公式模型编写问题提交-亏三次加仓，盈三次减仓金字塔客服中心 - 专业程序化交易软件提供商

-- 亏三次加仓，盈三次减仓

下面交易策略突破20日高低点建仓，初始交易手数为ss。如连续盈利三次减仓为0·5ss，一直到连续亏损三次仓位才调整为ss，加载后仓位错乱，请问全局变量哪错了？麻烦纠正过来

input :k(20,5,30,1)

input:avglen(30,10,100,5);

input : atrlen(20,5,30,1) ;

input : ss(2,1,1000,1) ;

//声明变量

nt := 1 ; //调试信息带时间戳

buyorderthisbar := 0 ; //当前bar有过交易

variable : _debug = 1 ; //是否输出前台交易指令

variable : turtleunits=0 ; //交易单位

variable : myentryprice1=0;

variable : myentryprice2=0;

variable : myexitprice=0;

variable : n=0;

variable : m=0;

variable : yk=0;

//准备需要计算的变量

zhh:ref(high,k);

zll:ref(low,k);

kqls:=enterbars+1;

khh:=hhv(high,kqls);

kll:=llv(low,kqls);

avgtr :=ref(ma(tr,atrlen),1);

//开始执行时初始化数据

if barpos=1 then begin

position :=0 ;

posnum:=ss;

end

//如果当前是没有持仓的状态

if position=0 and barpos>20 and h>l then begin

//建立多头进场条件

long:=high>=zhh ;

//多头进场

if long then begin

myentryprice1 :=if(open>zhh+0.2 ,open+0.6 ,zhh+0.6);

buy( _debug,posnum,limitr,myentryprice1);

jqsh:=1;

position := 1 ;

turtleunits := 1 ;

n:= avgtr ;

buyorderthisbar := 1;

end

//建立空头进场条件

short:=low<=zll ;

//空头进场

if short and position=0 then begin

myentryprice2:= if(open<zll-0.2 ,open-0.6 ,zll-0.6) ;

buyshort( _debug,posnum,limitr,myentryprice2);

jqsh:=1;

position := -1 ;

turtleunits := 1 ;

n := avgtr ;

buyorderthisbar := 1;

end

//如果当前持有多头仓位的状态

if position=1 and barpos>20 and h>l then begin

//多头加仓条件

{while (close>myentryprice+0.5*n) and turtleunits<4 and jqsh=1 do begin

myentryprice := if(open>myentryprice+0.5*n ,open+0.6 ,myentryprice+0.5*n+0.6 ) ;

myentryprice:= ceiling(myentryprice/mindiff)*mindiff ;

buy( _debug, posnum, limitr,myentryprice );

turtleunits := turtleunits+1 ;

buyorderthisbar := 1;

end }

//建立多头离场条件

longx1 := low<zll-mindiff;

myexitprice:=zll-mindiff;

if longx1 and buyorderthisbar=0 then begin

myexitprice := if(open<myexitprice-0.2 ,open-0.6 ,myexitprice-0.6) ;

sell( _debug ,0,limitr,myexitprice);

position := 0 ;

turtleunits := 0 ;

yk:=myexitprice- myentryprice2;

end

if yk>0 then begin

n:=0;

m:=m+1;

end

if yk<0 then begin

n:=n+1;

m:=0;

end

if n>=3 then posnum:=ss;

if m>=3 then posnum:=0.5*ss;

//建立多头止损条件

longx2 := low<(khh-2*n);

if longx2 and position=1 and buyorderthisbar=0 then begin

myexitprice := if(open<khh-2*n ,open-0.6 ,khh-2*n-0.6) ;

myexitprice := floor(myexitprice/mindiff)*mindiff ;

sell( _debug ,0,limitr,myexitprice);

position := 0 ;

turtleunits := 0 ;

yk:=myexitprice- myentryprice2;

end

if yk>0 then begin

n:=0;

m:=m+1;

end

if yk<0 then begin

n:=n+1;

m:=0;

end

if n>=3 then posnum:=ss;

if m>=3 then posnum:=0.5*ss;

end

//如果当前持有空头仓位的状态

if position = -1 and barpos>20 and h>l then begin

//空头加仓条件

{while (close<myentryprice-0.5*n) and turtleunits<4 and jqsh=1 do begin

myentryprice := if(open<myentryprice-0.5*n ,open-0.6 ,myentryprice-0.5*n-0.6 ) ;

kkj := floor(myentryprice/mindiff)*mindiff ;

buyshort( _debug,posnum, limitr,myentryprice );

turtleunits := turtleunits+1 ;

buyorderthisbar := 1;

end }

//建立空头离场条件

shortx1 := high>zhh+mindiff;

myexitprice:=zhh+mindiff;

if shortx1 and buyorderthisbar=0 then begin

myexitprice := if(open>myexitprice,open+0.6, myexitprice+0.6);

sellshort( _debug,0,limitr,myexitprice);

position := 0 ;

turtleunits := 0 ;

yk:=myentryprice2-myexitprice;

end

if yk>0 then begin

n:=0;

m:=m+1;

end

if yk<0 then begin

n:=n+1;

m:=0;

end

if n>=3 then posnum:=ss;

if m>=3 then posnum:=0.5*ss;

//建立空头止损条件

shortx2 := high>kll+2*n ;

if shortx2 and position = -1 and buyorderthisbar=0 then begin

myexitprice:= if(open>kll+2*n ,open+0.6 ,kll+2*n+0.6) ;

myexitprice := ceiling(myexitprice/mindiff)*mindiff ;

sellshort( _debug,0,limitr,myexitprice);

position := 0 ;

turtleunits := 0 ;

yk:=myentryprice2-myexitprice;

end

if yk>0 then begin

n:=0;

m:=m+1;

end

if yk<0 then begin

n:=n+1;

m:=0;

end

if n>=3 then posnum:=ss;

if m>=3 then posnum:=0.5*ss;

end

//显示账户状态

continueline@ 资产:asset,linethick0;

可用现金:cash(0),linethick0;

pos:holding,linethick0;

交易次数:totaldaytrade, linethick0 ;