开仓用走完K线，平仓用立即触发

西安斯尔德

/////参数
INPUT : A(5,1,100,1);
INPUT : LOTS(1,1,1000,1);//头寸
INPUT : HLD(10,1,1000,1);//获利
INPUT : ZSD(29,1,1000,1);//止损


////////////////变量
MA1:MA(CLOSE,A);
MAREF:=REF(MA1,1);
MAREF2:=REF(MA1,2);
n1:=todaybar;
dm:=4-INTPART(LOG(C));
结算价:ROUNDS(IF(sum(vol,n1)=0,C,sum(C*vol,n1)/sum(vol,n1)),2+dm),colorred;;
CREF:结算价;
///////////主逻辑
IF HOLDING=0 AND MAREF2<=CREF THEN BEGIN
        BUY(MAREF>CREF,LOTS,LIMITR,CLOSE);
END

IF HOLDING=0 AND MAREF2>=CREF  THEN BEGIN
        BUYSHORT(MAREF<CREF,LOTS,LIMITR,CLOSE);
END
/////////////////////
IF   HOLDING<0  AND MAREF2<=CREF THEN BEGIN//金叉反手做多
       
        SELLSHORT(MAREF>CREF,HOLDING,LIMITR, CLOSE);
        BUY( MAREF>CREF,LOTS,LIMITR, CLOSE);
       
END


IF   HOLDING>0 AND MAREF2>=CREF THEN BEGIN//死叉反手空

        SELL( MAREF<CREF,HOLDING,LIMITR,CLOSE);
        BUYSHORT( MAREF<CREF,LOTS,LIMITR, CLOSE);
END

////////////////////////
IF HOLDING >0 THEN BEGIN//多单止盈
        BCCJ:=MAX(AVGENTERPRICE+HLD*MINDIFF,CLOSE);
        SELL(H>=AVGENTERPRICE+HLD*MINDIFF,HOLDING,LIMITR, BCCJ);
        END
IF HOLDING >0 THEN BEGIN//多单止损
        BCCJ1:=MIN(AVGENTERPRICE-ZSD*MINDIFF,CLOSE);
        SELL(L<=AVGENTERPRICE-ZSD*MINDIFF,HOLDING,LIMITR, BCCJ1);
        END


IF HOLDING <0 THEN BEGIN//空单止盈
        SCCJ:=MIN(AVGENTERPRICE-HLD*MINDIFF,CLOSE);
        SELLSHORT(L<=AVGENTERPRICE-HLD*MINDIFF,HOLDING,LIMITR,SCCJ);
        END       
IF HOLDING <0 THEN BEGIN//空单止损
        SCCJ1:=MAX(AVGENTERPRICE+ZSD*MINDIFF,CLOSE);
        SELLSHORT(H>=AVGENTERPRICE+ZSD*MINDIFF,HOLDING,LIMITR,SCCJ1);
        END       

/////统计信息
当前持仓:HOLDING,COLORRED,LINETHICK0;
当前资产:ASSET,NOAXIS,COLORMAGENTA,LINETHICK3;
比: PAYOFFRATE,COLORMAGENTA;
胜率:PERCENTWIN,COLORYELLOW;       



补充内容 (2024-1-10 09:29):
用分时图的移动均价线有信号闪烁，能不能改成用前一个数据

技术009

这个效果只能在实际运行时候 有效。并且需要选择固定间隔模式。

你把原先开仓条件 用ref处理下：
///////////主逻辑
kd:ref(maref2<=cref and maref>cref,1);
kk:ref(maref2<=cref and maref<cref,1);
if holding=0 and kd then begin
        buy(1,lots,limitr,close);
end

if holding=0 and kk  then begin
        buyshort(1,lots,limitr,close);
end
/////////////////////

反手的部分没处理，你也可以参照处理下。