文华财经T8量化交易程序源码：
MOMLEN:=5;
AVGLEN:=10;
ATRLEN:=10;
ATRPCNT:=3;
SETUPLEN:=1;
RISK:=MONEYTOT<=INITMONEY*(1-10/100);//风控条件：本金风险率超过10%
RISK,CLOSEOUT;//达到风控条件，模型清仓且不再开仓
MOMVALUE:=C-REF(C,MOMLEN);
VWM:=EMA(VOL*MOMVALUE,AVGLEN);//定义成交量加权为VWM
TRUEHIGH1:=IF(HIGH>REF(C,1),HIGH,REF(C,1));
TRUELOW1:=IF(LOW<=REF(C,1),LOW,REF(C,1));
TRUERANGE1:=IF(ISLASTBAR,H-L,TRUEHIGH1-TRUELOW1);
AATR:=MA(TRUERANGE1,ATRLEN);//定义波动率
BULLSETUP:=CROSSUP(VWM,0);//UWM上穿零轴定义多头势
BEARSETUP:=CROSSDOWN(VWM,0);//UWM下穿零轴定义空头势
LSETUP:=LOOP2(BARPOS=1||BULLSETUP,0,REF(LSETUP,1)+1);//多头势开始计数并记录当前价格
LEPRICE:=VALUEWHEN(BULLSETUP,C);
SSETUP:=LOOP2(BARPOS=1||BEARSETUP,0,REF(SSETUP,1)+1);//空头势开始计数并记录当前价格
SEPRICE:=VALUEWHEN(BEARSETUP,C);
//系统入场
//当多头势满足并且在SETUPLEN的BAR数目内,当价格达到入场价格后,做多
NOT(RISK)&&BARPOS>AVGLEN&&H>=REF(LEPRICE,1)+((ATRPCNT/10)*REF(AATR,1))&&REF(LSETUP,1)<=SETUPLEN&&LSETUP>=1,BK;
//系统出场
BEARSETUP,SP;
//系统入场
//当空头势满足并且在SETUPLEN的BAR数目内,当价格达到入场价格后,做空
NOT(RISK)&&BARPOS>AVGLEN&&L<=REF(SEPRICE,1)-((ATRPCNT/10)*REF(AATR,1))&&REF(SSETUP,1)<=SETUPLEN&&SSETUP>=1,SK;
//系统出场
BULLSETUP,BP;
BKVOL>0&&CLOSE<=BKHIGH*(1-10/100),CLOSEOUT;//多单，开多之后的高点为基准回撤10%止损
SKVOL>0&&CLOSE>=SKLOW*(1+10/100),CLOSEOUT;//空单，开空之后的低点为基准回撤10%止损
AUTOFILTER;
