公式模型编写问题提交-请教：当赢利＞=1%，回吐到70%平仓，问题在哪金字塔客服中心 - 专业程序化交易软件提供商

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----  请教：当赢利＞=1%，回吐到70%平仓，问题在哪  (http://weistock.com/bbs/dispbbs.asp?boardid=4&id=56849)

--  作者：panjia1000
--  发布时间：2013/9/22 15:27:23
--  请教：当赢利＞=1%，回吐到70%平仓，问题在哪

基本思路，就是根据开盘价，比开盘价高N1就开多，低N1开空，价格亏损N2元就止损，赢利超过0.5%-1% ，回吐到50%平仓，赢利超过1%，回吐到70%平仓，第一次平仓是对的，再次开仓之后的平仓就不行了，开仓即平。

variable:HigherAfterEntry=0,LowerAfterEntry=999999;

input:n1(10,5,30,1);
input:n2(20,5,40,1);
input:n6(6,4,30,1);
input:n7(2,1,20,1);

//9点开仓

open5_1:callstock(\'\',vtopen,2,-1);//5分钟周期的开盘价
close5_1:callstock(\'\',vtclose,2,-1);//5分钟周期的收盘价

open3_1:callstock(\'\',vtopen,17,-1);//3分钟周期的开盘价
close3_1:callstock(\'\',vtclose,17,-1);//3分钟周期的收盘价

vols20_1:=callstock(\'\',vtvol,22,20);//20秒周期的成交量
vol1_1:=callstock(\'\',vtvol,1，-1);//1分钟周期的成交量

dayopen:=valuewhen(time=130100,open);

开盘价:=dayopen,noaxis,linethick0;
成交量:=REF(vol,1),noaxis,linethick0;

if time=130100 then
begin

loss:=0; //限制开仓方式一，只开一次
count1:=1;
count2:=1;

end

计数一:=count1,noaxis,linethick0;
计数二:=count2,noaxis,linethick0;
计数三:=loss,noaxis,linethick0;

h_1:=ref(h,1);
l_1:=ref(l,1);

c_1:=ref(c,1);

o_1:=ref(o,1);

vol_1:=ref(vol,1);

vol_2:=ref(vol,2);

vol_3:=ref(vol,3);

vol_4:=ref(vol,4);

sumvol:vol_2+vol_3+vol_4,noaxis,linethick0;

lots:=1;

if time>=130000 and holding=0 and count1=1 and loss=0 then

begin

if h>=dayopen+n1
then
begin
buy(1,lots,limitr,dayopen+n1); //如果9：00走势超过开盘价n1元就开多单
count1:=0;
loss:=1;
end

if l<=dayopen-n1

   then
   begin
   buyshort(1,lots,limitr,dayopen-n1); //9：00走势低于开盘
价n1元就开空单
   count1:=0;
   loss:=1;
   end

end

If enterbars=0 then
begin
HigherAfterEntry:=enterprice;
LowerAfterEntry:=enterprice;
end;
else If enterbars>=1 then
begin
HigherAfterEntry:=max(HigherAfterEntry,h_1);
LowerAfterEntry:=min(LowerAfterEntry,l_1);
end;
//hh:HigherAfterEntry,noaxis,linethick0;
//ll:LowerAfterEntry,noaxis,linethick0;

if time>=130101 and time<180000 then

BEGIN

if holding>0 and l<=ENTERPRICE-n2

then
begin
sell(1,holding,limitr,enterprice-n2); //9.00开多单，止损设置低于成交价n2元

end

if holding<0 and h>=ENTERPRICE+n2
then
begin
sellshort(1,holding,limitr,enterprice+n2); //9.00开空单，止损设置高于成交价n2元

end

end

再次开多、空仓

………………

//开多单的平仓

if holding>0 and enterbars>0 then

begin

if enterbars>=1 and HigherAfterEntry>=enterprice*(1+1/100)       //成交赢利超过1%，回吐到70%出场
then
begin
price:=EnterPrice+(HigherAfterEntry-EnterPrice)*70/100;
if low<=price then
begin
sell(1,holding,limitr,min(open,price)) ;
count2:=1;
end;
end;

if enterbars>=1   and HigherAfterEntry<=enterprice*(1+1/100) and HigherAfterEntry>=enterprice*(1+0.5/100)       //成交赢利不超过1%，大于0.5%,回吐到50%出场
then
begin
price:=EnterPrice+(HigherAfterEntry-EnterPrice)*50/100;
if low<=price then
begin
sell(1,holding,limitr,min(open,price)) ;
count2:=1;
end;
end;

end

//开空单的平仓

if holding<0 and enterbars>0 then

begin

if enterbars>=1    and lowerAfterEntry<=enterprice*(1-1/100)       //成交赢利超过1%，回吐到70%赢利出场
then
begin
price:=EnterPrice - (EnterPrice-LowerAfterEntry)*70/100;
if high>=price then
begin
sellshort(1,holding,limitr,max(open,price)) ;
count2:=1;
end;
end;

if enterbars>=1   and lowerAfterEntry>=enterprice*(1-1/100) and lowerAfterEntry<=enterprice*(1-0.5/100)      //成交赢利不超过1%，大于0.5%,回吐到50%出场
then
begin
price:=EnterPrice - (EnterPrice-LowerAfterEntry)*50/100;
if high>=price then
begin
sellshort(1,holding,limitr,max(open,price)) ;
count2:=1;
end;
end;

end

//收盘平仓
if time>=183000 then begin
sell(1,holding,thisclose);
sellshort(1,holding,thisclose);
end

