陰陽八卦策略（TBQ版）

陰陽八卦策略（TBQ版）交易邏輯與特點(diǎn)陰陽八卦策略是一種基于中國古老的八卦和五行理論的交易系統(tǒng)。該策略的核心思想是將市場走勢與八卦的象征意義相結(jié)合，通過生成買賣信號來進(jìn)行交易決策。這種策略不僅關(guān)注市場的短期波動，還考慮了加減倉和清倉的操作，以實(shí)現(xiàn)更為靈活和精細(xì)化的交易管理。交易邏輯1.卦象生成：-策略首先根據(jù)市場數(shù)據(jù)計(jì)算出每根K線的陰陽爻。陰陽爻的生成基于收盤價(jià)與開盤價(jià)的比較，如果收盤價(jià)高于開盤價(jià)，則生成“1”，反之則生成“0”。通過組合這些陰陽爻，形成代表不同市場狀態(tài)的卦象。2.買賣信號生成：-根據(jù)生成的卦象，策略映射到預(yù)定義的卦名。這些卦名對應(yīng)不同的買賣信號。例如，“乾”卦可能代表買入信號，“坤”卦可能代表賣出信號。通過這種方式，策略能夠根據(jù)當(dāng)前的市場狀態(tài)生成相應(yīng)的交易信號。3.加減倉與清倉操作：-在生成買賣信號的基礎(chǔ)上，策略進(jìn)一步考慮了加減倉和清倉的操作。加減倉操作可以根據(jù)市場走勢和市場條件進(jìn)行動態(tài)調(diào)整，以優(yōu)化持倉結(jié)構(gòu)。清倉操作則在特定條件下觸發(fā)，以鎖定利潤或減少損失。4.實(shí)時(shí)更新與可視化：-策略在每個Bar的更新事件中進(jìn)行實(shí)時(shí)計(jì)算和更新。通過繪制卦象和交易狀態(tài)，策略能夠在圖表上直觀展示當(dāng)前的卦象和交易狀態(tài)，幫助交易者更好地理解市場走勢和策略執(zhí)行情況。特點(diǎn)1.文化融合：-陰陽八卦策略將中國傳統(tǒng)文化與現(xiàn)代交易技術(shù)相結(jié)合，體現(xiàn)了獨(dú)特的文化融合。通過運(yùn)用八卦和五行理論，策略能夠提供一種不同于傳統(tǒng)技術(shù)分析的交易視角。2.靈活性：-策略設(shè)計(jì)考慮了多種交易操作，包括開倉、加減倉和清倉。這種靈活性使得策略能夠適應(yīng)不同的市場環(huán)境和交易需求。3.可視化：-通過圖表展示卦象和交易狀態(tài)，策略提供了直觀的交易反饋。交易者可以通過圖表快速了解當(dāng)前的市場狀態(tài)和策略執(zhí)行情況，從而做出及時(shí)的交易決策。4.風(fēng)險(xiǎn)管理：-策略通過加減倉和清倉操作，幫助交易者進(jìn)行風(fēng)險(xiǎn)管理。這種風(fēng)險(xiǎn)管理機(jī)制能夠有效降低單一交易帶來的風(fēng)險(xiǎn)，提高整體交易的穩(wěn)健性。陰陽八卦策略通過結(jié)合傳統(tǒng)文化與現(xiàn)代交易技術(shù)，提供了一種獨(dú)特的交易視角和方法。其靈活性、可視化和風(fēng)險(xiǎn)管理特點(diǎn)使其在市場中具有一定的參考價(jià)值。該策略基于八卦和五行理論進(jìn)行交易決策。主要內(nèi)容包括策略參數(shù)配置、變量定義、事件函數(shù)等。核心觀點(diǎn)如下：-基于八卦和五行的買賣信號生成-考慮加減倉和清倉操作-實(shí)時(shí)更新卦象和交易狀態(tài)策略參數(shù)配置ParamsIntegerlots(1);//頭寸IntegerBars_Since_Entry(3);//入場第N根之后響應(yīng)信號Enum<String>call_buy(["乾","坎","艮","震","巽","離","坤","兌"]);Enum<String>call_sell(["坤","乾","坎","艮","震","巽","離","兌"]);Boolis_cut(False);//是否減倉Enum<String>cut_buy(["巽","乾","坎","艮","震","離","坤","兌"]);Enum<String>cut_sell(["震","坤","乾","坎","艮","巽","離","兌"]);Boolis_add(False);//是否加倉Integeradd_limit(5);//加倉次數(shù)限制Enum<String>add_buy(["離","巽","乾","坎","艮","震","坤","兌"]);Enum<String>add_sell(["坎","震","坤","乾","艮","巽","離","兌"]);Boolis_out(False);//是否清倉Enum<String>out_buy(["艮","離","巽","乾","坎","震","坤","兌"]);Enum<String>out_sell(["兌","坎","震","坤","乾","艮","巽","離"]);```變量定義VarsSeries<String>yao;Series<String>gua;Series<String>Eht;GlobalMap<String,String>Eight;GlobalMap<String,String>Eightx;Series<Bool>con_buy;Series<Bool>con_sell;Series<Bool>con_buy_cut;Series<Bool>con_sell_cut;Series<Bool>con_buy_add;Series<Bool>con_sell_add;Series<Bool>con_buy_out;Series<Bool>con_sell_out;GlobalIntegerBars_value(0);Series<Integer>add_limit_value(0);//加倉限制變量初始化事件函數(shù)OnInit(){//數(shù)據(jù)源相關(guān)設(shè)置AddDataFlag(Enum_Data_RolloverBackWard());//設(shè)置后復(fù)權(quán)AddDataFlag(Enum_Data_RolloverRealPrice());//設(shè)置映射真實(shí)價(jià)格AddDataFlag(Enum_Data_AutoSwapPosition());//設(shè)置自動換倉AddDataFlag(Enum_Data_IgnoreSwapSignalCalc());//設(shè)置忽略換倉信號計(jì)算//卦