主题：后台交易有预警不下单如何处理

INPUT : T20(20,15,60,1) ;    //??3?μ??ü?ú
INPUT : T10(10,10,30,1);    //3?3?μ??ü?ú
INPUT : ATRLEN(20,15,30,1) ;
INPUT : POSNUM(2,1,20,1) ;    //??′???ò×μ?ê?êy

//éù?÷±?á?
BUYORDERTHISBAR := 0 ;  //μ±?°BARóD1y??ò×

VARIABLE : _DEBUG = 1 ;     //ê?·?ê?3??°ì¨??ò×??á?
VARIABLE : _TDEBUG = 1 ;    //ê?·?ê?3?oóì¨??ò×??á?
VARIABLE : _DEBUGOUT = 1 ;    //ê?·?ê?3?oóì¨??ò×μ?μ÷ê?D??￠

VARIABLE : MYENTRYPRICE =0 ;   //?a2?????
VARIABLE : MYEXITPRICE =0 ;   //??2?????

VARIABLE : TURTLEUNITS=0 ;   //??ò×μ￥??
VARIABLE : POSITION=0 ;   //2???×′ì?
//0±íê???óD2???￡?1±íê?3?óD?àí·￡? -1±íê?3?óD??í·

VARIABLE : T20HI=CLOSE ;   //20?ü?úμ???μ?
VARIABLE : T20LO=CLOSE ;   //20?ü?úμ?μíμ?

VARIABLE : T10HI=CLOSE ;   //10?ü?úμ???μ?
VARIABLE : T10LO=CLOSE ;   //10?ü?úμ?μíμ?

//×?±?Dèòa????μ?±?á?
T20HI := REF(HHV(H,T20),1) ;
T20LO := REF(LLV(L,T20),1) ;

T10HI := REF(HHV(H,T10),1) ;
T10LO := REF(LLV(L,T10),1) ;

AVGTR :=  REF(MA(TR,ATRLEN),1) ;

//2éó?è???±?á?±￡′?×?oóò??ùK??μ?????×′ì?
STRENTRYBARPOS:=STRCAT(STKLABEL,'ENTRYBARPOS') ;
STREXITBARPOS:=STRCAT(STKLABEL,'EXITBARPOS') ;
STRPREENTRYPRICE:=STRCAT(STKLABEL,'PREENTRYPRICE') ;
STRTURTLEUNITS:=STRCAT(STKLABEL,'TURTLEUNITS') ;
STRPOSITION:=STRCAT(STKLABEL,'POSITION') ;
STRPREN:=STRCAT(STKLABEL,'PREN') ;

IF NOT ( WORKMODE=1 ) THEN BEGIN
 DRAWTEXTEX(1 ,0 ,0 ,0 ,'ìáê?￡o±?1?ê???ó?óúoóì¨??ò×￡?'  ),COLORYELLOW ;
 EXIT ;
END //IF

//?aê??′DDê± 3?ê??ˉêy?Y
//×￠òa￡oμúò???êy?Yμ?BARPOS=1
IF BARPOS=1 THEN BEGIN
 //POSITION := 0 ;

END //IF

//è?1?μ±?°°?ê?×?oóò??ùK??￡??′DD
IF ISLASTBAR THEN BEGIN

 // è?1?×?oóò??ùK??·￠éú1y3?3?D?o?￡??ò??ò??ùK??2??ù??ò×
 IF EXTGBDATA(STREXITBARPOS) = BARPOS THEN BEGIN
  GOTO CONTINUELINE ;
 END

 //???′é?ò???????ê±±￡′?μ?êy?Y
 //è?1?????μ???3?BARPOSoíμ±?°μ??àμè￡??μ?÷é?ò?????3?D?o?ò2ê?×?oóò??ùK??·￠3?μ??￡  
 IF EXTGBDATA(STRENTRYBARPOS) = BARPOS THEN BEGIN
  MYENTRYPRICE := EXTGBDATA(STRPREENTRYPRICE) ;
  TURTLEUNITS := EXTGBDATA(STRTURTLEUNITS) ;
  POSITION := EXTGBDATA(STRPOSITION) ;
  N := EXTGBDATA(STRPREN) ;
 END
 
