[求助] - 金字塔软件问题提交 - 金字塔客服中心 - 专业程序化交易软件提供商

这个平仓怎么回事？

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//声明参数

INPUT : T20(20,15,30,1) ;

INPUT : T10(10,10,20,1);

INPUT : ATRLEN(20,15,30,1) ;

INPUT : x(2,1,3,0.1);

input: 资金变动比例(0.2,0,1,0.1);

input: 仓位变动比例(0.5,0,1,0.1);

//声明变量

NT := 1 ; //调试信息带时间戳

BUYORDERTHISBAR := 0 ; //当前BAR有过交易

VARIABLE : _DEBUG = 1 ; //是否输出前台交易指令

VARIABLE : _TDEBUG = 1 ; //是否输出后台交易指令

VARIABLE : _DEBUGOUT = 0 ; //是否输出后台交易的调试信息

VARIABLE : MYENTRYPRICE =0 ; //开仓价格

VARIABLE : MYEXITPRICE =0 ; //平仓价格

VARIABLE : TURTLEUNITS=0 ; //交易单位

VARIABLE : POSITION=0 ; //仓位状态

//0表示没有仓位，1表示持有多头， -1表示持有空头

VARIABLE : T20HI=CLOSE ; //20周期的高点

VARIABLE : T20LO=CLOSE ; //20周期的低点

VARIABLE : T10HI=CLOSE ; //10周期的高点

VARIABLE : T10LO=CLOSE ; //10周期的低点

VARIABLE : POSNUM=0 ; //仓位

VARIABLE : zijingbili=0.02;

VARIABLE: multi=1;

VARIABLE: maxset=0;

VARIABLE: minset=0;

marginratio:=10/100;//保证金比例

//准备需要计算的变量

T20HI := REF(HHV(H,T20),1) ;

T20LO := REF(LLV(L,T20),1) ;

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

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

//开始执行时初始化数据

IF BARPOS=1 THEN BEGIN

maxset:=ASSET;

minset:=asset;

multi:=1;

END //IF

AVGTR := REF(MA(TR,ATRLEN),1) ;

A:=ceiling(AVGTR*x)* MULTIPLIER ;

//POSNUM:=if(FLOOR (ASSET*multi*0.02/A)=0,1,FLOOR (ASSET*multi*0.02/A));//仓位

//POSNUM:=min(FLOOR (ASSET/(C*multiplier*marginratio*4)),POSNUM);//仓位

if BARPOS<ATRLEN+5 then exit;

WARNING_DISABLE:2;

//POSNUM: if(FLOOR (ASSET*0.02/A)=0,1,FLOOR (ASSET*0.02/A)),noaxis;//仓位

//POSNUM:1,noaxis;

if holding=0 then BEGIN

//最大资产

if asset>maxset then BEGIN

maxset:=asset;

minset:=asset;

multi:=1;

end

//低于20%减仓位

WHILE asset<=minset*(1-资金变动比例) do BEGIN

minset:=minset*(1-资金变动比例);

multi:=multi*仓位变动比例;

end

//高于一定百分比恢复仓位

WHILE asset>=minset*(1/(1-资金变动比例)) do BEGIN

minset:=minset*(1/(1-资金变动比例));

multi:=multi*(1/(1-仓位变动比例));

MULTI:=min(1,MULTI);

end

//开仓手数

POSNUM:=if(FLOOR (ASSET*multi*0.02/A)=0,1,FLOOR (ASSET*multi*0.02/A));//仓位

POSNUM:=min(FLOOR (ASSET/(C*multiplier*marginratio*4)),if(FLOOR (ASSET*multi*0.02/A)=0,1,FLOOR (ASSET*multi*0.02/A)));//仓位

end

//此处作为临时输出结果

{仓位:posnum,NOAXIS;

最大资金: maxset,NOAXIS;

当前资金: minset,NOAXIS;

比例: MULTI,NOAXIS;}

//如果当前是没有持仓的状态

IF POSITION=0 AND BARPOS>T20 AND H>L THEN BEGIN

//建立多头进场条件

LONG := H > T20HI ;

//多头进场

IF LONG THEN BEGIN

MYENTRYPRICE := IF(OPEN>T20HI+MINDIFF ,OPEN ,T20HI+MINDIFF ) ;

