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--  公式模型编写问题提交  (http://www.weistock.com/bbs/list.asp?boardid=4)
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--  作者：我不是新手
--  发布时间：2016/7/19 11:21:42
--  [原创]
老师帮我看看这代码出错在哪了、是不是这开平仓的顺序搞错了，放在图表中这信号都是错的、

我检查了一个上午了都没找出原因、麻烦了、谢谢！！

INPUT:P(6,2,150,2),S(12,2,150,2),M(20,2,100,6);
variable:zs=c,hl=c;
MA6:MA(C,P);
MA12:MA(C,S);
MA20:MA(C,M);

buycond:C>ref(hhv(h,5),1) AND C>MA20 ;//开多
sellcond:C<ref(llv(l,5),1) AND C<MA20 ;//开空

K1:CROSS(MA12,MA6);
K2:CROSS(MA6,MA12);

HH:=HHV(H,ENTERBARS+1 );
LL:=LLV(L,ENTERBARS+1 );

if holding>0 then begin
多止损:zs;
if l<zs then sell(1,1,limitr,min(o,zs)-mindiff);
else if K1 then sell(1,1,limitr,c);
end
if holding<0 then begin
空止损:zs;
if h>zs then sellshort(1,1,limitr,max(o,zs)+mindiff);
else if K2 then sellshort(1,1,limitr,c);
end

//盈
if HOLDING>0 AND HH<=AVGENTERPRICE+0.03*AVGENTERPRICE then begin//多盈
sell(1,1,MARKET);
end
if HOLDING<0 AND LL>=AVGENTERPRICE-0.03*AVGENTERPRICE then begin //空盈
sellshort(1,1,MARKET);
end

if holding=0 and buycond then begin
buy(1,1,limitr,c);
zs:=AVGENTERPRICE-0.01*AVGENTERPRICE;
hl:=c;
end
if holding=0 and sellcond then begin
buyshort(1,1,limitr,c);
zs:=AVGENTERPRICE+0.01*AVGENTERPRICE;
hl:=c;
end

if holding>0 and enterbars>0 and HH>=hl+0.02*AVGENTERPRICE then begin
hl:=AVGENTERPRICE;
zs:=hl+0.01*AVGENTERPRICE;
end
if holding<0 and enterbars>0 and LL<=hl-0.02*AVGENTERPRICE then begin
hl:=AVGENTERPRICE;
zs:=hl-0.01*AVGENTERPRICE;
end

当前持仓:HOLDING,COLORGRAY,LINETHICK0;
当前资产:ASSET,NOAXIS,COLORGRAY;

--  作者：jinzhe
--  发布时间：2016/7/19 13:21:40
--
请具体的讲一下，错误的信号在哪里，正确的该是什么样的

--  作者：我不是新手
--  发布时间：2016/7/19 14:53:40
--
这里开仓条件是破前5根的最高点并且大于20日均线开仓、止损是1%，若盈利2% 上移止盈1%，还有一种出场方式是金叉和死叉出场、

但是这个加载到图表上是当根K线就出场了，你可以把代码放到公司里面去看看、、我觉得逻辑没错啊

--  作者：jinzhe
--  发布时间：2016/7/19 15:21:35
--

INPUT:P(6,2,150,2),S(12,2,150,2),M(20,2,100,6);
variable:zs=0,hl=10000000;
MA6:MA(C,P);
MA12:MA(C,S);
MA20:MA(C,M);

buycond:C>ref(hhv(h,5),1) AND C>MA20 ;//开多
sellcond:C<ref(llv(l,5),1) AND C<MA20 ;//开空

K1:CROSS(MA12,MA6);
K2:CROSS(MA6,MA12);

if holding=0 and buycond then begin
buy(1,1,limitr,c);
zs:=AVGENTERPRICE-0.01*AVGENTERPRICE;
hl:=c;
end
if holding=0 and sellcond then begin
buyshort(1,1,limitr,c);
zs:=AVGENTERPRICE+0.01*AVGENTERPRICE;
hl:=c;
end

HH:=HHV(H,ENTERBARS+1 );
LL:=LLV(L,ENTERBARS+1 );

if holding>0 and enterbars>0 and HH>=hl+0.02*AVGENTERPRICE then begin
hl:=AVGENTERPRICE;
zs:=hl+0.01*AVGENTERPRICE;
end
if holding<0 and enterbars>0 and LL<=hl-0.02*AVGENTERPRICE then begin
hl:=AVGENTERPRICE;
zs:=hl-0.01*AVGENTERPRICE;
end

if l<enterprice*0.99 and enterbars>0 then 止损多1:sell(1,1,limitr,min(o,zs)-mindiff);
if K1 then 止损多2:sell(1,1,limitr,c);
if hh>enterprice*1.02 and l<enterprice*1.01 and enterbars>0 then 移动止损多:sell(1,1,limitr,open)

if h>enterprice*1.01 and enterbars>0 then 止损空1: sellshort(1,1,limitr,max(o,zs)+mindiff);
if K2 then 止损空2:sellshort(1,1,limitr,c);
if ll<enterprice*0.98 and h>enterprice*0.99 and enterbars>0 then sellshort(1,0,limitr,close);

//盈
if HOLDING>0 AND HH>=AVGENTERPRICE+0.03*AVGENTERPRICE and enterbars>0 then begin//多盈
多赢:sell(1,1,MARKET);
end
if HOLDING<0 AND LL<=AVGENTERPRICE-0.03*AVGENTERPRICE and enterbars>0 then begin //空盈
空赢:sellshort(1,1,MARKET);
end

当前持仓:HOLDING,COLORGRAY,LINETHICK0;
当前资产:ASSET,NOAXIS,COLORGRAY;