--  作者：jinzhe
--  发布时间：2013/9/22 15:36:13
--

下单价格不合理，价格超出k线范围，导致了该单子被系统检测为无法成交的单子，所以要在所有下单函数语句后面加上,IGNORECHECKPRICE

下面是经过修改后的代码：

variable:HigherAfterEntry=0,LowerAfterEntry=999999;

input:n1(10,5,30,1);
input:n2(20,5,40,1);
input:n6(6,4,30,1);
input:n7(2,1,20,1);

//9点开仓

open5_1:callstock(\'\',vtopen,2,-1);//5分钟周期的开盘价
close5_1:callstock(\'\',vtclose,2,-1);//5分钟周期的收盘价

open3_1:callstock(\'\',vtopen,17,-1);//3分钟周期的开盘价
close3_1:callstock(\'\',vtclose,17,-1);//3分钟周期的收盘价

vols20_1:=callstock(\'\',vtvol,22,20);//20秒周期的成交量
vol1_1:=callstock(\'\',vtvol,1，-1);//1分钟周期的成交量

dayopen:=valuewhen(time=130100,open);

开盘价:=dayopen,noaxis,linethick0;
成交量:=REF(vol,1),noaxis,linethick0;

if time=130100 then
begin

loss:=0; //限制开仓方式一，只开一次
count1:=1;
count2:=1;

end

计数一:=count1,noaxis,linethick0;
计数二:=count2,noaxis,linethick0;
计数三:=loss,noaxis,linethick0;

h_1:=ref(h,1);
l_1:=ref(l,1);

c_1:=ref(c,1);

o_1:=ref(o,1);

vol_1:=ref(vol,1);

vol_2:=ref(vol,2);

vol_3:=ref(vol,3);

vol_4:=ref(vol,4);

sumvol:vol_2+vol_3+vol_4,noaxis,linethick0;

lots:=1;

if time>=130000 and holding=0 and count1=1 and loss=0 then

begin

if h>=dayopen+n1
then
begin
buy(1,lots,limitr,dayopen+n1),IGNORECHECKPRICE; //如果9：00走势超过开盘价n1元就开多单
count1:=0;
loss:=1;
end

if l<=dayopen-n1

   then
   begin
   buyshort(1,lots,limitr,dayopen-n1),IGNORECHECKPRICE; //9：00走势低于开盘价n1元就开空单
   count1:=0;
   loss:=1;
   end

end

If enterbars=0 then
begin
HigherAfterEntry:=enterprice;
LowerAfterEntry:=enterprice;
end;
else If enterbars>=1 then
begin
HigherAfterEntry:=max(HigherAfterEntry,h_1);
LowerAfterEntry:=min(LowerAfterEntry,l_1);
end;
//hh:HigherAfterEntry,noaxis,linethick0;
//ll:LowerAfterEntry,noaxis,linethick0;

if time>=130101 and time<180000 then

BEGIN

if holding>0 and l<=ENTERPRICE-n2

then
begin
sell(1,holding,limitr,enterprice-n2),IGNORECHECKPRICE; //9.00开多单，止损设置低于成交价n2元

end

if holding<0 and h>=ENTERPRICE+n2
then
begin
sellshort(1,holding,limitr,enterprice+n2),IGNORECHECKPRICE; //9.00开空单，止损设置高于成交价n2元

end

end

//开多单的平仓

if holding>0 and enterbars>0 then

begin

if enterbars>=1 and HigherAfterEntry>=enterprice*(1+1/100)       //成交赢利超过1%，回吐到70%出场
then
begin
price:=EnterPrice+(HigherAfterEntry-EnterPrice)*70/100;
if low<=price then
begin
sell(1,holding,limitr,min(open,price)),IGNORECHECKPRICE ;
count2:=1;
end;
end;

if enterbars>=1   and HigherAfterEntry<=enterprice*(1+1/100) and HigherAfterEntry>=enterprice*(1+0.5/100)       //成交赢利不超过1%，大于0.5%,回吐到50%出场
then
begin
price:=EnterPrice+(HigherAfterEntry-EnterPrice)*50/100;
if low<=price then
begin
sell(1,holding,limitr,min(open,price)),IGNORECHECKPRICE ;
count2:=1;
end;
end;

end

//开空单的平仓

if holding<0 and enterbars>0 then

begin

if enterbars>=1    and lowerAfterEntry<=enterprice*(1-1/100)       //成交赢利超过1%，回吐到70%赢利出场
then
begin
price:=EnterPrice - (EnterPrice-LowerAfterEntry)*70/100;
if high>=price then
begin
sellshort(1,holding,limitr,max(open,price)) ,IGNORECHECKPRICE;
count2:=1;
end;
end;

if enterbars>=1   and lowerAfterEntry>=enterprice*(1-1/100) and lowerAfterEntry<=enterprice*(1-0.5/100)      //成交赢利不超过1%，大于0.5%,回吐到50%出场
then
begin
price:=EnterPrice - (EnterPrice-LowerAfterEntry)*50/100;
if high>=price then
begin
sellshort(1,holding,limitr,max(open,price)) ,IGNORECHECKPRICE;
count2:=1;
end;
end;

end

//收盘平仓
if time>=183000 then begin
sell(1,holding,thisclose);
sellshort(1,holding,thisclose);
end

--  作者：panjia1000
--  发布时间：2013/9/22 18:00:11
--  添加了IGNORECHECKPRICE函数，也没有用，是怎么回事，请帮帮忙
添加了IGNORECHECKPRICE函数，也没有用，是怎么回事，请帮帮忙，图形仍是一样的

--  作者：jinzhe
--  发布时间：2013/9/23 8:59:57
--
编译过了没？

--  作者：jinzhe
--  发布时间：2013/9/23 9:00:45
--

把现在的截图发一下

按照下面的方式进行贴图