名和卦象映射Eight["111"]="乾";Eight["101"]="離";Eight["110"]="巽";Eight["100"]="艮";Eight["000"]="坤";Eight["010"]="坎";Eight["001"]="震";Eight["011"]="兌";Eightx["111"]="?";Eightx["101"]="?";Eightx["110"]="?";Eightx["100"]="?";Eightx["000"]="?";Eightx["010"]="?";Eightx["001"]="?";Eightx["011"]="?";Bars_value=Max(0,Bars_Since_Entry);add_limit_value=0;Print("八卦名:"+TextMap(Eight));//Print("八卦象:"+TextMap(Eightx));Print("call_buy:"+call_buy);Print("call_sell:"+call_sell);}Bar更新事件函數(shù)OnBarOpen(ArrayRef<Integer>indexs){//生成買賣信號con_buy=Eht[1]==call_buy;con_sell=Eht[1]==call_sell;con_buy_cut=Eht[1]==cut_buy&&is_cut&&BarsSinceEntry>Bars_value;con_sell_cut=Eht[1]==cut_sell&&is_cut&&BarsSinceEntry>Bars_value;con_buy_add=Eht[1]==add_buy&&is_add&&BarsSinceEntry>Bars_value&&add_limit_value<add_limit;con_sell_add=Eht[1]==add_sell&&is_add&&BarsSinceEntry>Bars_value&&add_limit_value<add_limit;con_buy_out=Eht[1]==out_buy&&is_out&&BarsSinceEntry>Bars_value;con_sell_out=Eht[1]==out_sell&&is_out&&BarsSinceEntry>Bars_value;//執(zhí)行交易操作If(MarketPosition!=1&&con_buy){Buy(lots*2,Open);add_limit_value=0;Commentary("con_buy");}ElseIf(MarketPosition!=-1&&con_sell){SellShort(lots*2,Open);add_limit_value=0;Commentary("con_sell");}//減倉If(MarketPosition==1&&con_buy_cut){Sell(lots,Open);Commentary("con_buy_cut");}ElseIf(MarketPosition==-1&&con_sell_cut){BuyToCover(lots,Open);Commentary("con_sell_cut");}//加倉If(MarketPosition==1&&con_buy_add){Buy(lots,Open);add_limit_value=add_limit_value+1;Commentary("con_buy_add");}ElseIf(MarketPosition==-1&&con_sell_add){SellShort(lots,Open);add_limit_value=add_limit_value+1;Commentary("con_sell_add");}//清倉If(MarketPosition==1&&con_buy_out){Sell(0,Open);Commentary("con_buy_out");}ElseIf(MarketPosition==-1&&con_sell_out){BuyToCover(0,Open);Commentary("con_sell_out");}Commentary("add_limit_value="+Text(add_limit_value));Commentary("CurrentContracts="+Text(CurrentContracts()));}Bar關(guān)閉事件函數(shù)OnBarClose(ArrayRef<Integer>indexs){//計(jì)算陰陽爻yao=IIFString(Close-Open>=0,"1","0");gua=yao[2]+yao[1]+yao;Eht=Eight[gua];Commentary("yao<>"+yao);Commentary("gua<>"+gua);//繪制卦象和交易狀態(tài)PlotString("卦名",Eht,0.5);PlotString("卦象1",IIFString(yao[2]=="1","—","--"),-0.1);PlotString("卦象2",IIFString(yao[1]=="1","—","--"),-0.2);PlotString("卦象3",IIFString(yao[0]=="1","—","--"),-0.3);PlotNumeric("1",1);PlotNumeric("0",0);PlotNumeric("-1",-1);}退出事件函數(shù)OnExit(){MapClear(Eight);MapClear(Eightx);}陰陽八卦策略基于八卦和五行理論生成買賣信號，并考慮了加減倉和清倉操作。實(shí)時(shí)更新卦象和交易狀態(tài)，幫助投資者做出更明智的交易決策。