 //è?1?μ±?°ê???óD3?2?μ?×′ì?
 IF POSITION=0 AND BARPOS>T20 AND H>L THEN BEGIN
 
  //?¨á￠?àí·??3?ì??t
  LONG := H > T20HI ;
  
  //?àí·??3?·?o?
  IF LONG THEN BEGIN
   MYENTRYPRICE := IF(OPEN>T20HI+MINDIFF ,OPEN ,T20HI+MINDIFF ) ;   
   POSITION := 1 ;
   TURTLEUNITS := 1 ;
   N := AVGTR ;
 
   TBUY( _TDEBUG,POSNUM,LMT,H),ALLOWREPEAT ;

   EXTGBDATASET(STRENTRYBARPOS,BARPOS ) ;
   EXTGBDATASET(STRPREENTRYPRICE,MYENTRYPRICE ) ;
   EXTGBDATASET(STRTURTLEUNITS,TURTLEUNITS ) ;
   EXTGBDATASET(STRPOSITION,POSITION ) ;
   EXTGBDATASET(STRPREN,N ) ;
 
  END //IF?àí·??3?·?o?
 
 
  //?¨á￠??í·??3?ì??t
  SHORT := L < T20LO ;
  
  //??í·??3?·?o?
  IF SHORT AND POSITION=0 THEN BEGIN   
   MYENTRYPRICE := IF(OPEN<T20LO-MINDIFF ,OPEN ,T20LO-MINDIFF ) ;   
   POSITION := -1 ;
   TURTLEUNITS := 1 ;
   N := AVGTR ;
 
   TBUYSHORT( _TDEBUG,POSNUM,LMT,L),ALLOWREPEAT;

   EXTGBDATASET(STRENTRYBARPOS,BARPOS ) ;
   EXTGBDATASET(STRPREENTRYPRICE,MYENTRYPRICE ) ;
   EXTGBDATASET(STRTURTLEUNITS,TURTLEUNITS ) ;
   EXTGBDATASET(STRPOSITION,POSITION ) ;
   EXTGBDATASET(STRPREN,N ) ;
 
  END //IF??í·??3?·?o?
  
  GOTO CONTINUELINE ;
  
 END  //IFè?1?μ±?°ê???óD3?2?μ?×′ì?

 //è?1?μ±?°3?óD?àí·2???μ?×′ì?
 
 IF POSITION=1 AND BARPOS>T20 AND H>L THEN BEGIN
 
  //?àí·?ó2?ì??t
  
  IF (HIGH>MYENTRYPRICE+0.5*N) AND TURTLEUNITS<4 THEN BEGIN
   MYENTRYPRICE := IF(OPEN>MYENTRYPRICE+0.5*N ,OPEN ,MYENTRYPRICE+0.5*N ) ;
   MYENTRYPRICE := CEILING(MYENTRYPRICE/MINDIFF)*MINDIFF ; 
   TURTLEUNITS := TURTLEUNITS+1 ;
 
   TBUY( _TDEBUG,POSNUM,LMT,H),ALLOWREPEAT ;

   EXTGBDATASET(STRENTRYBARPOS,BARPOS ) ;
   EXTGBDATASET(STRPREENTRYPRICE,MYENTRYPRICE ) ;
   EXTGBDATASET(STRTURTLEUNITS,TURTLEUNITS ) ;
   EXTGBDATASET(STRPOSITION,POSITION ) ;
 
  END //IF?àí·?ó2?ì??t 
  
  //?¨á￠?àí·à?3?ì??t
  LONGX1 := (LOW < T10LO)  ;
  
  IF LONGX1 AND EXTGBDATA(STRENTRYBARPOS)<>BARPOS AND EXTGBDATA(STREXITBARPOS)<>BARPOS THEN BEGIN
   MYEXITPRICE := IF(OPEN<T10LO-MINDIFF ,OPEN ,T10LO-MINDIFF ) ;   
   POSITION := 0 ;
   TURTLEUNITS := 0 ;
   
   TSELL( _TDEBUG ,0,LMT,L),ALLOWREPEAT;
   
