主题：当前K线上没有交易则卖出

//多头离场条件1
       WIN1:=(c-MYENTRYPRICE)/MYENTRYPRICE*100; //记录最大盈利
            IF win1 > maxprofit then
                maxprofit:=win1;
            END
       WIN2:=(maxprofit-win1)/maxprofit*100; //最大盈利后的回调幅
        Win3:= WIN1<=-2 OR WIN2<=60;
 IF Win3 AND BUYORDERTHISBAR=0  THEN BEGIN
          SELL(_DEBUG ,0,marketr);
          POSITION := 0 ;
        TURTLEUNITS := 0 ;

 是否还有其他平仓语句在起作用呢？

问题

1、第二根K线不管什么原因都自动抛掉了，造成重大失误。

2、设置的是当前K线没有交易才能卖出，回测时没有问题。但实盘中当前K线不管有没有交易，多头达到WIN3条件就自动卖出了。

 

每个平仓条件我都加了BUYORDERTHISBAR=0 条件

是不是和金字塔的时间有关联？去年我运行时是没有问题的。年前把时间调成了北京时间，年后就问题不断

平仓代码在后面

//多头离场条件1

       WIN1:=(c-MYENTRYPRICE)/MYENTRYPRICE*100; //记录最大盈利

            IF win1 > maxprofit then

                maxprofit:=win1;

            END

       WIN2:=(maxprofit-win1)/maxprofit*100; //最大盈利后的回调幅

        Win3:= WIN1<=-2 OR WIN2<=60;

 IF Win3 AND BUYORDERTHISBAR=0 and ENTERBARS>=0 THEN BEGIN

          SELL(_DEBUG ,0,marketr);

          POSITION := 0 ;

           TURTLEUNITS := 0 ;

       END

//多头离场条件2

    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 := (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

//定义参数

INPUT:N1(5,1,100,5),N2(10,1,120,10),N3(21,1,200,20),N4(141,1,300,20)，N5(201,1,400,20);

INPUT : T20(17,15,60,1) ;

INPUT : T10(23,10,30,1);

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

INPUT : POSNUM(1,1,20,1) ;

 

//绘制五条均线

MA1:MA(C,N1);

MA2:MA(C,N2);

MA3:MA(C,N3);

MA4:MA(C,N4);

MA5:MA(C,N5);

 

//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 : MAXPROFIT=0;             //有仓位时最大获利幅度

VARIABLE :WIN1:=0;                 //记录最大获利点数

VARIABLE :WIN2:=0;                 //获利回吐幅度

//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) ;

AVGTR :=  REF(MA(TR,ATRLEN),1) ;

//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 ;

    COND1:=MA1>MA2 AND MA2>MA3 AND MA3>MA4 AND MA4>MA5 ；

    //多头进场

    IF LONG AND COND1 THEN BEGIN//有end

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

       BUY( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE);

       POSITION := 1 ;//仓位状态

       TURTLEUNITS := 1 ;//交易单位

       N := AVGTR ;

       BUYORDERTHISBAR := 1;//当前k线上有交易

             MAXPROFIT：=0;//有仓位时最大获利幅度

             WIN1:=0;

             WIN2:=0;

     END //IF

//建立空头进场条件

    SHORT := L < T20LO ;

    COND2:= MA1<MA2 AND MA2<MA3 AND MA3<MA4 AND MA4<MA5 ；

    //空头进场

    IF SHORT AND COND2 AND POSITION=0 THEN BEGIN//有end

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

       BUYSHORT( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE);

       POSITION := -1 ;

       TURTLEUNITS := 1 ;

       N := AVGTR ;

       BUYORDERTHISBAR := 1;

       MAXPROFIT：=0;

       WIN1:=0;

        WIN2:=0;

     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+0.5*N) AND TURTLEUNITS<10 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;

             MAXPROFIT：=0;//有仓位时最大获利幅度

             WIN1:=0;

             WIN2:=0;

           END //WHILE

//多头离场条件1

       WIN1:=(c-MYENTRYPRICE)/MYENTRYPRICE*100; //记录最大盈利

            IF win1 > maxprofit then

                maxprofit:=win1;

            END

       WIN2:=(maxprofit-win1)/maxprofit*100; //最大盈利后的回调幅

        Win3:= WIN1<=-2 OR WIN2<=60;

 IF Win3 AND BUYORDERTHISBAR=0 and ENTERBARS>=0 THEN BEGIN

          SELL(_DEBUG ,0,marketr);

          POSITION := 0 ;

           TURTLEUNITS := 0 ;

       END

//多头离场条件2

    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 := (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 ;

//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-0.5*N) AND TURTLEUNITS<10 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;

        MAXPROFIT=0;

    END //while

//空头离场条件1

       WIN1:=(MYENTRYPRICE-c)/MYENTRYPRICE*100; //记录最大盈利

 IF win1 > maxprofit then

    maxprofit:=win1;

 END

  

 WIN2:=(maxprofit-win1)/maxprofit*100; //最大盈利后的回调幅

   Win3:= WIN1<=-2 OR WIN2<=60;

IF Win3 AND BUYORDERTHISBAR=0 AND ENTERBARS>=0 THEN BEGIN

   SELLSHORT(_DEBUG ,0,marketr);

     POSITION := 0 ;

    TURTLEUNITS := 0 ;

    END

      //建立空头离场条件2

      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 := 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

//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:AS