您好,以下是一些常见的TB开拓者期货量化交易策略代码示例:
趋势跟踪策略
- **双均线策略**:
```
Params
Numeric Length1(10);
Numeric Length2(20);
Vars
NumericSeries MA1;
NumericSeries MA2;
Begin
MA1 = AverageFC(Close, Length1);
MA2 = AverageFC(Close, Length2);
If (MA1 > MA2)
{
Buy(1, Open);
}
Else
{
SellShort(1, Open);
}
End
```
- **布林带策略**:
```
Params
Numeric Length(20);
Numeric NumStdDev(2);
Vars
NumericSeries UpperBand;
NumericSeries LowerBand;
NumericSeries MiddleBand;
Begin
MiddleBand = AverageFC(Close, Length);
UpperBand = MiddleBand + StdDev(Close, Length) * NumStdDev;
LowerBand = MiddleBand - StdDev(Close, Length) * NumStdDev;
If (Close > UpperBand)
{
Buy(1, Open);
}
Else If (Close < LowerBand)
{
SellShort(1, Open);
}
End
```
### 均值回归策略
- **RSI策略**:
```
Params
Numeric Length(14);
Numeric OverBought(70);
Numeric OverSold(30);
Vars
NumericSeries RSI;
Begin
RSI = RSI(Close, Length);
If (RSI > OverBought)
{
SellShort(1, Open);
}
Else If (RSI < OverSold)
{
Buy(1, Open);
}
End
```
### 套利策略
- **跨期套利策略**:
```
Params
Numeric SpreadThreshold(10);
Vars
NumericSeries Spread;
Begin
Spread = Close1 - Close2;
If (Spread > SpreadThreshold)
{
Buy(1, Open, "Contract1");
SellShort(1, Open, "Contract2");
}
Else If (Spread < -SpreadThreshold)
{
SellShort(1, Open, "Contract1");
Buy(1, Open, "Contract2");
}
End
```
### 事件驱动策略
- **突破策略**:
```
Params
Numeric Length(20);
Vars
NumericSeries HighLevel;
Begin
HighLevel = HighestFC(High, Length);
If (Close > HighLevel)
{
Buy(1, Open);
}
End
```
### 量价分析策略
- **成交量加权策略**:
```
Params
Numeric VolumeWeight(0.5);
Vars
NumericSeries VWAP;
Begin
VWAP = VolumeWeightedAveragePrice(Close, Volume, VolumeWeight);
If (Close > VWAP)
{
Buy(1, Open);
}
Else
{
SellShort(1, Open);
}
End
```
### 风险平价策略
- **简单风险平价策略**:
```
Params
Numeric RiskBudget(0.5);
Vars
NumericSeries PortfolioRisk;
Begin
PortfolioRisk = StdDev(Close, Length) * RiskBudget;
If (Close > PortfolioRisk)
{
Buy(1, Open);
}
Else
{
SellShort(1, Open);
}
End
```
### CTA策略
- **趋势跟随CTA策略**:
```
Params
Numeric Length(20);
Vars
NumericSeries Trend;
Begin
Trend = AverageFC(Close, Length);
If (Close > Trend)
{
Buy(1, Open);
}
Else
{
SellShort(1, Open);
}
End
```
以上代码仅为示例,实际使用时需要根据具体的交易品种、市场情况和个人需求进行调整和优化。同时,量化交易涉及到一定的风险,投资者应该具备相关的知识和经验,并在使用前进行充分的测试和验证。现在期货可以手机开户,期货开户仅需要身份证和银行卡。
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发布于2025-5-2 16:04 曲靖