模型如果無限制加倉次數 那么該策略的平倉條件無法實現 因為無法直接判斷出模型一共加倉多少次 和平倉多少次
所以請您換個思路 或者固定加倉次數!
AA:=(C-REF(C,2))/REF(C,2)>0.03;
BB:=(C-REF(C,4))/REF(C,2)>0.05;
CC:=(C-REF(C,7))/REF(C,2)>0.05;
BKVOL=0&&REF(AA||BB||CC,1)&&NOT(ISLASTSP),BK(1);
BKVOL<10&&ISLASTBK&&C>BKPRICE*0.13+BKPRICE,BK(1);
ISLASTBK&&BKHIGH-C>=BKPRICE*0.03,SP(1);
BKHIGH-C>=BKPRICE*0.04&&COUNT(BARSSP=1,BARSBK)=1,SP(1);
BKHIGH-C>=BKPRICE*0.05&&COUNT(BARSSP=1,BARSBK)=2,SP(1);
BKHIGH-C>=BKPRICE*0.06&&COUNT(BARSSP=1,BARSBK)=3,SP(1);
BKHIGH-C>=BKPRICE*0.07&&COUNT(BARSSP=1,BARSBK)=4,SP(1);
BKHIGH-C>=BKPRICE*0.08&&COUNT(BARSSP=1,BARSBK)=5,SP(1);
BKHIGH-C>=BKPRICE*0.09&&COUNT(BARSSP=1,BARSBK)=6,SP(1);
BKHIGH-C>=BKPRICE*0.10&&COUNT(BARSSP=1,BARSBK)=7,SP(1);
BKHIGH-C>=BKPRICE*0.11&&COUNT(BARSSP=1,BARSBK)=8,SP(1);
BKHIGH-C>=BKPRICE*0.12&&COUNT(BARSSP=1,BARSBK)=9,SP(1);
MONO_SIGNAL;
加載至日線使用