BUY( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE);

POSITION := 1 ;

TURTLEUNITS := 1 ;

N := AVGTR ;

BUYORDERTHISBAR := 1;

END //IF

//建立空头进场条件

SHORT := L < T20LO ;

//空头进场

IF SHORT AND POSITION=0 THEN BEGIN

MYENTRYPRICE := IF(OPEN<T20LO-MINDIFF ,OPEN ,T20LO-MINDIFF ) ;

BUYSHORT( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE);

POSITION := -1 ;

TURTLEUNITS := 1 ;

N := AVGTR ;

BUYORDERTHISBAR := 1;

END

//不要跳转，让程序检查同一根K线是否可以加仓

//GOTO CONTINUELINE ;

END //IF

//如果当前持有多头仓位的状态

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

//多头加仓条件

WHILE (HIGH>MYENTRYPRICE+X*2*N) AND TURTLEUNITS<2 DO BEGIN

MYENTRYPRICE := IF(OPEN>MYENTRYPRICE+X*2*N ,OPEN ,MYENTRYPRICE+X*2*N ) ;

MYENTRYPRICE := CEILING(MYENTRYPRICE/MINDIFF)*MINDIFF ;

BUY( _DEBUG, POSNUM, LIMITR, MYENTRYPRICE);

TURTLEUNITS := TURTLEUNITS+1 ;

BUYORDERTHISBAR := 1;

END

WHILE (HIGH>MYENTRYPRICE+X*N) AND TURTLEUNITS>=2 and TURTLEUNITS<4 DO BEGIN

MYENTRYPRICE := IF(OPEN>MYENTRYPRICE+X*N ,OPEN ,MYENTRYPRICE+X*N ) ;

MYENTRYPRICE := CEILING(MYENTRYPRICE/MINDIFF)*MINDIFF ;

BUY( _DEBUG, POSNUM, LIMITR, MYENTRYPRICE);

TURTLEUNITS := TURTLEUNITS+1 ;

BUYORDERTHISBAR := 1;

END //WHILE

//建立多头离场条件

LONGX1 := (LOW < T10LO) ;

IF LONGX1 AND BUYORDERTHISBAR=0 THEN BEGIN

MYEXITPRICE := IF(OPEN<T10LO-MINDIFF ,OPEN ,T10LO-MINDIFF ) ;

SELL( _DEBUG ,0,LIMITR,MYEXITPRICE);

POSITION := 0 ;

TURTLEUNITS := 0 ;

END

//建立多头止损条件

LONGX2 := (l<MYENTRYPRICE-X*N) ;

IF LONGX2 AND POSITION=1 AND BUYORDERTHISBAR=0 and TURTLEUNITS=1 THEN BEGIN

MYEXITPRICE := IF(OPEN<MYENTRYPRICE-X*N ,OPEN ,MYENTRYPRICE-X*N ) ;

MYEXITPRICE := FLOOR(MYEXITPRICE/MINDIFF)*MINDIFF ;

SELL( _DEBUG ,0,LIMITR,MYEXITPRICE);

POSITION := 0 ;

TURTLEUNITS := 0 ;

END

//多头保本

AA:AVGENTERPRICE,NODRAW;

LONGX3:=L<=AVGENTERPRICE;

IF LONGX3 AND POSITION=1 AND BUYORDERTHISBAR=0 and TURTLEUNITS>1 THEN BEGIN

MYEXITPRICE := IF(OPEN<AVGENTERPRICE,OPEN ,AVGENTERPRICE ) ;

MYEXITPRICE := FLOOR(MYEXITPRICE/MINDIFF)*MINDIFF ;

SELL( _DEBUG ,0,LIMITR,MYEXITPRICE);

POSITION := 0 ;

TURTLEUNITS := 0 ;

END

GOTO CONTINUELINE ;

END //IF

//如果当前持有空头仓位的状态

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

//空头加仓条件

WHILE (LOW<MYENTRYPRICE-X*2*N) AND TURTLEUNITS<2 DO BEGIN

MYENTRYPRICE := IF(OPEN<MYENTRYPRICE-X*2*N ,OPEN ,MYENTRYPRICE-X*2*N ) ;

