//开始编写属于您自己的交易指标吧！GO！

//该模型为简单示范模型，用户需根据自己交易经验，修改完善后再实际应用!!!

//author： fjasmine

input: t20(20,15,60,1);//参数名，缺省值，最小值，最大值，步长
input: t10(10,10,30,1);

input: atrlen(20,15,30,1);

input: posnum(1,1,20,1);

variable:daycount=1,positioncount=1,sellsign=0;//定义了三个常数变量，分别赋值

variable:entandexitsign=1,entpoint=0,exitpoint=0;//定义了三个常数变量，分别赋值

variable:n=0;//定义常数变量N，初始化值为0

 
ma1:ma(c,5);//输出五日均价

ma2:ma(c,10);//输出十日均价

m:=ma(tr,20);//输出20日均价

buyhhv:=hhv(h,20);//20日最高价

sellllv:=llv(l,10);//20日最低价

ss:n,linethick0;

nt:=1;//调试信息带有时间戳

buyorderthisbar:=0;//当前BAR有过交易

 
variable: _debug = 1; //是否输出前台的交易指令

variable: _tdebug = 1;    //是否输出后台的交易指令

variable: _debugout = 0;  //是否输出后台交易的调试信息

variable: myentryprice = 0;//开仓价格

variable: myxitprice = 0;//平仓价格

variable: turtleunits = 0;//交易单位

variable: position = 0;//仓位状态

//0表示没有仓位，1表示持有多头，-1表示持有空头

variable: t20hi=close;

variable: t20lo=close;

variable: t10hi=close;

variable: t10lo=close;

//需要准备计算的变量

t20hi=:ref(hhv(h,t20),1);//

t20lp=:ref(llv(h,t20),1);//

t10hi=:ref(hhv(h,t10),1);

t10lo=:ref(llv(h,t10),1);

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

//开始执行时，初始化数据

if barpos = 1 then begin

 //position : = 0;

 end//if

 //如果是当时没有持仓的状态

if position=0 and barpos > t20 andh>l then begin

       //建立多头进场条件

       long:=h>t20hi;

       //多头进场

       iflong then begin

              myentryprice:=if(open>t20hi+mindiff,open,t20hi+mindiff);

              buy(_debug,posnum,limitr,myentryprice);

              position:=1;

              turtleunits:=1;

              n:=avgtr;

              buyorderthisbar:=1;

              end//IF

       //建立空头进场条件

       short:=l<t20lo;

       //空头进场

       ifshort and position=0 then begin

                     myentryprice:=if(open<t20lo-mindiff,open,t20lo-mindiff);

                     buyshort(_debug,posnum,limitr,myentryprice);

                     position:=-1;

                     turtleunits:=1;

                     n:=avgtr;

                     buyorderthisbar:=1;

              end

             //不要转跳，让程序检查同一根K线是否可以加仓

              //gotocontinueline;

       end//if

       //如果当前持有多头仓位的状态

       ifposition=1 and barpos>t20 and h>l then begin

              //多头加仓条件

              while(high>myentryprice+0.5*n) and turtleunits < 4 do begin

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

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

              buy(_debug,posnum,limitr,myentryprice);

              turtleunits:=turtleunits+1;

              buyorderthisbar:=1;

       end//while循环结束

       //建立多头离场条件

       longx1:=(low<t10lo);

       iflongx1 and buyorderthisbar=0 then begin

              myexitprice:=if(open<t10lo-mindiff,open,t10lo-mindiff);

              sell(_debug,0,limitr,myexitprice);

              position:=0;

              turtleunits:=0;

       end

       //建立多头止损条件

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

       iflongx2 and position = 1 and buyorderthisbar=0 then begin

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

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

              sell(_debug,0,limitr,myexitprice);

              position:=0;

              turtleunits:=0;

       end

       goto  continueline;

