Bool bInitStatus(false); Numeric InitMP(0);
Numeric MidLinel(5600);
Numeric MidLineLength(250); Numeric FirstGrid(3); Numeric TotalGrids(10); Numeric GridInterval(3); Numeric WinGrid(3); Numeric EveryLots(1); Numeric MidLineWeieht(1);
Numeric ExitOnCloseMins(14.50); Vars
Numeric MidLineWeight; NumericSeries midline; Numeric MinPoint; Numeric AvgOfClose; Numeric AskLine; Numeric BidLine;
NumericSeries RealMidLine; Numeric MyRealMp(0); Numeric TmpGridIndex; Numeric TmpPrice; Numeric TmpPriee; Numeric OpenDPrice; Begin
OpenDPrice= opend; if(day<>day[1]) {
midline=OpenDPrice; }Else {
midline=midline[1]; }
MinPoint=MinMove*PriceScale; MyRealMp=GetGlobalvar (0);
AvgOfClose =AverageFC(Close, MidLineLength); If (BarStatus== O) {
If(MyRealMp == InvalidNumeric || bInitStatus) {
MyRealMp=InitMP;
SetGlobalVar(0,MyRealMp); }Else
If(BarStatus==2&&A_AccountID!=\ {
If(Q_AskPrice <= 0||Q_BidPrice <=0 ) Return; } }
If(Q_BidPrice==Q_UpperLimit||Q_AskPrice==Q_LowerLimit) {
Return; }
If ((Time==0.0900||Time==0.1030||Time==0.1330)&&(High ==Low)) {
Return;
}
If (CurrentTime RealMidLine=MidLine*MidLineWeight+AvgOfClose*(1-MidLineWeight); AskLine=Q_AskPrice; BidLine=Q_BidPrice; Commentary (\中线=\ Commentary (\叫卖价=\ Commentary (\叫买价\ If (MyRealmP<=0 &&BidLine>RealMidLine+FirstGrid*MinPoint) { TmpPrice=RealMidLine+FirstGrid*MinPoint+Abs (MyRealMp)* (GridInterval*MinPoint); TmpPriee=Ceiling (TmpPrice, Minpoint); Commentary (\开仓价=\ TmpGridIndex=1- IntPart ((BidLine-RealMidLine -FirstGrid*MinPoint)/(GridInterval*MinPoint)); If(TmpGridIndex MyRealMp=MyRealMp-1; A_SendOrder (Enum_Buy, Enum_Entry, EveryLots, BidLine); }//来源： www.cxh99.com }Else If(MyRealMp>=0 && AskLine TmpPrice=RealMidLine -FirstGrid*MinPoint -Abs(MyRealMp)*(GridInterval*MinPoint); TmpPrice= Floor (TmpPrice, MinPoint); Commentary (\开仓价=\ TmpGridIndex=1+Intpart ((RealMidLine- FirstGrid*MinPoint- AskLine)/(GridInterval*MinPoint)); If(TmpGridIndex>MyRealMp && TmpGridIndex<=TotalGrids) { MyRealMp=MyRealMp+1; A_SendOrder(Enum_Sell, Enum_Entry, EveryLots, AskLine); } } If (MyRealMp>O) { TmpPrice=RealMidLine-FirstGrid*MinPoint - (Abs (MyRealMp) -1) * (GridInterval*MinPoint) +WinGrid*MinPoint; TmpPrice = Ceiling(TmpPrice, MinPoint); Commentary (\平仓价 =\ }Else If (MyRealMp TmpPrice=RealMidLine+FirstGrid*MinPoint +(Abs (MyRealMp)- 1 )*(GridInterval*MinPoint) -WinGrid*MinPoint; TmpPriee = Floor (TmpPrice, MinPoint); Commentary (\平仓价=\ } TmpGridIndex=-1- IntPart((AskLine-FirstGrid*MinPoint+WinGrid*MinPoint-RealMidLine)/(GridInterval*MinPoint)); TmpGridIndex=min (0, TmpGridIndex); If(TmpGridIndex>MyRealMp) { MyRealMp=MyRealMp+1; A_SendOrder (Enum_Sell, Enum_Exit, EveryLots,AskLine); TmpGridIndex=1+IntPart((RealMidLine-FirstGrid*MinPoint+WinGrid*MinPoint-BidLine)/(GridInterval*MinPoint)); TmpGridIndex=max (0, TmpGridIndex); } If(TmpGridIndex < MyRealMp) { MyRealMp=MyRealMp-1; A_SendOrder (Enum_sell, Enum_Exit, EveryLots,BidLine); } }Else If(CurrentTime> ExitOnCloseMins/100) { If(MyRealMp>0) { MyRealMp=MyRealMp-1;A_SendOrder(Enum_Sell,Enum_Exit,EveryLots,BidLine); }Else If(MyRealMp<0) { MyRealMp=MyRealMp+1;A_SendOrder(Enum_Buy,Enum_Exit,EveryLots,AskLine); } } SetGlobalVar(0,MyRealMp); Commentary(\实际仓位=\ Commentary(\当前时间=\ if(Q_LastTime >0.145000 and CurrentTime<0.150000) { A_SendOrder(Enum_Sell,Enum_Exit,1,Q_BidPrice); A_SendOrder(Enum_Buy,Enum_Exit,1,Q_AskPrice); } End 美国权威交易系统评选 前十大交易系统排名 据美国权威交易系统评选杂志《Futures Truth Magazine》2011 年10 月 最新发布的交易系统排名，NatGator、Catscan、DCS II 等模型的业绩 在过去一年进入了前十名榜单，前三名模型年收益率均在200%以上。 前十大交易系统排名（过去1 年） 排名交易系统名称 年收益率 % 1 NatGator 237.80% 2 Catscan 3 DCS II 4 Strategic 5 Sidewinder 6 ATS 6400 7 Aberration 8 Waverider Moving Average 9 Reversal 10 Top Ten System 注：收益截至2011 年7 月31 证金。 前十大交易系统排名（自系统发布以来） 排名交易系统名称 222.10% 215.90% 173.50% 169.90% 169.00% 167.90% 166.30% 164.40% 162.60% 收益率计算基于3 倍保 年收益率 % 日，