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- 2005-4-20
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发表于 2008-7-27 23:28
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这个分笔计算的思路和老大的精解分笔有相似的地方
input:n(100),m(5100); //n为大单门限的一个参数,m为大盘每分钟的成交额,用来判断牛市或熊市,原m=4500
大盘分均成交:=sum(INDEXA,0)/OPENMINUTES(TIME)/10000;
流通:FINANCE(7)/10000;
牛熊:=IF(大盘分均成交>M,1,0.6);
流通市值:c*流通;
系数:=if(流通市值>10,1.6667,if(流通市值<0.75,0.125,流通市值/6));
大单门限:=N*10000*牛熊*系数; //熊市为100万,牛市为167万
a:=ref(bidvol(1),1)+ref(bidvol(2),1)+ref(bidvol(3),1);
b:=ref(askvol(1),1)+ref(askvol(2),1)+ref(askvol(3),1);
对敲大买:=IF(BUYVOL>b and c<=ref(askprice(3),1) and buyvol*c*100>=大单门限,1,0);
//如果主动买量大于前次委买之和,并且此时价格小于前次委3价格,成交额大于100万,则为对敲
对敲大卖:=IF(SELLVOL>a and c>=ref(bidprice(3),1) and sellvol*c*100>=大单门限,1,0);
大买总额:SUM(IF(ISBUYORDER and amount>大单门限 and not(对敲大买)
or (ISBUYORDER=0 and amount<大单门限 and BIDVOL(1)*BIDPRICE(1)*100>5*大单门限 and
BIDVOL(1)>10*ASKVOL(1)),amount,0),0);
大卖总额:SUM(IF(ISBUYORDER=0 and amount>大单门限 and not(对敲大卖)
or (ISBUYORDER and amount<大单门限 and ASKVOL(1)*ASKPRICE(1)*100>5*大单门限 and
ASKVOL(1)>10*BIDVOL(1)),amount,0),0);
大买:SUM(IF(ISBUYORDER and amount>大单门限 and not(对敲大买)
or (ISBUYORDER=0 and amount<大单门限 and BIDVOL(1)*BIDPRICE(1)*100>5*大单门限 and
BIDVOL(1)>10*ASKVOL(1)),vol,0),0);
大卖:SUM(IF(ISBUYORDER=0 and amount>大单门限 and not(对敲大卖)
or (ISBUYORDER and amount<大单门限 and ASKVOL(1)*ASKPRICE(1)*100>5*大单门限 and
ASKVOL(1)>10*BIDVOL(1)),vol,0),0);
增仓金额:大买总额-大卖总额;
增仓手数:大买-大卖; |
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