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-  金字塔客服中心 - 专业程序化交易软件提供商  (http://www.weistock.com/bbs/index.asp)
--  交易策略发布专区  (http://www.weistock.com/bbs/list.asp?boardid=10)
----  人人宽客C18  (http://www.weistock.com/bbs/dispbbs.asp?boardid=10&id=161456)

--  作者:系统使用者
--  发布时间:2018/2/2 23:11:20
--  人人宽客C18
VARIABLE:COUNTT:=0;
IRECTION:=0;
LENGTH:=16;
OFFSET:=1;
TRAILSTARTPCT:=0.8;
PARAM:=1.05;    
N:=1;
PCNT:=1;
Direction:=0;
FUND:=30000;
Lots:=max(1,INTPART(Fund/(O*MULTIPLIER*VOLUNIT*0.1)));

count1:=REF(COUNTT,1);
IF DATE<>REF(DATE,1) THEN //控制单日最大亏损次数为2次
   COUNTT:=0;
   ELSE
 COUNTT:=count1;

MIDLINE:=MA(CLOSE,LENGTH);
BAND:=STD(CLOSE,LENGTH); 
UPLINE:=MIDLINE+OFFSET*BAND;
DOWNLINE:=MIDLINE-OFFSET*BAND; 
RRANGE:=2*OFFSET*BAND/MIDLINE;
AVGRANGE:=MA(RRANGE,LENGTH);
AVGVOL:=MA(V,LENGTH);

SKLow:=llv(l,enterbars);
BKHigh:=hhV(H,enterbars);
if enterprice>0 then 
BEGIN
PP:=MIN((enterprice-SKLow)/enterprice,0.1);
TT:=MIN((BKHigh-enterprice)/enterprice,0.1);
end
PROFITPCNT1:=PP*10;
PROFITPCNT2:=TT*10;
//-----------------------------进仓--------------------------------------
BuyK:=BARPOS>LENGTH AND holding=0 AND COUNTT<=N AND RRANGE>PARAM*AVGRANGE AND V>PARAM*AVGVOL AND H>UPLINE AND REF(H,1)>REF(UPLINE,1) AND H>=ref(h,1) and Direction>=0;
SellK:=BARPOS>LENGTH AND holding=0 and COUNTT<=N AND RRANGE>PARAM*AVGRANGE AND V>PARAM*AVGVOL AND L<DOWNLINE AND REF(L,1)<REF(DOWNLINE,1) AND L<=ref(l,1) and Direction<=0;

//入场
买开:Buy(BuyK,Lots,market); //买开
卖开:buyShort(SellK,Lots,MARKET);//卖开

//-------------------------------止损指令-----------------------------//
IF holding>0 and enterbars>1 THEN 
BEGIN
    PRICESP:=MIN(O,enterprice*(1-PCNT/100));
    多单止损:sell(L<PRICESP,0,limit,PRICESP);  //多单卖平止损
    COUNTT:=COUNTT+1;
END
IF holding<0 and enterbars>1  THEN 
BEGIN
    PRICEBP:=MAX(O,enterprice*(1+PCNT/100));
    空单止损:sellshort(H>PRICEBP,0,limit,PRICEBP);  //空单买平止损
    COUNTT:=COUNTT+1;
END

//---------------------------止盈--------------------------------//
IF holding<0 and enterbars>1 AND SKLOW<=enterprice*(1-TRAILSTARTPCT/100) THEN 
BEGIN
    PRICEBY:=MAX(O,enterprice-(enterprice-SKLOW)*PROFITPCNT1);
    空单止盈:sellshort(H>PRICEBY,0,limit,PRICEBY);  //空单买平止盈
END
 
IF holding>0 and enterbars>1 AND BKHIGH>= enterprice*(1+TRAILSTARTPCT/100) THEN 
BEGIN
    PRICESY:=MIN(O,enterprice+(BKHIGH-enterprice)*PROFITPCNT2);
    多单止盈:sell(L<PRICESY,0,limit,PRICESY);  //多单卖平止盈
END

--  作者:aacky111
--  发布时间:2018/4/1 23:44:21
--  
支持一下楼主!
--  作者:Morzlk
--  发布时间:2018/7/3 10:44:20
--  
//-----------------------------进仓--------------------------------------
BuyK:=BARPOS>LENGTH AND holding=0 AND COUNTT<=N AND RRANGE>PARAM****GRANGE AND V>PARAM****GVOL AND H>UPLINE AND REF(H,1)>REF(UPLINE,1) AND H>=ref(h,1) and Direction>=0;
SellK:=BARPOS>LENGTH AND holding=0 and COUNTT<=N AND RRANGE>PARAM****GRANGE AND V>PARAM****GVOL AND L<DOWNLINE AND REF(L,1)<REF(DOWNLINE,1) AND L<=ref(l,1) and Direction<=0;
无法进行对算数表达!楼主是否要检查下