老师您好!
我在做图表交易,需要一个平进平出策略,即:开仓后出现盈利,再回撤到开仓点,即自动平仓。
我写了以下一段程序,但是好像不太正常,请老师帮我看一下,谢谢
L00:=LLV(LOW,BARSLAST(HOLDING=0));
H00:=HHV(HIGH,BARSLAST(HOLDING=0));
L10:=LLV(LOW,30);
H10:=HHV(HIGH,30);
DDPC1:=(((H00-ENTERPRICE)>0) AND (H10-ENTERPRICE)<0)
AND ENTERBARS >30;
KDPC1:=((ENTERPRICE-L00)>0) AND ((ENTERPRICE-L10)<0)
AND ENTERBARS >30;
DDPC:=HHV(DDPC1,30);
KDPC:=HHV(KDPC1,30);
IF DDPC AND ENTERBARS >30 THEN BEGIN
SELL((HOLDING >0),HOLDING,market);
END
IF KDPC AND ENTERBARS >30 THEN BEGIN
SELLSHORT((HOLDING<0),HOLDING,MARKET);
END
开仓后出现盈利,再回撤到开仓点,即自动平仓
if hhv(openprofit,enterbars+1)>0 and enterbars>0 and holding>0 and c<=enterprice then sell(1,0,marketr);
if hhv(openprofit,enterbars+1)>0 and enterbars>0 and holding<0 and c>=enterprice then sellshort(1,0,marketr);