   EXTGBDATASET(STREXITBARPOS,BARPOS ) ;
   EXTGBDATASET(STRTURTLEUNITS,TURTLEUNITS ) ;
   EXTGBDATASET(STRPOSITION,POSITION ) ;

  END
 
  //?¨á￠?àí·?1?eì??t
  LONGX2 := (LOW<MYENTRYPRICE-2*N)  ;
 
  IF LONGX2 AND POSITION=1 AND EXTGBDATA(STRENTRYBARPOS)<>BARPOS AND EXTGBDATA(STREXITBARPOS)<>BARPOS THEN BEGIN
   MYEXITPRICE := IF(OPEN<MYENTRYPRICE-2*N ,OPEN ,MYENTRYPRICE-2*N ) ;  
   MYEXITPRICE := FLOOR(MYEXITPRICE/MINDIFF)*MINDIFF ; 
   POSITION := 0 ;
   TURTLEUNITS := 0 ;

   TSELL( _TDEBUG ,0,LMT,L),ALLOWREPEAT;
   
   EXTGBDATASET(STREXITBARPOS,BARPOS ) ;
   EXTGBDATASET(STRTURTLEUNITS,TURTLEUNITS ) ;
   EXTGBDATASET(STRPOSITION,POSITION ) ;

  END
 
  GOTO CONTINUELINE ;
 
 END  //IFè?1?μ±?°3?óD?àí·2???μ?×′ì?

 //è?1?μ±?°3?óD??í·2???μ?×′ì?
 
 IF POSITION = -1 AND BARPOS>T20 AND H>L THEN BEGIN
 
  //??í·?ó2?ì??t

  IF (LOW<MYENTRYPRICE-0.5*N) AND TURTLEUNITS<4 THEN BEGIN
   MYENTRYPRICE := IF(OPEN<MYENTRYPRICE-0.5*N ,OPEN ,MYENTRYPRICE-0.5*N ) ;   
   MYENTRYPRICE := FLOOR(MYENTRYPRICE/MINDIFF)*MINDIFF ; 
   TURTLEUNITS := TURTLEUNITS+1 ;

   TBUYSHORT( _TDEBUG,POSNUM,LMT,L),ALLOWREPEAT;

   EXTGBDATASET(STRENTRYBARPOS,BARPOS ) ;
   EXTGBDATASET(STRPREENTRYPRICE,MYENTRYPRICE ) ;
   EXTGBDATASET(STRTURTLEUNITS,TURTLEUNITS ) ;
   EXTGBDATASET(STRPOSITION,POSITION ) ;

  END //IF??í·?ó2?ì??t 
 
  //?¨á￠??í·à?3?ì??t
  SHORTX1 := H > T10HI  ;
 
  IF SHORTX1 AND EXTGBDATA(STRENTRYBARPOS)<>BARPOS AND EXTGBDATA(STREXITBARPOS)<>BARPOS THEN BEGIN
   MYEXITPRICE := IF(OPEN>T10HI+MINDIFF ,OPEN ,T10HI+MINDIFF ) ;   
   POSITION := 0 ;
   TURTLEUNITS := 0 ;

   TSELLSHORT( _TDEBUG,0,LMT,H),ALLOWREPEAT;
   
   EXTGBDATASET(STREXITBARPOS,BARPOS ) ;
   EXTGBDATASET(STRTURTLEUNITS,TURTLEUNITS ) ;
   EXTGBDATASET(STRPOSITION,POSITION ) ;

  END
 
  //?¨á￠??í·?1?eì??t
  SHORTX2 := HIGH > MYENTRYPRICE + 2*N  ;
 
  IF SHORTX2 AND POSITION = -1 AND EXTGBDATA(STRENTRYBARPOS)<>BARPOS AND EXTGBDATA(STREXITBARPOS)<>BARPOS THEN BEGIN
   MYEXITPRICE := IF(OPEN>MYENTRYPRICE+2*N ,OPEN ,MYENTRYPRICE+2*N ) ;   
   MYEXITPRICE := CEILING(MYEXITPRICE/MINDIFF)*MINDIFF ; 
   POSITION := 0 ;
   TURTLEUNITS := 0 ;

   TSELLSHORT( _TDEBUG,0,LMT,H),ALLOWREPEAT;
   
   EXTGBDATASET(STREXITBARPOS,BARPOS ) ;
   EXTGBDATASET(STRTURTLEUNITS,TURTLEUNITS ) ;
   EXTGBDATASET(STRPOSITION,POSITION ) ;

  END

  GOTO CONTINUELINE ;
 
 END  //IFè?1?μ±?°3?óD??í·2???μ?×′ì?