end //if

if barpos >= 21  or barpos=21 then begin//如果从上市到交易日大于21天那么

if barpos =21 then//如果从上市到现在加以日等于21，那么

n:=m;//n=m

if daycount =6 or barpos = 21 then begin//五天调整N值

n:=(19*n+tr)/20;//计算N的值

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

open1:buy(h>=enterprice+0.5*n,how,market);//在20日新高stop指令买进

end

if positioncount = 2 then begin//第二头寸

how:=cash(0)*0.01/n;//波动性百分比决定头寸规模

open2:buy(h>enterprice+0.5*n,how,market);//在上头寸（即第一头寸）+0.5个N新高stop指令买进

end

if positioncount=3 then begin//第三头寸

how:=cash(0)*0.01/n;//波动性百分比决定头寸规模

open3:buy(h>=enterprice+0.5*n,how,market);//在上头寸（即第二头寸）+0.5个N新高stop指令买进

end

if positioncount = 4 then begin //第四头寸

how:=cash(0)*0.01/n;//波动性百分比决定头寸规模

open4:buy(h>=enterprice+0.5*n,how,market);     //在上头寸（即第三头寸）+0.5个N新高stop指令买进

end

if sellsign = true then begin

       exitpoint:=exitbars+1;

       ifexitpoint = entandexitsign then begin //说明卖出成功

              positioncount:=1;{头寸计算复原}

              sellsign:=false;

       end

       ifenterprice-2*n then sell(l<sellllv,100%,market);{退出亏损头寸}

              else

              sell(l<enterprice-2*n,100%,market);

       end

end

 
 
//显示账号信息：

continueline@ mycount:asset,linethick0;//显示我的资产

available_cash:cash(0),linethick0;//可用现金

pos:holding,linethick0；

toaldaytrade1:totaldaytrade,linethick0;//总交易次数

if _debugout>0 then begin

       debugfile2(\'c:debugfile.txt\',\'barpos=%.of\',barpos,nt);

       debugfile2(\'c:debugfile.txt\',\'t20hi=%.2f\',t20hi,nt);

       debugfile2(\'c:debugfile.txt\',\'n=%.2f\',n,nt);

       debugfile2(\'c:debugfile.txt\',\'close=%.2f\',c,nt);

       debugfile2(\'c:debugfile.txt\',\'position=%.2f\',position,nt);

       debugfile2(\'c:debugfile.txt\',\'turtleunits=%.of\',turtleunits,nt);

       debugfile2(\'c:debugfile.txt\',\'myentryprice=%.of\',myentryprice,nt);

       debugfile2(\'c:debugfile.txt\',\'myexitprice=%.of\',myexitprice,nt);

end

the currentposition:holding,colorgray,linethick0;//当前持仓

the currentcaptal:asset,noaxis,colorgray;//当前资产

nt:=1;//调试信息带有时间戳

buyorderthisbar:=0;//当前BAR有过交易

 
variable: _debug = 1; //是否输出前台的交易指令

variable: _tdebug = 1;    //是否输出后台的交易指令

variable: _debugout = 0;  //是否输出后台交易的调试信息

variable: myentryprice = 0;//开仓价格

variable: myxitprice = 0;//平仓价格

variable: turtleunits = 0;//交易单位

variable: position = 0;//仓位状态

//0表示没有仓位，1表示持有多头，-1表示持有空头

variable: t20hi=close;

variable: t20lo=close;

variable: t10hi=close;

variable: t10lo=close;

//需要准备计算的变量

t20hi=:ref(hhv(h,t20),1);//

t20lp=:ref(llv(h,t20),1);//

t10hi=:ref(hhv(h,t10),1);

t10lo=:ref(llv(h,t10),1);

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

//开始执行时，初始化数据

if barpos = 1 then begin

 //position : = 0;

 end//if

 //如果是当时没有持仓的状态

if position=0 and barpos > t20 and h>l then begin

       //建立多头进场条件

       long:=h>t20hi;

       //多头进场

       if long then begin

              myentryprice:=if(open>t20hi+mindiff,open,t20hi+mindiff);

              buy(_debug,posnum,limitr,myentryprice);

              position:=1;

              turtleunits:=1;

              n:=avgtr;

              buyorderthisbar:=1;

              end//IF

       //建立空头进场条件

       short:=l<t20lo;

