-- 作者：zihyi
-- 发布时间：2014/5/26 16:30:19
-- 请熟悉TB的朋友帮我将一个TB策略转为金字塔策略
请熟悉TB的朋友帮我将一个TB策略转为金字塔策略.
开拓者逐风破浪交易系统源码:
Params
Bool bInitStatus(false);//初始化标志，修改初始仓位时需设置为True
Numeric InitMyRealMp(0);//初始当前仓位，正数表示多单，负数表示空单
Numeric FirstGrid(10);//第一笔交易的间距，最小跳动
Numeric AddGrid(30);//加仓间距，最小跳动
Numeric TotalGrids(10);//最大交易次数
Numeric TrailingGrid(10);//移动止损间距，最小跳动
Numeric EveryLots(1);//每次开仓手数
Numeric OffSet(1);//委托价偏差，默认买卖价偏差1个滑点
Numeric ExitOnCloseMins(15.00);//收盘平仓时间
Vars
Numeric HighAfterlongEntry;
Numeric LowAfterShortEntry;
Numeric MyRealMp(0);
Numeric MinPoint;
Numeric TmpPrice;
Numeric TmpLots;
Begin
MinPoint=MinMove*PriceScale;//当前商品最小变动量*当前商品的计数单位
MyRealMp=GetGlobalVar(0); //获取MyRealMp全局变量值
HighAfterlongEntry=GetGlobalVar(1);
LowAfterShortEntry=GetGlobalVar(2);
If(BarStatus==0 And (MyRealMp==InvalidNumeric||bInitStatus))
{MyRealMp=InitMyRealMp;}
If(Date<>Date[1])
{HighAfterlongEntry=High;
LowAfterShortEntry=Low;
MyRealMp=0;
}Else
{HighAfterlongEntry=Max(HighAfterlongEntry,High);
LowAfterShortEntry=Min(LowAfterShortEntry,Low);}
if (Time<ExitOnCloseMins/100)
{If(MyRealMp>0 And HighAfterlongEntry-Low>=TrailingGrid*MinPoint And(High-Low<TrailingGrid*MinPoint Or (High-Low>=TrailingGrid*MinPoint And Close<Open)))
{TmpPrice=Max(HighAfterLongEntry-(TrailingGrid-OffSet)*MinPoint,Low);
TmpLots=Abs(MyRealMp*EveryLots);
Sell(TmpLots,TmpPrice);
MyRealMp=0;
LowAfterShortEntry=Low;
}else
If(MyRealMp<0 And High-LowAfterShortEntry>=TrailingGrid*MinPoint And (High-Low<TrailingGrid*MinPoint Or (High-Low>=TrailingGrid*MinPoint And Close>Open)))
{TmpPrice=Min(LowAfterShortEntry+(TrailingGrid+OffSet)*MinPoint,High);
TmpLots=Abs(MyRealMp*EveryLots);
BuyToCover(TmpLots,TmpPrice);
MyRealMp=0;
HighAfterLongEntry=0;}
If(MyRealMp==0 And High-LowAfterShortEntry>=FirstGrid*MinPoint)//第一笔多单开仓
{TmpPrice=Min(LowAfterShortEntry+(FirstGrid+OffSet)*MinPoint,High);
TmpLots=EveryLots;
Buy(TmpLots,TmpPrice);
MyRealMp=1;
HighAfterLongEntry=High;
}Else
If(MyRealMp>0 And MyRealMp<TotalGrids And High-LowAfterShortEntry>=(FirstGrid+MyRealMp*AddGrid)*MinPoint)//多单加仓
{TmpPrice=Min(LowAfterShortEntry+(FirstGrid+MyRealMp*AddGrid+OffSet)*MinPoint,High);
TmpLots=EveryLots;
Buy(TmpLots,TmpPrice);
MyRealMp=MyRealMp+1;
}else
If(MyRealMp==0 And HighAfterLongEntry-Low>=FirstGrid*MinPoint)//第一笔空单开仓
{TmpPrice=Max(HighAfterLongEntry-(FirstGrid-OffSet)*MinPoint,Low);
TmpLots=EveryLots;
SellShort(TmpLots,TmpPrice);
MyRealMp=-1;
LowAfterShortEntry=Low;
}else
If(MyRealMp<0 And -1*MyRealMp<TotalGrids And HighAfterLongEntry-Low>=(FirstGrid+Abs(MyRealMp*AddGrid))*MinPoint)//空单加仓
{TmpPrice=Max(HighAfterLongEntry-(FirstGrid-Abs(MyRealMp*AddGrid)-OffSet)*MinPoint,Low);
TmpLots=EveryLots;
SellShort(TmpLots,TmpPrice);
MyRealMp=MyRealMp-1;}
}else
If(Time>=ExitOnCloseMins/100)
{If(MyRealMp>0)
{TmpLots=Abs(MyRealMp*EveryLots);
TmpPrice=Close;
Sell(0,TmpPrice);
MyRealMp=0;}
If(MyRealMp<0)
{TmpLots=Abs(MyRealMp*EveryLots);
TmpPrice=Close;
BuyToCover(0,TmpPrice);
MyRealMp=0;}}
SetGlobalVar(0,MyRealMp);
SetGlobalVar(1,HighAfterLongEntry);
SetGlobalVar(2,LowAfterShortEntry);
Commentary("MyRealMp="+Text(MyRealMp));
Commentary("HighAfterLLowAfterShortEntry="+Text(LowAfterShortEntry));
End
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