[PEL] 复制代码 ma60:ma(c,60);
VARIABLE:profit:=0,mark:=1;//profit纪录盈亏的点数,mark纪录是否触发过止盈3条件。如果触发过今日不再开仓。
majc:cross(c,ma60);
masc:cross(ma60,c);
if TODAYBAR=1 then mark:=1;
buy(majc and holding=0 and mark=1,1,market);
if masc and mark=1 then
begin
if holding>0 then
begin
sell(1,holding,market);
profit:=profit+(EXITPRICE-ENTERPRICE);
end
buyshort(holding=0,1,market);
end
if OPENPROFIT/MULTIPLIER/abs(holding)>=20*MINDIFF then
begin
if holding>0 then
begin
多止盈1:sell(1,holding,market);
profit:=profit+(EXITPRICE-ENTERPRICE);
end
if holding<0 then
begin
空止盈1:sellshort(1,holding,market);
profit:=profit+(ENTERPRICE-EXITPRICE);
end
end
if profit+(OPENPROFIT/MULTIPLIER/abs(holding))>=1000*MINDIFF then
begin
多止盈2:sell(1,holding,market);
空止盈2:sellshort(1,holding,market);
profit:=0;
mark:=0;
end
if ASSET-ref(ASSET,TODAYBAR)>=5000 then
begin
多止盈3:sell(1,holding,market);
空止盈3:sellshort(1,holding,market);
profit:=0;
mark:=0;
end
持仓:holding;
资金:ASSET;
代码如上,仅供参考。另外就是你这个逻辑是没有止损的,这样会导致某个行情下直接一直不平仓 |