 //è?1?ò?é?3???éD?????óD3éá￠￡??ò?±?ó?áê?±?′??D??
 GOTO CONTINUELINE ;

END //IFè?1?μ±?°°?ê?×?oóò??ùK??

//2?ê?×?oóò??ùK??μ??éD?
//è?1?μ±?°ê???óD3?2?μ?×′ì?
IF POSITION=0 AND BARPOS>T20 AND H>L THEN BEGIN

 //?¨á￠?àí·??3?ì??t
 LONG := H > T20HI ;
 
 //?àí·??3?
 IF LONG THEN BEGIN
  MYENTRYPRICE := IF(OPEN>T20HI+MINDIFF ,OPEN ,T20HI+MINDIFF ) ;   
  //BUY( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE+MINDIFF);
  POSITION := 1 ;
  TURTLEUNITS := 1 ;
  N := AVGTR ;
  BUYORDERTHISBAR := 1;

 END //IF

 //?¨á￠??í·??3?ì??t
 SHORT := L < T20LO ;
 
 //??í·??3?
 IF SHORT AND POSITION=0 THEN BEGIN   
  MYENTRYPRICE := IF(OPEN<T20LO-MINDIFF ,OPEN ,T20LO-MINDIFF ) ;   
  //BUYSHORT( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE-MINDIFF);
  POSITION := -1 ;
  TURTLEUNITS := 1 ;
  N := AVGTR ;
  BUYORDERTHISBAR := 1;

 END
 
 //2?òaì?×a￡?è?3ìDò?ì2éí?ò??ùK??ê?·??éò??ó2?
 //GOTO CONTINUELINE ;
 
END  //IF

//è?1?μ±?°3?óD?àí·2???μ?×′ì?

IF POSITION=1 AND BARPOS>T20 AND H>L THEN BEGIN

 //?àí·?ó2?ì??t
 
 WHILE (HIGH>MYENTRYPRICE+0.5*N) AND TURTLEUNITS<4 DO BEGIN
  MYENTRYPRICE := IF(OPEN>MYENTRYPRICE+0.5*N ,OPEN ,MYENTRYPRICE+0.5*N ) ;
  MYENTRYPRICE := CEILING(MYENTRYPRICE/MINDIFF)*MINDIFF ; 
  //BUY( _DEBUG, POSNUM, LIMITR, MYENTRYPRICE);
  TURTLEUNITS := TURTLEUNITS+1 ;
  BUYORDERTHISBAR := 1;
 END //WHILE 
 
 //?¨á￠?àí·à?3?ì??t
 LONGX1 := (LOW < T10LO)  ;
 
 IF LONGX1 AND BUYORDERTHISBAR=0 THEN BEGIN
  MYEXITPRICE := IF(OPEN<T10LO-MINDIFF ,OPEN ,T10LO-MINDIFF ) ;   
  //SELL( _DEBUG ,0,LIMITR,MYEXITPRICE-MINDIFF);
  POSITION := 0 ;
  TURTLEUNITS := 0 ;
 END

 //?¨á￠?àí·?1?eì??t
 LONGX2 := (LOW<MYENTRYPRICE-2*N)  ;

 IF LONGX2 AND POSITION=1 AND BUYORDERTHISBAR=0 THEN BEGIN
  MYEXITPRICE := IF(OPEN<MYENTRYPRICE-2*N ,OPEN ,MYENTRYPRICE-2*N ) ;  
  MYEXITPRICE := FLOOR(MYEXITPRICE/MINDIFF)*MINDIFF ; 
  //SELL( _DEBUG ,0,LIMITR,MYEXITPRICE);
  POSITION := 0 ;
  TURTLEUNITS := 0 ;
 END

 GOTO CONTINUELINE ;

END  //IF

//è?1?μ±?°3?óD??í·2???μ?×′ì?

