-- 作者:天天涨停
-- 发布时间:2019/1/21 8:54:40
-- [求助][原创]请教:双向自动化决策如何实现亏了不卖,赚了才买,
老师们,群主,你好,请急需解决一下,我是做的反手交易(两方都做),平多买空,平空买多,并且亏了不卖,请帮忙解决一下交易策略。 金字塔标准版和机构版有什么区别,能否解决亏了不卖还能做反手交易出信号这个问题,如果能解决的话,我就买一套交易系统。 联系电话:15330402333。 1、多单情况 多单亏了不卖,必须出空信号,等空信号平仓后再买多。 多单赚了,就跟着信号交易,平多买空。
2、空单情况 空单亏了不卖,必须出多信号,等多信号平仓后再买空。 空单赚了,就跟着信号交易,平空买多。
此主题相关图片如下:123.jpg
![dvubb 图片点击可在新窗口打开查看](UploadFile/2019-1/20191218373677774.jpg) 能帮我把这个决策改一下吗,要求亏损不卖,赚钱再卖,而且能继续反方向开仓,谢谢。
//定义参数 H11:=HIGH; L11:=LOW; A:=IFELSE(HIGH>=REF(HIGH,1)&&HIGH>=REF(HIGH,2)&&HIGH>=REF(HIGH,3) &&HIGH>=REF(HIGH,4)&&HIGH>=REF(HIGH,5),LOW,0); B:=IFELSE(LOW<=REF(LOW,1)&&LOW<=REF(LOW,2)&&LOW<=REF(LOW,3) &&LOW<=REF(LOW,4)&&LOW<=REF(LOW,5),HIGH,888888); P1:=IFELSE(A>REF(L11,1),REF(L11,1),0); P2:=IFELSE(A>REF(L11,2)&&A<=REF(L11,1),REF(L,2),0); P3:=IFELSE(A>REF(L11,3)&&A<=REF(L11,1)&&A<=REF(L11,2),REF(L11,3),0); P4:=IFELSE(A>REF(L11,4)&&A<=REF(L11,1)&&A<=REF(L11,2)&&A<=REF(L11,3),REF(L11,4),0); P5:=IFELSE(A>REF(L11,5)&&A<=REF(L11,1)&&A<=REF(L11,2)&&A<=REF(L11,3)&&A<=REF(L11,4),REF(L11,5),0); P6:=IFELSE(A>REF(L11,6)&&A<=REF(L11,1)&&A<=REF(L11,2)&&A<=REF(L11,3)&&A<=REF(L11,4)&&A<=REF(L11,5),REF(L11,6),0); P7:=IFELSE(A>REF(L11,7)&&A<=REF(L11,1)&&A<=REF(L11,2)&&A<=REF(L11,3)&&A<=REF(L11,4)&&A<=REF(L11,5)&&A<=REF(L11,6),REF(L11,7),0); P8:=IFELSE(A>REF(L11,8)&&A<=REF(L11,1)&&A<=REF(L11,2)&&A<=REF(L11,3)&&A<=REF(L11,4)&&A<=REF(L11,5)&&A<=REF(L11,6)&&A<=REF(L11,7),REF(L11,8),0); P9:=IFELSE(A>REF(L11,9)&&A<=REF(L11,1)&&A<=REF(L11,2)&&A<=REF(L11,3)&&A<=REF(L11,4)&&A<=REF(L11,5)&&A<=REF(L11,6)&&A<=REF(L11,7)&&A<=REF(L11,8),REF(L11,9),0); P10:=IFELSE(A>REF(L11,10)&&A<=REF(L11,1)&&A<=REF(L11,2)&&A<=REF(L11,3)&&A<=REF(L11,4)&&A<=REF(L11,5)&&A<=REF(L11,6)&&A<=REF(L11,7)&&A<=REF(L11,8)&&A<=REF(L11,9),REF(L11,10),0); AA:=P1+P2+P3+P4+P5+P6+P7+P8+P9+P10; PP1:=IFELSE(AA>REF(L11,1),REF(L11,1),0); PP2:=IFELSE(AA>REF(L11,2)&&AA<=REF(L11,1),REF(L11,2),0); PP3:=IFELSE(AA>REF(L11,3)&&AA<=REF(L11,1)&&AA<=REF(L11,2),REF(L11,3),0); PP4:=IFELSE(AA>REF(L11,4)&&AA<=REF(L11,1)&&AA<=REF(L11,2)&&AA<=REF(L11,3),REF(L11,4),0); PP5:=IFELSE(AA>REF(L11,5)&&AA<=REF(L11,1)&&AA<=REF(L11,2)&&AA<=REF(L11,3)&&AA<=REF(L11,4),REF(L11,5),0); PP6:=IFELSE(AA>REF(L11,6)&&AA<=