公式模型编写问题提交-怎么把图表策略改写成后台策略呢金字塔客服中心 - 专业程序化交易软件提供商

//中间变量
INPUT:N(16,1,30,1),K1(0.4,0.1,1,0.1),K2(0.8,0.1,1,0.1),NMIN(6,1,10,1),SS(1000,100,1000,100);
CYC:=BARSLAST(DATE<>REF(DATE,1))+1;
LHIGH:=CALLSTOCK(STKLABEL,VTHIGH,6,-1);
LLOW:=CALLSTOCK(STKLABEL,VTLOW,6,-1);
LCLOSE:=CALLSTOCK(STKLABEL,VTCLOSE,6,-1);
TOPEN:=VALUEWHEN(CYC=1,OPEN);
HH:=HHV(LHIGH,N);//N日HIGH的最高价
HC:=HHV(LCLOSE,N);//N日CLOSE的最高价
LC:=LLV(LCLOSE,N);//N日CLOSE的最低价
LL:=LLV(LLOW,N);//N日LOW的最低价
MOVING:=MAX(HH-LL,HC-LL);//RANGE
T1:=TIME>=091000 AND TIME<=145200;
T2:=TIME>=145400 AND TIME<=150000;
HOLDER:=SS;
UP:TOPEN+K1*MOVING;
DOWN:TOPEN-K2*MOVING;
BUYCON:=C>UP AND HOLDING=0 ;
BUYSHORTCON:=C<DOWN AND HOLDING=0 ;
VARIABLE:A:=0;
VARIABLE:B:=0;
VARIABLE:MAXP:=0;
VARIABLE:P:=0;
VARIABLE:MAXP:=0;
VARIABLE:DOWN:=;
///每天的开盘的时候持仓为0 且没有开过仓

IF TIME >=090000  AND TIME <=090200 THEN BEGIN
   B:=0;//A 代表是否有仓位 b代表是否开过仓位
   A:=0;
END
///

//持有空仓的情况
IF HOLDING=0 THEN BEGIN
IF T1 THEN BEGIN
   IF BUYCON THEN BEGIN
    BUY( B=0 AND A=0,HOLDER,MARKET);
    A:=1;
    B:=1;
    P:=0;
    MAXP:=0;
   END

   IF BUYSHORTCON THEN BEGIN
    BUYSHORT( B=0 AND A=0,HOLDER,MARKET);
          A:=-1;
          B:=1;
          P:=0;
          MAXP:=0;
   END

END

END

IF HOLDING>0 THEN BEGIN

  IF T1 THEN BEGIN
   //最高价格浮亏10跳止盈操作
       If ENTERBARS>0 then begin
       {
           IF  DYNAINFO(  7) >A  THEN BEGIN//MAKE A MAX
           A:= DYNAINFO(  7);
           END

           IF A - DYNAINFO(  7) >2 * MINDIFF THEN BEGIN//IF BIGGER THEN SELL
           SELL(1,HOLDER,MARKET);
           A:=0;
           B:=1;
           MAXP:=0;
           END
   }
    //
////////+百分比止盈

          P:=(DYNAINFO(  7)-AVGENTERPRICE())/AVGENTERPRICE() *100;

          IF P>MAXP THEN BEGIN
          MAXP=P;
          DOWN:=(MAXP-P)/MAXP*100;
          END



          IF DOWN >=20 THEN BEGIN
          SELL(1,HOLDER,C);
          MAXP:=0;
          P:=0;
          A:=0;
          B:=1;
          END

///////////////////////
          //浮亏10跳止损
          IF  ( AVGENTERPRICE()- DYNAINFO(  7)>10*MINDIFF) THEN BEGIN
          SELL(1,HOLDER,MARKET);
          MAXP:=0;
          P:=0;
          A:=0;
          B:=1;
          END

       end
   //
  END

  IF T2 THEN BEGIN
  SELL(1,HOLDER,MARKET);
  A:=0;
  B:=1;
  END
END

IF HOLDING<0 THEN BEGIN
   IF T1 THEN BEGIN

          IF  ( DYNAINFO(  7)-AVGENTERPRICE()>10*MINDIFF) THEN BEGIN
          SELLSHORT(1,HOLDER,MARKET);
          A:=0;
          B:=1;
          END

   END

   IF T2 THEN BEGIN
   SELLSHORT(1,HOLDER,MARKET);
   A:=0;
   B:=1;
   END
END

当前持仓:HOLDING,COLORGRAY,LINETHICK0;
当前资产:ASSET,NOAXIS,COLORGRAY;//输出当前资产，但不影响坐标最高最低值