等级: 免费版
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- 2024-1-6
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麻烦顾工看一下,谢谢:
//后台要求:固定止盈止损模式
//1. 实际成交后 , 不管设计信号最终形成与否,即闪点形成的成交价也按 3或4跳止盈或止损。以实际开仓价为中心傻瓜固定止损止盈
//2. 一个K线只能开一次仓, 避免信号闪烁时候反复加仓
//3. 信号K线(包括闪烁的信号)结束后,最好下一个K线 撤单或者立即撤单。
//4.收盘前7分钟不开新仓
//*************** 4. 后台交易执行 ********************
//****持仓管理*****
globalvariable:B_01:=0,B_opn_01:=0,B_tkp_01:=0,B_stp_01:=0,B_stp_brk_01:=0,B_idx_01:=0,
B_02:=0,B_opn_02:=0,B_tkp_02:=0,B_stp_02:=0,B_stp_brk_02:=0,B_idx_02:=0,
s_01:=0,s_opn_01:=0,s_tkp_01:=0,s_stp_01:=0,s_stp_brk_01:=0,s_idx_01:=0,
s_02:=0,s_opn_02:=0,s_tkp_02:=0,s_stp_02:=0,s_stp_brk_02:=0,s_idx_02:=0;
R_C1:=REF(C,1);
//*************** 多头 后台********************
//****平仓*****
//------------------多单:
//固定止损止盈模块部分******************************* 多头
//固定止盈条件判断
DA止盈:DYNAINFO( 7)-TAVGENTERPRICEEX2('','',1)>=4*MINDIFF;
//固定止损条件判断
DA止损:TAVGENTERPRICEEX2('','',1)-DYNAINFO( 7)>=4*MINDIFF;
//固定止损止盈下单
TSELL(DA止盈,TBUYHOLDINGEX('','',1 ),MKT,0,'','');
TSELL(DA止损,TBUYHOLDINGEX( '','',1 ),MKT,0,'','');
//**********************************************
DB止盈:DYNAINFO( 7)-TAVGENTERPRICEEX2('','',1)>=4*MINDIFF;
DB止损:TAVGENTERPRICEEX2('','',1)-DYNAINFO( 7)>=4*MINDIFF;
TSELL(DB止盈,TBUYHOLDINGEX('','',1 ),MKT,0,'','');
TSELL(DB止损,TBUYHOLDINGEX( '','',1 ),MKT,0,'','');
//****开仓*****
//@多单:开仓
if BS买开执行A组 and b_01=0 and tbuyholdingex('','',2)=0 and remainingtime(closetime(0))>15*60 then
begin
DA:tbuy(1,1,lmt,买开仓价A); //执行买开
end
if BS买开执行B组 and b_02=0 and tbuyholdingex('','',2)=0 and remainingtime(closetime(0))>15*60 then
begin
DB:tbuy(1,1,lmt,买开仓价B);
b_02:=1;
b_opn_02:=买开仓价B;
b_tkp_02:=买止盈价B;
b_stp_02:=买止损价B;
b_idx_02:=barpos;
end
//*************** 空头 ********************
//****平仓*****
//------------------空单:
//@空单:止盈
//@空单:limitr价格止损
//固定止损止盈模块部分******************************* 空头
//固定止盈条件判断
KA止盈:DYNAINFO( 7)-TAVGENTERPRICEEX2('','',1)>=4*MINDIFF;
//固定止损条件判断
KA止损:TAVGENTERPRICEEX2('','',1)-DYNAINFO( 7)>=4*MINDIFF;
//固定止损止盈下单
TSELLshort(KA止盈,TBUYHOLDINGEX('','',1 ),MKT,0,'','');
TSELLshort(KA止损,TBUYHOLDINGEX( '','',1 ),MKT,0,'','');
//**********************************************
KB止盈:DYNAINFO( 7)-TAVGENTERPRICEEX2('','',1)>=4*MINDIFF;
KB止损:TAVGENTERPRICEEX2('','',1)-DYNAINFO( 7)>=4*MINDIFF;
TSELLshort(KB止盈,TBUYHOLDINGEX('','',1 ),MKT,0,'','');
TSELLshort(KB止损,TBUYHOLDINGEX( '','',1 ),MKT,0,'','');
//****开仓*****
//@空单:开仓
if BS卖开执行A组 and s_01=0 and tsellholdingex('','',2)=0 and remainingtime(closetime(0))>15*60 then
begin
KA:tbuyshort(BS卖开执行A组,1,lmt,卖开仓价A);
s_01:=1;
end
if BS卖开执行B组 and s_02=0 and tsellholdingex('','',2)=0 and remainingtime(closetime(0))>15*60 then
begin
KB:tbuyshort(BS卖开执行B组,1,lmt,卖开仓价B);
s_02:=1;
s_opn_02:=卖开仓价B;
s_tkp_02:=卖止盈价B;
s_stp_02:=卖止损价B;
s_idx_02:=barpos;
end
//2. 收盘前2分钟自动全部平仓,
if remainingtime(closetime(0))<2*60 then begin
tsellshort(tsellholdingex('','',1)>0,tsellholdingex('','',1),mkt);
tsell(tbuyholdingex('','',1)>0,tbuyholdingex('','',1),mkt);
end
//3. 收盘前7分钟不开新仓,需要补充
remainingtime(closetime(0))>7*60;
LJ:STRCAT(STRCAT('C:\调试日志\',STKLABEL),'.TXT');
IF ISLASTBAR THEN BEGIN
DEBUGFILE(LJ,'多头持仓='&NUMTOSTR(TBUYHOLDINGEX('','',2),0)&' 空头持仓='&NUMTOSTR(TSELLHOLDINGEX('','',2),0)&' 最新价='&NUMTOSTR(C,2)&' 前收='&NUMTOSTR(R_C1,2),1);
DEBUGFILE(LJ,'开多条件1='&NUMTOSTR(BS买开执行A组,0)&' 开多条件2='&NUMTOSTR(BS买开执行B组,0)&' 开多标记1='&NUMTOSTR(B_01,0)&' 开多标记2='&NUMTOSTR(B_02,0),1);
DEBUGFILE(LJ,'买开仓价A='&NUMTOSTR(B_OPN_01,2)&' 买止盈价A='&NUMTOSTR(B_TKP_01,2)&' 买止损价A='&NUMTOSTR(B_STP_01,2),1);
DEBUGFILE(LJ,'买开仓价B='&NUMTOSTR(B_OPN_02,2)&' 买止盈价B='&NUMTOSTR(B_TKP_02,2)&' 买止损价B='&NUMTOSTR(B_STP_02,2),1);
DEBUGFILE(LJ,'卖开仓价A='&NUMTOSTR(S_OPN_01,2)&' 卖止盈价A='&NUMTOSTR(S_TKP_01,2)&' 卖止损价A='&NUMTOSTR(S_STP_01,2),1);
DEBUGFILE(LJ,'卖开仓价B='&NUMTOSTR(S_OPN_02,2)&' 卖止盈价B='&NUMTOSTR(S_TKP_02,2)&' 卖止损价B='&NUMTOSTR(S_STP_02,2),1);
DEBUGFILE(LJ,'-------------------------------------------------------',1);
END
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