-- 作者:jery
-- 发布时间:2010/9/3 7:16:51
-- [原创]各位高手,这段语句正确吗?怎么没有信号出现?
VARIABLE:dayCount=1,PositionCount=1,Sellsign=0; VARIABLE:EntAndExitSign=1,EntPoint=0,ExitPoint=0; VARIABLE:N=0;
MA1:MA(C,5); MA3:MA(C,10);
M:=MA(TR,20); BUYHHV:=HHV(H,10); SELLLLV:=LLV(L,20);
ss:n,linethick0;
IF BARPOS>=21 THEN BEGIN IF BARPOS=21 THEN N:=M; IF DayCount=6 OR BARPOS=21 THEN BEGIN N:=(19*N+TR)/20;{计算N值} DayCount:=2; END DayCount:=DayCount+1; EntPoint:=ENTERBARS+1; IF EntPoint=EntAndExitSign THEN BEGIN{说明STOP指令买进头寸成功} PositionCount:=PositionCount+1;{头寸计数} Sellsign:=True;{开始以STOP卖出,如果达到指定的价格} END IF PositionCount=1 THEN BEGIN{第一头寸} HOW:=CASH(0)*0.01/N;{波动性百分比决定头寸规模} 空1:TBUYSHORT(H<=SELLLLV,HOW,MARKET);{在20日新高STOP指令买进} END IF PositionCount=2 THEN BEGIN{如到第二头寸} HOW:=CASH(0)*0.01/N;{波动性百分比决定头寸规模} 空2:TBUYSHORT(H<=ENTERPRICE+0.5*N,HOW,MARKET);{在上头寸(即第一头寸)+0.5个N以STOP指令买进} END IF PositionCount=3 THEN BEGIN{如到第三头寸} HOW:=CASH(0)*0.01/N; 空3:TBUYSHORT(H<=ENTERPRICE+0.5*N,HOW,MARKET);{在上头寸(即第二头寸)+0.5个N以STOP指令买进} END IF PositionCount=4 THEN BEGIN HOW:=CASH(0)*0.01/N; 空4:TBUYSHORT(H<=ENTERPRICE+0.5*N,HOW,MARKET); END IF Sellsign=True THEN BEGIN ExitPoint:=EXITBARS+1; IF ExitPoint=EntAndExitSign THEN BEGIN {说明卖出成功} PositionCount:=1;{头寸计算复原} Sellsign:=False; END IF ENTERPRICE-2*N then TSELLSHORT(L>=BUYHHV,100%,MARKET);{退出离盈利头寸} ELSE TSELLSHORT(L>=ENTERPRICE-2*N,100%,MARKET);{退出亏损头寸} END END;
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