZI+1日累和)
SZTS2赋值:
VALUEWHEN(GZZ并且SZR的GZZI-DZZI+1日累和>3,SZR的GZZI-DZZI+1日累和)
XDTS