20260322 XQ多空網格程式碼

Posted by 查理哥 on 2026/03/22 at 10:36

最近可能有人會想要用空方網格，寫了一個可以多空切換的網格，而且改良之前的做法，只要價格落在設定區間內，就會自動買賣操作，之前程式碼是賣光就停了，價格回到區間也不會再啟動，大概功能說明

可選擇要做多還是做空
不須設定進場價，只要價格在區間就會自動交易
會有基本倉買入，如開啟時，現在價格距上方還有3格，就會買三張/口，如果不想要一開始就買多張，上界價格要跟現價接近
增加停損機制，可以設定觸碰到某個價位，就全部出場，避免擴大損失

自動交易設定

設定網距時，要能整除上下界區間
停損位置，多方網格要在下界以下，空方網格要在上界以上，才不會一直停損
用分K逐筆
部位依庫存或延續之前，如果你還會去調整庫存，請用延續之前
安控一定要加，尤其是最大購買口數

PS: 程式碼只做了回測，未實單驗證實際執行情況，請小心使用，交易安控一定要設置，我不負責程式碼問題造成的損失

PS: VIP社團會有進階版，上下界可以隨著價格自動上調，想要的就請加入A+策略網的VIP會員吧

程式碼

// A+策略網 20260321 
// 網格連續交易版 v1
// 邏輯說明: 僅在設定區間內交易
Input: _tradeDir(1, "網格方向", inputkind:=Dict(["做多網格", 1], ["做空網格", -1]), quickedit:=true);
Input: _gridTop(31400, "網格上界");
Input: _gridBottom(30000, "網格下界");
Input: _gridgap(200, "網距");
Input: _positionmulti(1, "每次口數");
Input: _exitall(29500, "停損點(多單跌破/空單突破)");
Vars: intraBarPersist _upline(0), intraBarPersist _dnline(0);
Vars: intraBarPersist _lastFilled(0);
Vars: intraBarPersist _init_done(false);
Vars: intraBarPersist _dynGridTop(0), intraBarPersist _dynGridBottom(0);
Vars: _m4(0), _targetQty(0), _targetPos(0);
condition1 = (CurrentTime >= 134400 and CurrentTime <= 134500) or (CurrentTime >= 045900 and CurrentTime <= 050000);
Once begin
    _m4 = _gridgap / 4;
end;
// 階段一: 啟動時的庫存偵測與網格定位
if _init_done = false then begin
    _dynGridTop = _gridTop;
    _dynGridBottom = _gridBottom;
    if _tradeDir = 1 then begin
        if filled > 0 then begin
            value1 = filled / _positionmulti;
            _upline = _dynGridTop - (value1 - 1) * _gridgap;
            _dnline = _upline - (_gridgap * 2);
            _lastFilled = filled;
            _init_done = true;
        end else if filled = 0 and close >= _dynGridBottom and close <= _dynGridTop then begin
            _targetQty = IntPortion((_dynGridTop - close) / _gridgap) * _positionmulti;
            if _targetQty > 0 then SetPosition(_targetQty, market);
        end;
    end else begin
        if filled < 0 then begin
            value1 = AbsValue(filled) / _positionmulti;
            _dnline = _dynGridBottom + (value1 - 1) * _gridgap;
            _upline = _dnline + (_gridgap * 2);
            _lastFilled = filled;
            _init_done = true;
        end else if filled = 0 and close >= _dynGridBottom and close <= _dynGridTop then begin
            _targetQty = IntPortion((close - _dynGridBottom) / _gridgap) * _positionmulti * -1;
            if _targetQty < 0 then SetPosition(_targetQty, market);
        end;
    end;
end;
// 階段二: 庫存變動驅動網格平移
if _init_done = true and filled <> _lastFilled then begin
    if _tradeDir = 1 then begin
        if filled > _lastFilled then begin
            _upline = _dnline + _gridgap;
            _dnline = _dnline - _gridgap;
        end else if filled < _lastFilled then begin
            _dnline = _upline - _gridgap;
            _upline = _upline + _gridgap;
        end;
    end else begin
        if filled < _lastFilled then begin
            _dnline = _upline - _gridgap;
            _upline = _upline + _gridgap;
        end else if filled > _lastFilled then begin
            _upline = _dnline + _gridgap;
            _dnline = _dnline - _gridgap;
        end;
    end;
    _lastFilled = filled;
    if filled > 0 and _tradeDir = 1 then begin
        value1 = filled / _positionmulti;
        _dynGridTop = _upline + (value1 - 1) * _gridgap;
        _dynGridBottom = _dynGridTop - (_gridTop - _gridBottom);
    end else if filled < 0 and _tradeDir = -1 then begin
        value1 = AbsValue(filled) / _positionmulti;
        _dynGridBottom = _dnline - (value1 - 1) * _gridgap;
        _dynGridTop = _dynGridBottom + (_gridTop - _gridBottom);
    end;
end;
// 階段三: 進行預掛委託 (區間封閉模式)
if _init_done = true and condition1 = False then begin
    if _tradeDir = 1 then begin
        if filled >= 1 * _positionmulti then begin
            if close >= (_upline - _m4) then begin
                _targetPos = filled - _positionmulti;
                if position <> _targetPos then SetPosition(_targetPos, _upline);
            end;
        end;
        if _dnline >= _dynGridBottom then begin
            if close <= (_dnline + _m4) then begin
                _targetPos = filled + _positionmulti;
                if position <> _targetPos then SetPosition(_targetPos, _dnline);
            end;
        end;
    end else begin
        if filled <= -1 * _positionmulti then begin
            if close <= (_dnline + _m4) then begin
                _targetPos = filled + _positionmulti;
                if position <> _targetPos then SetPosition(_targetPos, _dnline);
            end;
        end;
        if _upline <= _dynGridTop then begin
            if close >= (_upline - _m4) then begin
                _targetPos = filled - _positionmulti;
                if position <> _targetPos then SetPosition(_targetPos, _upline);
            end;
        end;
    end;
end;
// 例外與出場管理
if position <> filled and condition1 then begin
    SetPosition(filled, market);
end;
if _tradeDir = 1 and close <= _exitall and filled > 0 then begin
    SetPosition(0, market);
    _init_done = false;
end;
if _tradeDir = -1 and close >= _exitall and filled < 0 then begin
    SetPosition(0, market);
    _init_done = false;
end;

查理哥回覆 16 小時, 34 分鐘之前 2 會員 · 2 則回應

2 則回應

KevinWen

會員
2026/03/22 at 10:55

會員沒辦法複製貼上，能弄個附件檔案給會員嗎？VIP社團還沒看到更厲害的，在哪裡啊？
- 查理哥
  
  社團管理員
  2026/03/22 at 11:18
  還沒有放啦，別急~~~
  20260322網格多空程式碼.zip 1 KB Zip - Click to view
  
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網格交易法

社團管理員:

20260322 XQ多空網格程式碼

20260322 XQ多空網格程式碼

KevinWen

查理哥