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- 2023-11-16
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楼主 |
发表于 2024-2-22 16:16
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input : lots(1,1,1000,1);
INPUT : HLD(10,1,1000,1);//获利
INPUT : ZSD(30,1,1000,1);//止损
INPUT : QDYD(30,1,1000,1);//移动保护启动点
INPUT : YD(5,1,1000,1);//移动保护
sss1:callstock(stklabel,vtclose,6,-1);
sss2:callstock(stklabel,vtopen,6,0);
TT:=IF(HOLDING<>0,OPENBAR,3);
HHH:=REF(HHV(H,TT+1),1);
LLL:=REF(LLV(L,TT+1),1);
if sss1<sss2, then begin
sellshort(1,holding,limitr, open);
buy(holding=0,lots,limitr, open);
end
if sss1>sss2 then begin
sell(1,holding,limitr, open);
buyshort(holding=0,lots,limitr, open);
end
IF HOLDING >0 THEN BEGIN//多单止盈
BCCJ:=MAX(AVGENTERPRICE+HLD*MINDIFF,OPEN);
SELL(H>=AVGENTERPRICE+HLD*MINDIFF,HOLDING,LIMITR, BCCJ);
END
IF HOLDING >0 THEN BEGIN//多单止损
BCCJ1:=MIN(AVGENTERPRICE-ZSD*MINDIFF,OPEN);
SELL(L<=AVGENTERPRICE-ZSD*MINDIFF,HOLDING,LIMITR, BCCJ1);
END
IF HOLDING >0 AND HHH>=AVGENTERPRICE+MINDIFF*QDYD AND ENTERBARS>0 THEN BEGIN//多单止损
BCCJ2:=MIN(AVGENTERPRICE+YD*MINDIFF,OPEN);
SELL(L<=AVGENTERPRICE+YD*MINDIFF,HOLDING,LIMITR, BCCJ2);
END
/////////////////
IF HOLDING <0 THEN BEGIN//空单止盈
SCCJ:=MIN(AVGENTERPRICE-HLD*MINDIFF,OPEN);
SELLSHORT(L<=AVGENTERPRICE-HLD*MINDIFF,HOLDING,LIMITR,SCCJ);
END
IF HOLDING <0 THEN BEGIN//空单止损
SCCJ1:=MAX(AVGENTERPRICE+ZSD*MINDIFF,OPEN);
SELLSHORT(H>=AVGENTERPRICE+ZSD*MINDIFF,HOLDING,LIMITR,SCCJ1);
END
IF HOLDING <0 AND LLL<=AVGENTERPRICE-MINDIFF*QDYD AND ENTERBARS>0 THEN BEGIN//空单止损
SCCJ2:=MAX(AVGENTERPRICE-YD*MINDIFF,OPEN);
SELLSHORT(H>=AVGENTERPRICE-YD*MINDIFF,HOLDING,LIMITR,SCCJ2);
END
if time>=185900 THEN
begin
sell(1,holding,market);
sellshort(1,holding,market);
end
当前持仓:holding,colorred,linethick0;
当前资产:asset,noaxis,colorgray;
盈亏比: payoffrate,colormagenta;
胜率:percentwin,coloryellow;
补充内容 (2024-2-22 16:16):
怎么限制交易次数,每天只开一次仓 |
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