期货FUTURES

ret = 0;  // 0:不确定状态； (0,100): 抄底；（100,x)：修正，非抄底；    (-100,0)： 逃顶；（x,-100)：修正，非抄底；

/***********different ******/

N=0;

C0 = SZZS_C0();

C1 = SZZS_C1();

C2 = SZZS_C2();

C3 = SZZS_C3();

C4 = SZZS_C4();

/**************common below (2016/6/23 - v1) *******************/

{

     Open_N = REF(OPEN,N);  //当天开盘价

     Close_N = REF(CLOSE,N);   //当天收盘价 

     High_N = REF(HIGH,N);     //当天最高价

     Low_N  = REF(LOW,N);      //当天最低价

     Close_N1 = REF(CLOSE,N+1);    //往前N+1个交易日收盘价

     Close_N2 = REF(CLOSE,N+2);    //往前N+2个交易日收盘价

     Close_N3 = REF(CLOSE,N+3);    //往前N+3个交易日收盘价

     Close_N4 = REF(CLOSE,N+4);    //往前N+3个交易日收盘价

     Close_N5 = REF(CLOSE,N+5); 

     Open_N1 = REF(OPEN,N+1);   //往前N+1天开盘价

     Open_N2 = REF(OPEN,N+2);   //往前N+2天开盘价

     Open_N3 = REF(OPEN,N+3);   //往前N+3天开盘价

     Open_N4 = REF(OPEN,N+4);   //往前N+4天开盘价

     Low_N1 = REF(LOW,N+1);   //往前N+1天最低价

     Low_N2 = REF(LOW,N+2);   //往前N+2天最低价

     Low_N3 = REF(LOW,N+3);   //往前N+3天最低价

     Low_N4 = REF(LOW,N+4);   //往前N+4天最低价        

    //买入信号 

    NoRiseDown = NOT((HIGH_N-CLOSE_N)/CLOSE_N1>0.02 AND Close_N/Close_N1<1.04);

    IF(Close_N>Open_N AND Close_N>MA(Close_N,5) AND NoRiseDown AND CLOSE_N/CLOSE_N1>1.017)

    ret=51;

    ELSE IF (Close_N>Open_N AND NoRiseDown AND CLOSE_N/CLOSE_N1>1.017 AND MA(CLOSE_N,5)>MA(CLOSE_N,10))

    ret=52;

    IF (Close_N>Open_N AND Close_N>MA(Close_N,5) )

    {

        //大涨1.2%或者以上,75%涨

        IF (Close_N/Close_N1>1.005 AND CODE != 'USDCNH' ) 

       ret = 1;

    ELSE IF (Close_N/Close_N1>1.002 AND CODE == 'USDCNH' )  

     RET=1;

       //连续2次涨1%或者以上

       ELSE IF (Close_N/CLOSE_N1>1.002 AND CLOSE_N1/CLOSE_N2>1.002 )

        ret = 2;

       //连红5日，最近4日不能大跌2%, 最近2天不能连续跌1%

       ELSE IF(C0 AND C1 AND C2 AND C3 AND C4  AND COUNT(CLOSE_N1/CLOSE_N2>=0.995,4)==4 AND ( CLOSE_N1/CLOSE_N2>0.995 OR  CLOSE_N2/CLOSE_N3>0.995))

          ret = 3;

      //红柱+ 1%或以上涨幅,前1日不能跌幅超过2%

      ELSE IF (C0 AND CLOSE_N/CLOSE_N1>1.002 AND CLOSE_N1/CLOSE_N2>=0.995)

   ret = 4;

    }   

    //卖出信号

    ELSE IF ( Close_N<MA(Close_N,5) AND CLOSE_N<OPEN_N)  //破5日线，收阴 

      //   AND ( Close_N<MA(Close_N,20) OR ( Close_N==Low_N) OR (Close_N>MA(Close_N,20) AND  Close_N>MA(Close_N,20)*1.04)) ) // 破20日线 或者高于20日线的4% ,或当天最低          

    {

     //count不起作用 

     i=0;

     IF(CLOSE_N1<OPEN_N1)

      i=i+1;

       IF(CLOSE_N2<OPEN_N2)

      i=i+1;  

       IF(CLOSE_N3<OPEN_N3)

      i=i+1;

        IF(CLOSE_N4<OPEN_N4)

      i=i+1;    

        //

        IF (CLOSE_N/CLOSE_N1<0.995  AND CODE != 'USDCNH')

            ret = -1;

        ELSE  IF (CLOSE_N/CLOSE_N1<0.998  AND CODE == 'USDCNH')

            ret = -1;    

        //连续2次跌幅超过1%

        ELSE IF (CLOSE_N/CLOSE_N1<0.998 AND CLOSE_N1/CLOSE_N2<0.998 )

        ret = -2;   

        //连绿5日,最近4日不能大涨1.7%或者以上，最近2天存在跌幅超过1% 

        ELSE IF (C0==0 AND C1==0 AND C2==0 AND C3==0 AND C4==0 AND COUNT(CLOSE_N1/CLOSE_N2 <= 1.005,4)==4 AND ( CLOSE_N1/CLOSE_N2 < 0.998 OR  CLOSE_N2/CLOSE_N3 <0.998) )

        ret = -3;

        //绿柱，前1日不能大涨1.7%或者以上

        ELSE IF (C0==0 AND CLOSE_N1/CLOSE_N2 <= 1.005  AND CODE != 'USDCNH' )

        ret = -4;

    ELSE IF (C0==0 AND CLOSE_N1/CLOSE_N2 <= 1.002  AND CODE == 'USDCNH' )

        ret = -4;     

   //最近5日至少3阴线

  // ELSE IF (COUNT(CLOSE_N1<OPEN_