MYENTRYPRICE := FLOOR(MYENTRYPRICE/MINDIFF)*MINDIFF ;

BUYSHORT( _DEBUG,POSNUM, LIMITR, MYENTRYPRICE);

TURTLEUNITS := TURTLEUNITS+1 ;

BUYORDERTHISBAR := 1;

END

WHILE (LOW<MYENTRYPRICE-X*N) AND TURTLEUNITS>=2 and TURTLEUNITS<4 DO BEGIN

MYENTRYPRICE := IF(OPEN<MYENTRYPRICE-X*N ,OPEN ,MYENTRYPRICE-X*N ) ;

MYENTRYPRICE := FLOOR(MYENTRYPRICE/MINDIFF)*MINDIFF ;

BUYSHORT( _DEBUG,POSNUM, LIMITR, MYENTRYPRICE);

TURTLEUNITS := TURTLEUNITS+1 ;

BUYORDERTHISBAR := 1;

END //IF

//建立空头离场条件

SHORTX1 := H > T10HI ;

IF SHORTX1 AND BUYORDERTHISBAR=0 THEN BEGIN

MYEXITPRICE := IF(OPEN>T10HI+MINDIFF ,OPEN ,T10HI+MINDIFF ) ;

SELLSHORT( _DEBUG,0,LIMITR,MYEXITPRICE);

POSITION := 0 ;

TURTLEUNITS := 0 ;

END

//建立空头止损条件

SHORTX2 := h > MYENTRYPRICE + X*N ;

IF SHORTX2 AND POSITION = -1 AND BUYORDERTHISBAR=0 and TURTLEUNITS=1 THEN BEGIN

MYEXITPRICE := IF(OPEN>MYENTRYPRICE+X*N ,OPEN ,MYENTRYPRICE+X*N ) ;

MYEXITPRICE := CEILING(MYEXITPRICE/MINDIFF)*MINDIFF ;

SELLSHORT( _DEBUG,0,LIMITR,MYEXITPRICE);

POSITION := 0 ;

TURTLEUNITS := 0 ;

END

//空头保本

bb:AVGENTERPRICE,NODRAW;

SHORTX3:=H>=AVGENTERPRICE;

IF SHORTX3 AND POSITION = -1 AND BUYORDERTHISBAR=0 and TURTLEUNITS>1 THEN BEGIN

MYEXITPRICE := IF(OPEN>AVGENTERPRICE ,OPEN ,AVGENTERPRICE ) ;

MYEXITPRICE := CEILING(MYEXITPRICE/MINDIFF)*MINDIFF ;

SELLSHORT( _DEBUG,0,LIMITR,MYEXITPRICE);

POSITION := 0 ;

TURTLEUNITS := 0 ;

END

END //IF

//显示账户状态

CONTINUELINE@ 资产:ASSET,LINETHICK0;

可用现金:CASH(0),LINETHICK0;

POS:HOLDING,LINETHICK0;

交易次数:TOTALDAYTRADE, LINETHICK0 ;

IF _DEBUGOUT>0 THEN BEGIN

DEBUGFILE2('C:\DEBUGFILE.TXT','BARPOS=%.0F' ,BARPOS,NT ) ;

DEBUGFILE2('C:\DEBUGFILE.TXT','T20HI=%.2F' ,T20HI ,NT) ;

DEBUGFILE2('C:\DEBUGFILE.TXT','N=%.2F' ,N ,NT) ;

DEBUGFILE2('C:\DEBUGFILE.TXT','CLOSE=%.2F' ,C ,NT) ;

DEBUGFILE2('C:\DEBUGFILE.TXT','POSITION=%.0F' ,POSITION,NT ) ;

DEBUGFILE2('C:\DEBUGFILE.TXT','TURTLEUNITS=%.0F' ,TURTLEUNITS,NT ) ;

DEBUGFILE2('C:\DEBUGFILE.TXT','MYENTRYPRICE=%.0F' ,MYENTRYPRICE ,NT) ;

DEBUGFILE2('C:\DEBUGFILE.TXT','MYEXITPRICE=%.0F' ,MYEXITPRICE ,NT) ;

END //IF

当前持仓:HOLDING,COLORGRAY,LINETHICK0;

当前资产:ASSET,NOAXIS,COLORGRAY;

主题：[求助]