有信号，不交易 - 公式模型编写问题提交 - 金字塔客服中心 - 专业程序化交易软件提供商

止盈时不按信号执行，即程序规定盈利3-4个点后，保1个点盈利。而事实没有这样做，而是在下根K线走完才发出平仓信号，结果本来可以盈利的，却亏损了。当然前提我是选用了走完K线。

此主题相关图片如下：qq图片20160317122250.png

有关程序如下：

sellshort(CROSS(H1,H2),0,marketr);

buy(CROSS(H1,H2) and holding=0,1,thisclose);

sell(CROSS(H2,H1) ,0,marketr);

buyshort(CROSS(H2,H1) and holding=0,1,thisclose);

多止损:sell(rounds(C,3)<rounds(ENTERPRICE,3)-15*MINDIFF,holding,marketr);

空止损:sellshort(rounds(C,3)>rounds(ENTERPRICE,3)+15*MINDIFF,holding,marketr);

if rounds(hhv(h,enterbars+1),3)>=rounds(enterprice,3)+3*mindiff and rounds(hhv(h,enterbars+1),3)<=rounds(enterprice,3)+4*mindiff and (rounds(h,3)>=rounds(enterprice,3)+1*mindiff) and (rounds(l,3)<=rounds(enterprice,3)+1*mindiff) and enterbars>0 then 多止盈1:sell(1,0, limitr,enterprice+1*mindiff);

if rounds(hhv(h,enterbars+1),3)>=rounds(enterprice,3)+5*mindiff and rounds(hhv(h,enterbars+1),3)<=rounds(enterprice,3)+6*mindiff and (rounds(h,3)>=rounds(enterprice,3)+3*mindiff) and (rounds(l,3)<=rounds(enterprice,3)+3*mindiff) and enterbars>0 then 多止盈2:sell(1,0, limitr,enterprice+3*mindiff);

if rounds(hhv(h,enterbars+1),3)>=rounds(enterprice,3)+7*mindiff and rounds(hhv(h,enterbars+1),3)<=rounds(enterprice,3)+8*mindiff and (rounds(h,3)>=rounds(enterprice,3)+5*mindiff) and (rounds(l,3)<=rounds(enterprice,3)+5*mindiff) and enterbars>0 then 多止盈3:sell(1,0, limitr,enterprice+5*mindiff);

if rounds(hhv(h,enterbars+1),3)>=rounds(enterprice,3)+9*mindiff and rounds(hhv(h,enterbars+1),3)<=rounds(enterprice,3)+10*mindiff and (rounds(h,3)>=rounds(enterprice,3)+7*mindiff) and (rounds(l,3)<=rounds(enterprice,3)+7*mindiff) and enterbars>0 then 多止盈4:sell(1,0, limitr,enterprice+7*mindiff);

if rounds(hhv(h,enterbars+1),3)>=rounds(enterprice,3)+11*mindiff and rounds(hhv(h,enterbars+1),3)<=rounds(enterprice,3)+12*mindiff and (rounds(h,3)>=rounds(enterprice,3)+9*mindiff) and (rounds(l,3)<=rounds(enterprice,3)+9*mindiff) and enterbars>0 then 多止盈5:sell(1,0, limitr,enterprice+9*mindiff);

if rounds(hhv(h,enterbars+1),3)>=rounds(enterprice,3)+13*mindiff and rounds(hhv(h,enterbars+1),3)<=rounds(enterprice,3)+14*mindiff and (rounds(h,3)>=rounds(enterprice,3)+11*mindiff) and (rounds(l,3)<=rounds(enterprice,3)+11*mindiff) and enterbars>0 then 多止盈6:sell(1,0, limitr,enterprice+11*mindiff);

if rounds(llv(l,enterbars+1),3)<=rounds(enterprice,3)-3*mindiff and rounds(llv(l,enterbars+1),3)>=rounds(enterprice,3)-4*mindiff and (rounds(h,3)>=rounds(enterprice,3)-1*mindiff) and (rounds(l,3)<=rounds(enterprice,3)-1*mindiff) and enterbars>0 then 空止盈1:sellshort(1,0, limitr,enterprice-1*mindiff);

if rounds(llv(l,enterbars+1),3)<=rounds(enterprice,3)-5*mindiff and rounds(llv(l,enterbars+1),3)>=rounds(enterprice,3)-6*mindiff and (rounds(h,3)>=rounds(enterprice,3)-3*mindiff) and (rounds(l,3)<=rounds(enterprice,3)-3*mindiff) and enterbars>0 then 空止盈2:sellshort(1,0, limitr,enterprice-3*mindiff);

if rounds(llv(l,enterbars+1),3)<=rounds(enterprice,3)-7*mindiff and rounds(llv(l,enterbars+1),3)>=rounds(enterprice,3)-8*mindiff and (rounds(h,3)>=rounds(enterprice,3)-5*mindiff) and (rounds(l,3)<=rounds(enterprice,3)-5*mindiff) and enterbars>0 then 空止盈3:sellshort(1,0, limitr,enterprice-5*mindiff);

if rounds(llv(l,enterbars+1),3)<=rounds(enterprice,3)-9*mindiff and rounds(llv(l,enterbars+1),3)>=rounds(enterprice,3)-10*mindiff and (rounds(h,3)>=rounds(enterprice,3)-7*mindiff) and (rounds(l,3)<=rounds(enterprice,3)-7*mindiff) and enterbars>0 then 空止盈4:sellshort(1,0, limitr,enterprice-7*mindiff);

if rounds(llv(l,enterbars+1),3)<=rounds(enterprice,3)-11*mindiff and rounds(llv(l,enterbars+1),3)>=rounds(enterprice,3)-12*mindiff and (rounds(h,3)>=rounds(enterprice,3)-9*mindiff) and (rounds(l,3)<=rounds(enterprice,3)-9*mindiff) and enterbars>0 then 空止盈5:sellshort(1,0, limitr,enterprice-9*mindiff);

if rounds(llv(l,enterbars+1),3)<=rounds(enterprice,3)-13*mindiff and rounds(llv(l,enterbars+1),3)>=rounds(enterprice,3)-14*mindiff and (rounds(h,3)>=rounds(enterprice,3)-11*mindiff) and (rounds(l,3)<=rounds(enterprice,3)-11*mindiff) and enterbars>0 then 空止盈6:sellshort(1,0, limitr,enterprice-11*mindiff);

if rounds(hhv(h,enterbars+1),3)>=rounds(enterprice,3)+15*mindiff and rounds(close,3)<=rounds(hhv(h,enterbars+1),3)-3*mindiff and enterbars>0 then 移动平多:sell(1,0,market);

if rounds(llv(l,enterbars+1),3)<=rounds(enterprice,3)-15*mindiff and rounds(close,3)>=rounds(llv(l,enterbars+1),3)+3*mindiff and enterbars>0 then 移动平空:sellshort(1,0,market);

if openprofit>=0 and time0>=(timetot0(closetime(0))- 2*60) then begin

收盘平多:sell(1,0,market);

收盘平空:sellshort(1,0,market);

time0<=timetot0(closetime(0))-2*60；

end；

主题：有信号，不交易