以下是引用fly在2011-7-19 11:31:56的发言:
把止损平仓的语句也贴出来,看看
IF HOLDING<0 THEN BEGIN
//空头平仓
IF 平空 THEN
SELLSHORT(1,HOLDING,LIMITR,CLOSE);
//空头收盘平仓
IF NOT(交易时间) THEN
SELLSHORT(1,HOLDING,LIMITR,CLOSE);
//盈亏计算
IF ENTERBARS>0 THEN BEGIN
WIN1:=(ENTERPRICE-OPEN)/ENTERPRICE*100;
IF WIN1>MAXPROFIT THEN
MAXPROFIT:=WIN1;
WIN2:=(MAXPROFIT-WIN1)/MAXPROFIT*100;
END
//空头初始浮亏超过 P1% 止损
IF WIN1<-P1 THEN
SELLSHORT(1,HOLDING,LIMITR,CLOSE);
//空头利润大于 P2%止盈
//IF WIN1>P2 THEN
// SELLSHORT(1,HOLDING,LIMITR,CLOSE);
//空头回撤 P3% 止盈
IF WIN2>P3 AND OPENPROFIT>0 THEN
SELLSHORT(1,HOLDING,LIMITR,CLOSE);
END
[此贴子已经被作者于2011-7-19 11:34:41编辑过]