主题：海龟策略如何去掉加仓代码

挺难的，首先要用户定义下震荡行情是什么样的，然后再定义下减少次数是什么情况，最后再要说明下震荡和常规区别在哪以及切换的标志

input:FASTLEN(9);
input:SLOWLEN(18);//  慢速均线周期数
input:CHLEN(12);//  通道突破的周期数
input:EXTRAPER(300);//  通道突破的幅度(万分比)，如：300 = 3%
input:TRAILBAR(8);//  通道突破的幅度(万分比)，如：300 = 3%
input:REENTRY(10);//  再进场通道突破的周期数

FASTMA:MA(CLOSE,FASTLEN);
SLOWMA:MA(CLOSE,SLOWLEN);
//判断均线是否金叉
CONCROSSOVER:=CROSS(FASTMA,SLOWMA);
//判断均线是否死叉
CONCROSSUNDER:=CROSS(SLOWMA,FASTMA);

//金叉发生时记录最近CHLEN根BAR的高点加上EXTRAPERCENTAGE%作为开多突破价

//死叉发生时记录最近CHLEN根BAR的低点减去EXTRAPERCENTAGE%作为开空突破价
HH:=IF(COUNT(type(1)=1,BARPOS)=0,HHV(HIGH,CHLEN),HHV(HIGH,REENTRY));

LENTRYPRICE:=VALUEWHEN(CONCROSSOVER and BARPOS>=CHLEN-1,HH*(1+EXTRAPER*0.0001));

LCOUNT:=IF(CONCROSSOVER and BARPOS>=CHLEN-1,BARPOS,IF(CROSS(COUNT(type(1)=1,BARPOS),0.5) or CROSS(type(1)=2,0.5),-999,NULL));//记录BAR序号以控制只在金叉后CHLEN根BAR内进场否则放弃本次交易

//死叉发生时记录最近CHLEN根BAR的低点减去EXTRAPERCENTAGE%作为开空突破价

LL:=IF(COUNT(type(1)=1,BARPOS)=0,LLV(LOW,CHLEN),LLV(LOW,REENTRY));

SENTRYPRICE:=VALUEWHEN(CONCROSSUNDER and BARPOS>=CHLEN-1,LL*(1-EXTRAPER*0.0001));

SCOUNT:=IF(CONCROSSUNDER and BARPOS>=CHLEN-1,BARPOS,IF(CROSS(COUNT(type(1)=3,BARPOS)=1,0.5) or CROSS(type(1)=2,0.5),-999,NULL));

//开仓

TJ:=holding=0  and BARPOS>LCOUNT and BARPOS<=LCOUNT+CHLEN and HIGH>=LENTRYPRICE and VOL>0;

if TJ then buy(1,1,limitr,MAX(OPEN,LENTRYPRICE)),IGNORECHECKPRICE;

//SETSIGPRICETYPE(BK,MAX(OPEN,LENTRYPRICE));

if holding=0 and BARPOS>SCOUNT and BARPOS<=SCOUNT+CHLEN and LOW<=SENTRYPRICE and VOL>0 then buyshort(1,1,limitr,MIN(OPEN,SENTRYPRICE)),IGNORECHECKPRICE;

//SETSIGPRICETYPE(SK,MIN(OPEN,SENTRYPRICE));

//死叉发生时记录最近CHLEN根BAR的低点减去EXTRAPERCENTAGE%%作为开空突破价

//金叉发生时记录最近CHLEN根BAR的高点加上EXTRAPERCENTAGE%%作为开多突破价

LL1:=LLV(LOW,CHLEN);

SCOUNT1:=VALUEWHEN(CONCROSSUNDER and BARPOS>=CHLEN-1,BARPOS);// 记录BAR序号以控制只在死叉后CHLEN根BAR内突破有效

HH1:=HHV(HIGH,CHLEN);

LENTRYPRICE1:=VALUEWHEN(CONCROSSOVER and BARPOS>=CHLEN-1,HH1*(1+EXTRAPER* 0.01));

LCOUNT1:=VALUEWHEN(CONCROSSOVER and BARPOS>=CHLEN-1,BARPOS);

//反向突破

if BARPOS>SCOUNT1 and BARPOS<=SCOUNT1+CHLEN and LOW<=SENTRYPRICE and VOL>0 and holding>0 then sell(1,0,limitr,MIN(OPEN,SENTRYPRICE)),IGNORECHECKPRICE;//有持仓则平仓

//SETSIGPRICETYPE(SP,MIN(OPEN,SENTRYPRICE));

TJ1:=BARPOS>SCOUNT1 and BARPOS<=SCOUNT1+CHLEN and LOW<=SENTRYPRICE and VOL>0 and holding>0;

TRAILSTOPPRICE:=LLV(REF(L,1),TRAILBAR);

REENTRYCOUNT:=IF(TJ1,-999,IF(holding>0 and enterbars>0 and VOL>0 and LOW<=TRAILSTOPPRICE,BARPOS,NULL));

REENTRYPRICE:=VALUEWHEN(holding>0 and enterbars>0 and VOL>0 and LOW<=TRAILSTOPPRICE,HH);

if BARPOS>LCOUNT1 and BARPOS<=LCOUNT1+CHLEN and HIGH>=LENTRYPRICE1 and VOL>0 and holding<0 then sellshort(1,0,limitr,MAX(OPEN,LENTRYPRICE1)),IGNORECHECKPRICE;

//SETSIGPRICETYPE(SP,MAX(OPEN,LENTRYPRICE1));

TRAILSTOPPRICE1:=HHV(REF(H,1),TRAILBAR);

REENTRYCOUNT1:=IF(BARPOS>LCOUNT and BARPOS<=LCOUNT+CHLEN and HIGH>=LENTRYPRICE1 and VOL>0,-999,IF(holding<0 and enterbars>0 and VOL>0 and HIGH>TRAILSTOPPRICE1,BARPOS,NULL));

//跟踪止损出场

//计算止损位

//触发止损

if holding>0 and enterbars>0 and VOL>0 and LOW<=TRAILSTOPPRICE then sell(1,0,limitr,MIN(OPEN,TRAILSTOPPRICE)),IGNORECHECKPRICE;

//SETSIGPRICETYPE(SP,MIN(OPEN,TRAILSTOPPRICE));

if holding=0 and holding=0 and enterbars>0 and BARPOS<=REENTRYCOUNT+15 and VOL>0 and HIGH>=REENTRYPRICE then buyshort(1,1,limitr,MAX(OPEN,REENTRYPRICE)),IGNORECHECKPRICE;//跟踪止损后记录BAR序号准备再进场

//SETSIGPRICETYPE(BK,MAX(OPEN,REENTRYPRICE));

if holding<0 and enterbars>0 and VOL>0 and HIGH>TRAILSTOPPRICE1 then sellshort(1,0,limitr,MAX(OPEN,TRAILSTOPPRICE1)),IGNORECHECKPRICE;

//SETSIGPRICETYPE(BP,MAX(OPEN,TRAILSTOPPRICE1));

REENTRYPRICE1:=VALUEWHEN(holding<0 and enterbars>0 and VOL>0 and HIGH>TRAILSTOPPRICE1,LL);

//出场后在REBAR根BAR内，价格突破再进场突破价进场

if holding=0 and holding=0 and exitbars>0 and BARPOS<=REENTRYCOUNT1+15 and VOL>0 and LOW<=REENTRYPRICE1 then sell(1,0,limitr,MIN(OPEN,REENTRYPRICE1)),IGNORECHECKPRICE;