★Fi Volume交易策略(程式碼)

     我對使用"成交量"的策略都相當有興趣，今天找到一個叫FI Volume的交易策略，我自己還沒測試，先上傳給讀者參考看看囉。建議多研究語法思考邏輯，會對新開發程式很有幫助。

TS2000i:

inputs:

CutOff( .003 ),

Samples( 22 ) ;

variables:

TP( 0 ),

MF( 0 ),

VolumePlusMinus( 0 ),

FVEsum( 0 ),

FveFactor( 0 ),

FVE( 0 ) ;

TP = (High + Low + Close ) / 3 ;

MF = (Close - (High + Low ) / 2 )+ TP - TP[1] ;

if MF > CutOff * Close then

FveFactor = 1

else if MF < -1 * CutOff * Close then

FveFactor = -1

else

FveFactor = 0 ;

if BarNumber > Samples then

begin

VolumePlusMinus = Volume * FveFactor ;

FVEsum = Summation( VolumePlusMinus, Samples ) ;

FVE = ( FVEsum / (Average( Volume, Samples ) * Samples ) ) * 100 ;

Value1 = LinearRegSlope( FVE , 35 ) ;

Value2 = LinearRegSlope( Close, 35 ) ;

if FVE crosses over -5 and Value1 > 0

and Value2 < 0

then

Buy Next Bar at Market ;

if ( LinearRegSlope( FVE, 25) < 0 ) or

( DateToJulian( Date ) - DateToJulian( EntryDate ) > 50*( 7 / 5 ) )

then

Sell Next bar at Market ;

end ;