策略代碼:ParamsIntegerlots(1);//頭寸IntegerBars_Since_Entry(3);//入場第N根之后響應(yīng)信號Enum<String>call_buy(["乾","坎","艮","震","巽","離","坤","兌"]);Enum<String>call_sell(["坤","乾","坎","艮","震","巽","離","兌"]);Boolis_cut(False);//是否減倉Enum<String>cut_buy(["巽","乾","坎","艮","震","離","坤","兌"]);Enum<String>cut_sell(["震","坤","乾","坎","艮","巽","離","兌"]);Boolis_add(False);//是否加倉Integeradd_limit(5);//加倉次數(shù)限制Enum<String>add_buy(["離","巽","乾","坎","艮","震","坤","兌"]);Enum<String>add_sell(["坎","震","坤","乾","艮","巽","離","兌"]);Boolis_out(False);//是否清倉Enum<String>out_buy(["艮","離","巽","乾","坎","震","坤","兌"]);Enum<String>out_sell(["兌","坎","震","坤","乾","艮","巽","離"]);VarsSeries<String>yao;Series<String>gua;Series<String>Eht;GlobalMap<String,String>Eight;GlobalMap<String,String>Eightx;Series<Bool>con_buy;Series<Bool>con_sell;Series<Bool>con_buy_cut;Series<Bool>con_sell_cut;Series<Bool>con_buy_add;Series<Bool>con_sell_add;Series<Bool>con_buy_out;Series<Bool>con_sell_out;GlobalIntegerBars_value(0);Series<Integer>add_limit_value(0);//加倉限制變量//初始化事件函數(shù)，策略運(yùn)行期間，首先運(yùn)行且只有一次OnInit(){Range[0:DataCount-1]{//數(shù)據(jù)源相關(guān)設(shè)置AddDataFlag(Enum_Data_RolloverBackWard());//設(shè)置后復(fù)權(quán)AddDataFlag(Enum_Data_RolloverRealPrice());//設(shè)置映射真實(shí)價(jià)格AddDataFlag(Enum_Data_AutoSwapPosition());//設(shè)置自動換倉AddDataFlag(Enum_Data_IgnoreSwapSignalCalc());//設(shè)置忽略換倉信號計(jì)算}//乾（?）、坎（?）、艮（?）、震（?）、巽（?）、離（?）、坤（?）、兌（?）/*卦名*/Eight["111"]="乾";Eight["101"]="離";Eight["110"]="巽";Eight["100"]="艮";Eight["000"]="坤";Eight["010"]="坎";Eight["001"]="震";Eight["011"]="兌";/*卦象*/Eightx["111"]="?";Eightx["101"]="?";Eightx["110"]="?";Eightx["100"]="?";Eightx["000"]="?";Eightx["010"]="?";Eightx["001"]="?";Eightx["011"]="?";Bars_value=Max(0,Bars_Since_Entry);add_limit_value=0;Print("八卦名:"+TextMap(Eight));//Print("八卦象:"+TextMap(Eightx));Print("call_buy:"+call_buy);Print("call_sell:"+call_sell);}//Bar更新事件函數(shù)，參數(shù)indexs表示變化的數(shù)據(jù)源圖層ID數(shù)組OnBarOpen(ArrayRef<Integer>indexs){Range[0:DataCount-1]{con_buy=Eht[1]==call_buy;con_sell=Eht[1]==call_sell;con_buy_cut=Eht[1]==cut_buy&&is_cut&&BarsSinceEntry>Bars_value;con_sell_cut=Eht[1]==cut_sell&&is_cut&&BarsSinceEntry>Bars_value;con_buy_add=Eht[1]==add_buy&&is_add&&BarsSinceEntry>Bars_value&&add_limit_value<add_limit;con_sell_add=Eht[1]==add_sell&&is_add&&BarsSinceEntry>Bars_value&&add_limit_value<add_limit;con_buy_out=Eht[1]==out_buy&&is_out&&BarsSinceEntry>Bars_value;con_sell_out=Eht[1]==out_sell&&is_out&&BarsSinceEntry>Bars_value;//開倉If(MarketPosition!=1&&con_buy){Buy(lots*2,Open);add_limit_value=0;Commentary("con_buy");}ElseIf(MarketPosition!=-1&&con_sell){SellShort(lots*2,Open);add_limit_value=0;Commentary("con_sell");}//減倉If(MarketPosition==1&&con_buy_cut){Sell(lots,Open);Commentary("con_buy_cut");}ElseIf(MarketPosition==-1&&con_sell_cut){BuyToCover(lots,Open);Commentary("con_sell_cut");}//加倉If(MarketPosition==1&&con_buy_add){Buy(lots,Open);add_limit_value=add_limit_value+1;Commentary("con_buy_add");}ElseIf(MarketPosition==-1&&con_sell_add){SellShort(lots,Open);add_limit_value=add_limit_value+1;Commentary("con_sell_add");}//清倉I