       //空头进场

       if short and position=0 then begin

                     myentryprice:=if(open<t20lo-mindiff,open,t20lo-mindiff);

                     buyshort(_debug,posnum,limitr,myentryprice);

                     position:=-1;

                     turtleunits:=1;

                     n:=avgtr;

                     buyorderthisbar:=1;

              end

             //不要转跳，让程序检查同一根K线是否可以加仓

              //gotocontinueline;

       end//if

       //如果当前持有多头仓位的状态

       if position=1 and barpos>t20 and h>l then begin

              //多头加仓条件

              while high>myentryprice+0.5*n and turtleunits < 4 do begin

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

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

              buy(_debug,posnum,limitr,myentryprice);

              turtleunits:=turtleunits+1;

              buyorderthisbar:=1;

       end//while循环结束

       //建立多头离场条件

       longx1:=(low<t10lo);

       if longx1 and buyorderthisbar=0 then begin

              myexitprice:=if(open<t10lo-mindiff,open,t10lo-mindiff);

              sell(_debug,0,limitr,myexitprice);

              position:=0;

              turtleunits:=0;

       end

       //建立多头止损条件

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

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

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

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

              sell(_debug,0,limitr,myexitprice);

              position:=0;

              turtleunits:=0;

       end

       goto  continueline;

end //if

if barpos >= 21  or barpos=21 then begin//如果从上市到交易日大于21天那么

if barpos =21 then//如果从上市到现在加以日等于21，那么

n:=m;//n=m

if daycount =6 or barpos = 21 then begin//五天调整N值

n:=(19*n+tr)/20;//计算N的值

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

open1:buy(h>=enterprice+0.5*n,how,market);//在20日新高stop指令买进

end

if positioncount = 2 then begin//第二头寸

how:=cash(0)*0.01/n;//波动性百分比决定头寸规模

open2:buy(h>enterprice+0.5*n,how,market);//在上头寸（即第一头寸）+0.5个N新高stop指令买进

end

if positioncount=3 then begin//第三头寸

how:=cash(0)*0.01/n;//波动性百分比决定头寸规模

open3:buy(h>=enterprice+0.5*n,how,market);//在上头寸（即第二头寸）+0.5个N新高stop指令买进

end

if positioncount = 4 then begin //第四头寸

how:=cash(0)*0.01/n;//波动性百分比决定头寸规模

open4:buy(h>=enterprice+0.5*n,how,market);     //在上头寸（即第三头寸）+0.5个N新高stop指令买进

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 sell(l<sellllv,100%,market);{退出亏损头寸}

              else

              sell(l<enterprice-2*n,100%,market);

       end

end

 
 
//显示账号信息：

continueline@ mycount:asset,linethick0;//显示我的资产

available_cash:cash(0),linethick0;//可用现金

pos:holding,linethick0；

toaldaytrade1:totaldaytrade,linethick0;//总交易次数

if _debugout>0 then begin

       debugfile2(\'c:debugfile.txt\',\'barpos=%.of\',barpos,nt);

       debugfile2(\'c:debugfile.txt\',\'t20hi=%.2f\',t20hi,nt);

       debugfile2(\'c:debugfile.txt\',\'n=%.2f\',n,nt);

       debugfile2(\'c:debugfile.txt\',\'close=%.2f\',c,nt);

       debugfile2(\'c:debugfile.txt\',\'position=%.2f\',position,nt);

       debugfile2(\'c:debugfile.txt\',\'turtleunits=%.of\',turtleunits,nt);

       debugfile2(\'c:debugfile.txt\',\'myentryprice=%.of\',myentryprice,nt);

       debugfile2(\'c:debugfile.txt\',\'myexitprice=%.of\',myexitprice,nt);

end

the currentposition:holding,colorgray,linethick0;//当前持仓

the currentcaptal:asset,noaxis,colorgray;//当前资产

{
KD:=;          //开多条件
PD:=;          //平多条件
KK:=;          //开空条件
PK:=;          //平空条件

平空:SELLSHORT(PK,1,THISCLOSE);                  //平空信号
开多:BUY(KD AND HOLDING=0,1,THISCLOSE);          //开多信号
平多:SELL(PD,1,THISCLOSE);                       //平多信号
开空:BUYSHORT(KK AND HOLDING=0,1,THISCLOSE);     //开空信号

}
{
信号语句排列规则——先平后开
“费率设置”按钮——用于合理设置模型“费率”，以便在图形上正确输出如下帐户信息：

持仓:holding,linethick0;
资产:asset,noaxis;
可用现金:cash(0),linethick0;