Larry Williams 19交易策略應用
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Transcript of Larry Williams 19交易策略應用
7/26/2019 Larry Williams 19
http://slidepdf.com/reader/full/larry-williams-19 1/5
原文出處: 式交易≠
HOLY GRAIL
http://wenschair.blogspot.tw/2012/09/william19.html
下是有名的
Larry Williams 19 的交易策略程式碼:
Inputs:
Length(16),
PH( ( ( (H+L+C) / 3) * 2) - L),
PL( ( ( (H+L+C) / 3) * 2) - H);
{-------- Long Entry --------}
Buy Net B!r !t H"ghest(PH,Length) + 1 Po"nt #top;
{-------- #hort Entry --------}
#e$$short Net B!r !t Lo%est(PL,Length) - 1 Po"nt #top
●常見的應用方向 1:
先定義多空並過濾盤整
!多的"#$%用 Larry Williams的&'方式(多
!空的"#$%用 Larry Williams的&'方式(空
●常見的應用方向 2:
)*用+K ,-程式碼.的H/L/C)以用01++的2盤34/56
34/763489:值-;9:<的 PH)=8>+?@的6/PLA=
8>+?B的6
CDEFGHIJK多空L定的方式&'M)-N!OPQRS應用方向
1的TU-NVWX.DEYZ的Level Price[戶\]多空^_`a Larry
William19^_-並bcdef策略以下8 STEP BY STEP的gh
●應用iUjk
(byXl
):
mgh 1n
以opqrst.的uv程式碼 Level Price[戶\]^_(8多空Fw-
e^x!\Pyz 1{|=8)以(多的}~•!\]yz 2{下=8)
以(空的}~-€下‚ƒ:
7/26/2019 Larry Williams 19
http://slidepdf.com/reader/full/larry-williams-19 2/5
mgh
2n
V Larry Williams的„…† Level Price的„…‡ˆ:
========================================================
&on'"t"on&$ose \]yz‰Š 1;
&on'"t"on&$ose \]yz‰Š 2;
PH( ( ( (H+L+C) / 3) * 2) - L);
PL( ( ( (H+L+C) / 3) * 2) - H);
7/26/2019 Larry Williams 19
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" t".e1300 then eg"n
" &on'"t"on then eg"n uy net !r !t h"ghest(PH, $en)
stop;en';
" &on'"t"on then eg"n se$$short net !r !t $o%est(PL, $en)
stop;en';
en';
setstop$oss(8000);
sete"ton&$ose;
========================================================
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7/26/2019 Larry Williams 19
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