IF POSITION = -1 AND BARPOS>T20 AND H>L THEN BEGIN

 //??í·?ó2?ì??t
 
 WHILE (LOW<MYENTRYPRICE-0.5*N) AND TURTLEUNITS<4 DO BEGIN
  MYENTRYPRICE := IF(OPEN<MYENTRYPRICE-0.5*N ,OPEN ,MYENTRYPRICE-0.5*N ) ;   
  MYENTRYPRICE := FLOOR(MYENTRYPRICE/MINDIFF)*MINDIFF ; 
  //BUYSHORT( _DEBUG,POSNUM, LIMITR, MYENTRYPRICE);
  TURTLEUNITS := TURTLEUNITS+1 ;
  BUYORDERTHISBAR := 1;
 END //IF 

 //?¨á￠??í·à?3?ì??t
 SHORTX1 := H > T10HI  ;

 IF SHORTX1 AND BUYORDERTHISBAR=0 THEN BEGIN
  MYEXITPRICE := IF(OPEN>T10HI+MINDIFF ,OPEN ,T10HI+MINDIFF ) ;   
  //SELLSHORT( _DEBUG,0,LIMITR,MYEXITPRICE+MINDIFF);
  POSITION := 0 ;
  TURTLEUNITS := 0 ;
 END

 //?¨á￠??í·?1?eì??t
 SHORTX2 := HIGH > MYENTRYPRICE + 2*N  ;

 IF SHORTX2 AND POSITION = -1 AND BUYORDERTHISBAR=0  THEN BEGIN
  MYEXITPRICE := IF(OPEN>MYENTRYPRICE+2*N ,OPEN ,MYENTRYPRICE+2*N ) ;   
  MYEXITPRICE := CEILING(MYEXITPRICE/MINDIFF)*MINDIFF ; 
  //SELLSHORT( _DEBUG,0,LIMITR,MYEXITPRICE);
  POSITION := 0 ;
  TURTLEUNITS := 0 ;
 END

END  //IF

//??ê????§×′ì?
CONTINUELINE@ ×ê2ú:TASSET,LINETHICK0;
//?éó????e:CASH(0),LINETHICK0;
POS:THOLDING,LINETHICK0;
//??ò×′?êy:TOTALDAYTRADE, LINETHICK0 ;
//EP:MYENTRYPRICE ;
// DEBUGOUT('POSITION=%.0F' ,POSITION ) ;
// DEBUGOUT('TURTLEUNITS=%.0F' ,TURTLEUNITS ) ;
// DEBUGOUT('BARPOS=%.0F' ,BARPOS ) ;
// DEBUGOUT('MYENTRYPRICE=%.0F' ,MYENTRYPRICE ) ;

IF _DEBUGOUT>0  AND ISLASTBAR THEN BEGIN

 DEBUGFILE2('C:\DEBUGFILE.TXT','BARPOS=%.0F' ,BARPOS,1) ;
 DEBUGFILE2('C:\DEBUGFILE.TXT','T20HI=%.2F' ,T20HI ,1) ;
 DEBUGFILE2('C:\DEBUGFILE.TXT','N=%.2F' ,N ,1) ;
 DEBUGFILE2('C:\DEBUGFILE.TXT','AVGTR=%.2F' ,AVGTR ,1) ;
 DEBUGFILE2('C:\DEBUGFILE.TXT','POSITION=%.0F' ,POSITION,1 ) ;
 DEBUGFILE2('C:\DEBUGFILE.TXT','TURTLEUNITS=%.0F' ,TURTLEUNITS,1 ) ;
 DEBUGFILE2('C:\DEBUGFILE.TXT','OPEN=%.2F' ,O ,1) ;
 DEBUGFILE2('C:\DEBUGFILE.TXT','HIGH=%.2F' ,H ,1) ;
 DEBUGFILE2('C:\DEBUGFILE.TXT','LOW=%.2F' ,L ,1) ;
 DEBUGFILE2('C:\DEBUGFILE.TXT','CLOSE=%.2F' ,C ,1) ;
 DEBUGFILE2('C:\DEBUGFILE.TXT','MYENTRYPRICE=%.0F' ,MYENTRYPRICE ,1) ;