REF(L11,1)&&AA<=REF(L11,2)&&AA<=REF(L11,3)&&AA<=REF(L11,4)&&AA<=REF(L11,5),REF(L11,6),0); PP7:=IFELSE(AA>REF(L11,7)&&AA<=REF(L11,1)&&AA<=REF(L11,2)&&AA<=REF(L11,3)&&AA<=REF(L11,4)&&AA<=REF(L11,5)&&AA<=REF(L11,6),REF(L11,7),0); PP8:=IFELSE(AA>REF(L11,8)&&AA<=REF(L11,1)&&AA<=REF(L11,2)&&AA<=REF(L11,3)&&AA<=REF(L11,4)&&AA<=REF(L11,5)&&AA<=REF(L11,6)&&AA<=REF(L11,7),REF(L11,8),0); PP9:=IFELSE(AA>REF(L11,9)&&AA<=REF(L11,1)&&AA<=REF(L11,2)&&AA<=REF(L11,3)&&AA<=REF(L11,4)&&AA<=REF(L11,5)&&AA<=REF(L11,6)&&AA<=REF(L11,7)&&AA<=REF(L11,8),REF(L11,9),0); PP10:=IFELSE(AA>REF(L11,10)&&AA<=REF(L11,1)&&AA<=REF(L11,2)&&AA<=REF(L11,3)&&AA<=REF(L11,4)&&AA<=REF(L11,5)&&AA<=REF(L11,6)&&AA<=REF(L11,7)&&AA<=REF(L11,8)&&AA<=REF(L11,9),REF(L11,10),0); AAA:=PP1+PP2+PP3+PP4+PP5+PP6+PP7+PP8+PP9+PP10; C11:=VALUEWHEN(AAA>0,AAA); T1:=IFELSE(B<REF(H11,1),REF(H11,1),0); T2:=IFELSE(B<REF(H11,2)&&B>=REF(H11,1),REF(H11,2),0); T3:=IFELSE(B<REF(H11,3)&&B>=REF(H11,1)&&B>=REF(H11,2),REF(H11,3),0); T4:=IFELSE(B<REF(H11,4)&&B>=REF(H11,1)&&B>=REF(H11,2)&&B>=REF(H11,3),REF(H11,4),0); T5:=IFELSE(B<REF(H11,5)&&B>=REF(H11,1)&&B>=REF(H11,2)&&B>=REF(H11,3)&&B>=REF(H11,4),REF(H11,5),0); T6:=IFELSE(B<REF(H11,6)&&B>=REF(H11,1)&&B>=REF(H11,2)&&B>=REF(H11,3)&&B>=REF(H11,4)&&B>=REF(H11,5),REF(H11,6),0); T7:=IFELSE(B<REF(H11,7)&&B>=REF(H11,1)&&B>=REF(H11,2)&&B>=REF(H11,3)&&B>=REF(H11,4)&&B>=REF(H11,5)&&B>=REF(H11,6),REF(H11,7),0); T8:=IFELSE(B<REF(H11,8)&&B>=REF(H11,1)&&B>=REF(H11,2)&&B>=REF(H11,3)&&B>=REF(H11,4)&&B>=REF(H11,5)&&B>=REF(H11,6)&&B>=REF(H11,7),REF(H11,8),0); T9:=IFELSE(B<REF(H11,9)&&B>=REF(H11,1)&&B>=REF(H11,2)&&B>=REF(H11,3)&&B>=REF(H11,4)&&B>=REF(H11,5)&&B>=REF(H11,6)&&B>=REF(H11,7)&&B>=REF(H11,8),REF(H11,9),0); T10:=IFELSE(B<REF(H11,10)&&B>=REF(H11,1)&&B>=REF(H11,2)&&B>=REF(H11,3)&&B>=REF(H11,4)&&B>=REF(H11,5)&&B>=REF(H11,6)&&B>=REF(H11,7)&&B>=REF(H11,8)&&B>=REF(H11,9),REF(H11,10),0); BB:=IFELSE((T1+T2+T3+T4+T5+T6+T7+T8+T9+T10)=0,888888,T1+T2+T3+T4+T5+T6+T7+T8+T9+T10); TT1:=IFELSE(BB<REF(H11,1),REF(H11,1),0); TT2:=IFELSE(BB<REF(H11,2)&&BB>=REF(H11,1),REF(H11,2),0); TT3:=IFELSE(BB<REF(H11,3)&&BB>=REF(H11,1)&&BB>=REF(H11,2),REF(H11,3),0); TT4:=IFELSE(BB<REF(H11,4)