咨詢內容：//聲明變量//調試信息帶時間戳BBAR := 0 ;//當前BAR有過交易 VARIABLE : _DEBUG = 1 ;//是否輸出前臺交易指令VARIABLE : _TDEBUG = 1 ;//是否輸出后臺交易指令VARIABLE : _DEBUGOUT = 0 ;//是否輸出后臺交易的調試信息 VARIABLE : MYENTRYPRICE =0 ; //開倉價格VARIABLE : MYEXITPRICE =0 ;//平倉價格 VARIABLE : TURTLEUNITS=0 ;//交易單位VARIABLE : POSITION=0 ;//倉位狀態//0表示沒有倉位，1表示持有多頭， -1表示持有空頭 ....... LK2:=NUMPROFIT(1 )<0 AND NUMPROFIT(2 )<0 ; KD:=REF(C,1)>REF(H2,1); //開多條件PD:=REF(C,1)<REF(L2,1); //平多條件KK:=REF(C,1)<REF(L2,1); //開空條件PK:=REF(C,1)>REF(H2,1); //平空條件 //開始執行時 初始化數據IF BARPOS=1 THEN BEGIN//POSITION := 0 ; END //IF //如果當前是沒有持倉的狀態IF POSITION=0 THEN BEGIN //建立多頭進場條件LONG :=KD; //多頭進場IF LONG AND POSITION=0 AND BBAR=0 THEN BEGINBJ:=IF(C<=DYNAINFO( 28),C,C-1*MINDIFF); SJ:=IF(C>=DYNAINFO( 34),C,C+1*MINDIFF);BUY(LONG,SS,LIMITR,BJ),IGNORECHECKPRICE;POSITION := 1 ;TURTLEUNITS := 1 ;BBAR := 1; END //IF //建立空頭進場條件SHORT :=KK ;//空頭進場IF SHORT AND POSITION=0 AND BBAR=0 THEN BEGINBJ:=IF(C<=DYNAINFO( 28),C,C-1*MINDIFF); SJ:=IF(C>=DYNAINFO( 34),C,C+1*MINDIFF);BUYSHORT(SHORT,SS,LIMITR,SJ),IGNORECHECKPRICE;POSITION := -1 ;TURTLEUNITS := 1 ;BBAR := 1; END//不要跳轉，讓程序檢查同一根K線是否可以加倉//GOTO CONTINUELINE ;END //IF //如果當前持有多頭倉位的狀態 IF POSITION=1 AND BBAR=0 THEN BEGIN //多頭加倉條件WHILE LK2 AND CC>ENTERPRICE+0.5*N AND TURTLEUNITS<3 AND BBAR=0 DO BEGIN BJ:=IF(C<=DYNAINFO( 28),C,C-1*MINDIFF); SJ:=IF(C>=DYNAINFO( 34),C,C+1*MINDIFF);BUY( LK2 AND CC>ENTERPRICE+0.5*N AND TURTLEUNITS<3,SS,LIMITR,BJ ),IGNORECHECKPRICE;TURTLEUNITS := TURTLEUNITS+1 ;BBAR := 1; END //WHILE//建立多頭離場條件LONGX1 := PD ;IF LONGX1 AND POSITION=1 AND BBAR=0 THEN BEGINBJ:=IF(C<=DYNAINFO( 28),C,C-1*MINDIFF); SJ:=IF(C>=DYNAINFO( 34),C,C+1*MINDIFF);SELL( LONGX1 ,100%,LIMITR,SJ),IGNORECHECKPRICE;POSITION := 0 ;TURTLEUNITS := 0 ;BBAR := 1;END //建立多頭止損條件LONGX2 := (CC<ENTERPRICE-3*N) ; IF LONGX2 AND POSITION=1 AND BBAR=0 THEN BEGIN BJ:=IF(C<=DYNAINFO( 28),C,C-1*MINDIFF); SJ:=IF(C>=DYNAINFO( 34),C,C+1*MINDIFF);SELL( LONGX2 ,100%,LIMITR,SJ),IGNORECHECKPRICE;POSITION := 0 ;TURTLEUNITS := 0 ;BBAR := 1;END END //IF //如果當前持有空頭倉位的狀態 IF POSITION = -1 AND BBAR=0 THEN BEGIN //空頭加倉條件WHILE LK2 AND CC<ENTERPRICE-0.5*N AND TURTLEUNITS<3 AND BBAR=0 DO BEGIN BJ:=IF(C<=DYNAINFO( 28),C,C-1*MINDIFF); SJ:=IF(C>=DYNAINFO( 34),C,C+1*MINDIFF);BUYSHORT(LK2 AND CC<ENTERPRICE-0.5*N AND TURTLEUNITS<3,SS, LIMITR,SJ),IGNORECHECKPRICE;TURTLEUNITS := TURTLEUNITS+1 ;BBAR := 1;END //IF //建立空頭離場條件SHORTX1 := PK ; IF SHORTX1 AND BBAR=0 THEN BEGIN BJ:=IF(C<=DYNAINFO( 28),C,C-1*MINDIFF); SJ:=IF(C>=DYNAINFO( 34),C,C+1*MINDIFF); SELLSHORT( SHORTX1,100%,LIMITR,BJ),IGNORECHECKPRICE;POSITION := 0 ;TURTLEUNITS := 0 ;BBAR := 1;END //建立空頭止損條件SHORTX2 :=( CC >ENTERPRICE + 3*N) ; IF SHORTX2 AND POSITION = -1 AND BBAR=0 THEN BEGINBJ:=IF(C<=DYNAINFO( 28),C,C-1*MINDIFF); SJ:=IF(C>=DYNAINFO( 34),C,C+1*MINDIFF);SELLSHORT( SHORTX2,100%,LIMITR,BJ),IGNORECHECKPRICE;POSITION := 0 ;TURTLEUNITS := 0 ;BBAR := 1;END END //IF //顯示賬戶狀態 持倉:HOLDING,COLORWHITE,LINETHICK0;
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