求改写金字塔模型 - 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

仅仅执行开平仓信号，不执行止盈止损信号。目前程序如下：

sell(C<ENTERPRICE-12*MINDIFF,holding,marketr);

sellshort(C>ENTERPRICE+12*MINDIFF,holding,marketr);

if hhv(h,enterbars+1)>=enterprice+4 and hhv(h,enterbars+1)<=enterprice+9 and c<=enterprice+1 then sell(1,0,market);

if hhv(h,enterbars+1)>=enterprice+10 and hhv(h,enterbars+1)<=enterprice+14 and c<=enterprice+3 then sell(1,0,market);

if hhv(h,enterbars+1)>=enterprice+15 and hhv(h,enterbars+1)<=enterprice+19 and c<=enterprice+8 then sell(1,0,market);

if hhv(h,enterbars+1)>=enterprice+20 and hhv(h,enterbars+1)<=enterprice+22 and c<=enterprice+18 then sell(1,0,market);

if llv(l,enterbars+1)<=enterprice-4 and llv(l,enterbars+1)>=enterprice-9 and c>=enterprice-1 then sellshort(1,0,market);

if llv(l,enterbars+1)<=enterprice-10 and llv(l,enterbars+1)>=enterprice-14 and c>=enterprice-3 then sellshort(1,0,market);

if llv(l,enterbars+1)<=enterprice-15 and llv(l,enterbars+1)>=enterprice-19 and c>=enterprice-8 then sellshort(1,0,market);

if llv(l,enterbars+1)<=enterprice-20 and llv(l,enterbars+1)>=enterprice-22 and c>=enterprice-18 then sellshort(1,0,market);

if hhv(h,enterbars+1)>enterprice+20 and hhv(h,enterbars+1)+23 and cross(enterprice-2,close) then sell(1,0,market);

if llv(l,enterbars+1)<enterprice-20 and llv(l,enterbars+1)-23 and cross(c,enterprice+2) then sellshort(1,0,market);

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

sell(1,0,market);

sellshort(1,0,market);

end

此主题相关图片如下：qq图片20160111110048.jpg

说明并没有满足止盈止损条件

71楼图片中的第二次空开（价格为100.230）后，价格最低到达100.120，盈利达到22跳，按照设定应在回到18跳时平仓，而结果在程序开多仓时才平仓。

if llv(l,enterbars+1)<=enterprice-20 and llv(l,enterbars+1)>=enterprice-22 and c>=enterprice-18 then sellshort(1,0,market);

71楼图片中的第二次空开（价格为100.230）后，价格最低到达100.120，盈利达到22跳，按照设定应在回到18跳时平仓，而结果在程序开多仓时才平仓。

if llv(l,enterbars+1)<=enterprice-20 and llv(l,enterbars+1)>=enterprice-22 and c>=enterprice-18 then sellshort(1,0,market);

跳数的话需要做这的修改：

if hhv(h,enterbars+1)>=enterprice+4*mindiff and hhv(h,enterbars+1)<=enterprice+9*mindiff and c<=enterprice+1*mindiff then sell(1,0,market);

if hhv(h,enterbars+1)>=enterprice+10*mindiff and hhv(h,enterbars+1)<=enterprice+14*mindiff and c<=enterprice+3*mindiff then sell(1,0,market);

if hhv(h,enterbars+1)>=enterprice+15*mindiff and hhv(h,enterbars+1)<=enterprice+19*mindiff and c<=enterprice+8*mindiff then sell(1,0,market);

if hhv(h,enterbars+1)>=enterprice+20*mindiff and hhv(h,enterbars+1)<=enterprice+22*mindiff and c<=enterprice+18*mindiff then sell(1,0,market);

if llv(l,enterbars+1)<=enterprice-4*mindiff and llv(l,enterbars+1)>=enterprice-9*mindiff and c>=enterprice-1*mindiff then sellshort(1,0,market);

if llv(l,enterbars+1)<=enterprice-10*mindiff and llv(l,enterbars+1)>=enterprice-14*mindiff and c>=enterprice-3*mindiff then sellshort(1,0,market);

if llv(l,enterbars+1)<=enterprice-15*mindiff and llv(l,enterbars+1)>=enterprice-19*mindiff and c>=enterprice-8*mindiff then sellshort(1,0,market);

if llv(l,enterbars+1)<=enterprice-20*mindiff and llv(l,enterbars+1)>=enterprice-22*mindiff and c>=enterprice-18*mindiff then sellshort(1,0,market);

if hhv(h,enterbars+1)>enterprice+20*mindiff and hhv(h,enterbars+1)+23*mindiff and cross(enterprice-2*mindiff ,close) then sell(1,0,market);

if llv(l,enterbars+1)<enterprice-20*mindiff and llv(l,enterbars+1)-23*mindiff and cross(c,enterprice+2*mindiff ) then sellshort(1,0,market);

模型总是赔钱哦。请做以下优化：

一、开仓以排队价，平仓以对手价；

二、平仓要求：

1、当符合价（要求最大亏损12跳；盈利4跳至9跳，如果回调至盈利1跳时平仓；盈利10跳至14跳，如果回调至盈利3跳时平仓；盈利15跳至19跳，如果回调至盈利8跳时平仓；盈利20跳至22跳，如果回调至盈利18跳时平仓；23跳以上跟踪止盈，则最新价从上一次高点回撤3跳，止赢；）立即以对手价平仓，不以收盘价平仓。

2、持有多单时

(1)当出现卖出信号，立即以对手价平仓，不以收盘价平仓；

(2)当价格跌破H1白线》=4跳时，，以对手价平仓；

(3)当收盘价超过布林线上轨后，收盘价又跌回布林线内，立即以对手价平仓。

3、持有空单时，则相反。空单止赢止损及平仓与多单原理相同。

三、目前开平仓程序如下：

sellshort(CROSS(H1,H2)&&COUNT(enterbars=1,N)<25 ,0,thisclose);

buy(CROSS(H1,H2)&&COUNT(ENTERBARS=1,N)<25 and holding=0,1,thisclose);

sell(CROSS(H2,H1)&&COUNT(enterbars=1,N)<25,0,thisclose);

buyshort(CROSS(H2,H1)&&COUNT(enterbars=1,N)<25 and holding=0,1,thisclose);