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3),REF(H11,4),0); TT5:=IFELSE(BB<REF(H11,5)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3)&&BB>=REF(H11,4),REF(H11,5),0); TT6:=IFELSE(BB<REF(H11,6)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3)&&BB>=REF(H11,4)&&BB>=REF(H11,5),REF(H11,6),0); TT7:=IFELSE(BB<REF(H11,7)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3)&&BB>=REF(H11,4)&&BB>=REF(H11,5)&&BB>=REF(H11,6),REF(H11,7),0); TT8:=IFELSE(BB<REF(H11,8)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3)&&BB>=REF(H11,4)&&BB>=REF(H11,5)&&BB>=REF(H11,6)&&BB>=REF(H11,7),REF(H11,8),0); TT9:=IFELSE(BB<REF(H11,9)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3)&&BB>=REF(H11,4)&&BB>=REF(H11,5)&&BB>=REF(H11,6)&&BB>=REF(H11,7)&&BB>=REF(H11,8),REF(H11,9),0); TT10:=IFELSE(BB<REF(H11,10)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3)&&BB>=REF(H11,4)&&BB>=REF(H11,5)&&BB>=REF(H11,6)&&BB>=REF(H11,7)&&BB>=REF(H11,8)&&BB>=REF(H11,9),REF(H11,10),0); BBB:=TT1+TT2+TT3+TT4+TT5+TT6+TT7+TT8+TT9+TT10; D:=VALUEWHEN(BBB>0,BBB); UD:=IFELSE(CLOSE>D&&REF(CLOSE,1)<=D,1,IFELSE(CLOSE<C11&&REF(CLOSE,1)>=C11,-3,0)); K:=VALUEWHEN(UD<>0,UD); G:=IFELSE(K=1,C11,D),COLORRED; G1:=VALUEWHEN(ISLASTBAR,G); TMP:=-K; //TMP>0,SPK; //TMP<=0,BPK; IF HOLDING=0 THEN BEGIN //若持仓为0 IF TMP<=0 THEN //且TMP<=0 BUY(1,1,LIMITR,CLOSE); //开多单 END IF HOLDING=0 THEN BEGIN //若持仓为0 IF TMP>0 THEN //且TMP>0 BUYSHORT(1,1,LIMITR,CLOSE); //开空单 END IF HOLDING>0 THEN BEGIN //若持有多单 IF TMP>0 THEN BEGIN //且TMP>0 SELL(1,HOLDING,LIMITR,CLOSE); //平多单 BUYSHORT(1,1,LIMITR,CLOSE); //开空单 END END IF HOLDING<0 THEN BEGIN //若持有空单 IF TMP<=0 THEN BEGIN //且TMP<=0 SELLSHORT(1,HOLDING,LIMITR,CLOSE); //平空单 BUY(1,1,LIMITR,CLOSE); //开多单 END END //止盈止损 Win_Buy:=h-enterprice>=200;//多头盈利2点 Win_Sell:=enterprice-l>=200;//空头盈利2点 Lose_Buy:=enterprice-l>=10000;//多头亏损1.25点 Lose_Sell:=h-enterprice>=10000;//空头亏损1.25点 //市价止盈止损 if Win_Buy and holding>0 then 多止盈:Sell(enterbars>0,0,market); if Win_Sell and holding<0 then 空止盈:Sellshort(enterbars>0,0,market); if Lose_Buy and holding>0 then 多止损:Sell(enterbars>0,0,market); if Lose_Sell and holding<0 then 空止损:Sellshort(enterbars>0,0,market);
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