期货策略用于股票手数设置问题

猪爸爸

请教期货做多策略用于股票，分批平仓无效了，哪里编写有误？

1、’期货策略

INPUT:N1(4,1,100,1),N2(6,1,100,1),N3(9,1,100,1),N4(13,1,100,1),N5(18,1,100,1),N6(65,1,100,1); //定义周期参数
INPUT:SS(1,1,100,1);                                            //定义下单手数
SS2:=SS*2;
持仓:HOLDING,COLORGRAY,LINETHICK0,COLORRED;

LINE1:(EMA(C,N1)+EMA(C,N1*2)+EMA(C,N1*4))/3,COLORWHITE;
LINE2:(EMA(C,N2)+EMA(C,N2*2)+EMA(C,N2*4))/3,COLORYELLOW;
LINE3:(EMA(C,N3)+EMA(C,N3*2)+EMA(C,N3*4))/3,COLORMAGENTA;
LINE4:(EMA(C,N4)+EMA(C,N4*2)+EMA(C,N4*4))/3,COLORGREEN;
LINE5:(EMA(C,N5)+EMA(C,N5*2)+EMA(C,N5*4))/3,COLORGRAY;
LINE6:(EMA(C,N6)+EMA(C,N6*2)+EMA(C,N6*4))/3,COLORRED;

当前资产:=ASSET,NOAXIS,COLORGRAY;
TR1:=MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));
ATR:=MA(TR1,60);
突破点最高价:=VALUEWHEN(CROSS(LINE1,LINE5),HHV(C,1));            
突破点最低价:=VALUEWHEN(CROSS(LINE5,LINE1),LLV(C,1));
突历周期:=BARSLAST(CROSS(LINE1,LINE5));
破历周期:=BARSLAST(CROSS(LINE5,LINE1));
上轨:=突破点最高价+2*ATR;
下轨:=突破点最低价-2*ATR;        
H120:REF(HHV(C,120),2),COLORMAGENTA;
L120:REF(LLV(C,120),2),COLORMAGENTA;

买入条件:=LINE1>LINE5 AND C>LINE6+ATR/4 AND C<LINE6+4*ATR AND LINE6>REF(LINE6,10)+ATR/5 AND HOLDING=0;            
加仓条件:=CROSS(LINE5,LINE1) AND REF(破历周期,1)>15 AND REF(突破点最低价,1)<突破点最低价 AND C>LINE6-ATR/2 AND LINE6>REF(LINE6,20)+ATR/2 AND HOLDING<3;
获利平仓条件:=(C>ENTERPRICE+3*ATR AND HOLDING>=3) OR (C>ENTERPRICE+5*ATR AND HOLDING=2) OR C>ENTERPRICE+20*ATR;
清仓条件:=C<L120;   

获利减仓:SELL(获利平仓条件,SS,MARKET);
清仓:SELL(清仓条件,HOLDING,MARKET);
买入:buy(买入条件,SS,MARKET);
加仓:BUY(加仓条件,SS,MARKET);

2INPUT:N1(4,1,100,1),N2(6,1,100,1),N3(9,1,100,1),N4(13,1,100,1),N5(18,1,100,1),N6(65,1,100,1); //定义周期参数
ss:max(100,100*Intpart(50000/(c*100)));//
SS2:=SS*2;
SS3:=SS*3;
持仓:HOLDING,COLORGRAY,LINETHICK0,COLORRED;

LINE1:(EMA(C,N1)+EMA(C,N1*2)+EMA(C,N1*4))/3,COLORWHITE;
LINE2:(EMA(C,N2)+EMA(C,N2*2)+EMA(C,N2*4))/3,COLORYELLOW;
LINE3:(EMA(C,N3)+EMA(C,N3*2)+EMA(C,N3*4))/3,COLORMAGENTA;
LINE4:(EMA(C,N4)+EMA(C,N4*2)+EMA(C,N4*4))/3,COLORGREEN;
LINE5:(EMA(C,N5)+EMA(C,N5*2)+EMA(C,N5*4))/3,COLORGRAY;
LINE6:(EMA(C,N6)+EMA(C,N6*2)+EMA(C,N6*4))/3,COLORRED;

当前资产:=ASSET,NOAXIS,COLORGRAY;
TR1:=MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));
ATR:=MA(TR1,60);
突破点最高价:=VALUEWHEN(CROSS(LINE1,LINE5),HHV(C,1));            
突破点最低价:=VALUEWHEN(CROSS(LINE5,LINE1),LLV(C,1));
突历周期:=BARSLAST(CROSS(LINE1,LINE5));
破历周期:=BARSLAST(CROSS(LINE5,LINE1));
上轨:=突破点最高价+2*ATR;
下轨:=突破点最低价-2*ATR;        
H120:REF(HHV(C,120),6),COLORMAGENTA;
L120:REF(LLV(C,120),6),COLORMAGENTA;

买入条件:=LINE1>LINE5 AND C>LINE6+ATR/4 AND C<LINE6+4*ATR AND LINE6>REF(LINE6,10)+ATR/5 AND HOLDING=0;            
加仓条件:=CROSS(LINE5,LINE1) AND REF(破历周期,1)>15 AND REF(突破点最低价,1)<突破点最低价 AND C>LINE6-ATR/2 AND LINE6>REF(LINE6,20)+ATR/2 AND HOLDING<3;
获利平仓条件:=(C>ENTERPRICE+3*ATR AND HOLDING>=SS3) OR (C>ENTERPRICE+5*ATR AND HOLDING=SS2) OR C>ENTERPRICE+20*ATR;
清仓条件:=C<L120;   

获利减仓:SELL(获利平仓条件,SS,MARKET);
清仓:SELL(清仓条件,HOLDING,MARKET);
买入:buy(买入条件,SS,MARKET);
加仓:BUY(加仓条件,SS,MARKET);、股票策略

----------------------------------------------------
期货：获利平仓条件:=(C>ENTERPRICE+3*ATR AND HOLDING>=3) OR (C>ENTERPRICE+5*ATR AND HOLDING=2) OR C>ENTERPRICE+20*ATR;
股票：获利平仓条件:=(C>ENTERPRICE+3*ATR AND HOLDING>=SS3) OR (C>ENTERPRICE+5*ATR AND HOLDING=SS2) OR C>ENTERPRICE+20*ATR;

另外我是菜鸟，麻烦看下，整个策略逻辑是否有什么不足，感谢，感恩！

技术008

你是指哪个语句没有触发？
你在该语句前输出下条件看下，这类逻辑问题看是没法看出来的，只能通过输出条件然后看下是否和自己预想不同

猪爸爸

感谢回复,我详细看了下，找到原因了，谢谢了