-- 作者:jckk
-- 发布时间:2015/3/26 15:56:14
-- 请版主帮忙修改........
variable:hl=0,zs=0;
HiBand1:=ref(hhv(h,B_Length1),1); LoBand2:=llv(l,B_Length2); LoBand1:=ref(llv(l,S_Length1),1); HiBand2:=hhv(h,S_Length2); B_atr:=B_TrailStopNumATR*ma(tr,B_ATRLength); S_atr:=S_TrailStopNumATR*ma(tr,S_ATRLength); if islastbar and dynainfo(207)<opentime(1) then exit;//过滤集合竞价 if holding>0 and l<zs then begin sell(1,1,limitr,min(o,zs)); end if holding<0 and h>zs then begin sellshort(1,1,limitr,max(o,zs));
end if holding=0 and h>HiBand1 and time>103000 then begin buy(1,1,limitr,max(o,HiBand1)); hl:=h; end if holding=0 and l<LoBand1 and time>103000 then begin buyshort(1,1,limitr,min(o,LoBand1)); hl:=l; end skip@; if holding>0 and h>=hl then begin hl:=h; zs:=max(hl-B_TrailStopNumATR*B_atr,LoBand2); end if holding<0 and l<=hl then begin hl:=l; zs:=min(hl+S_TrailStopNumATR*S_atr,HiBand2); end 资产:asset,noaxis,colorred,linethick2;
一,请版主修改持仓 大于等于1就不再加仓,
二,当有持有仓位时反向开仓时先平仓再开仓
谢谢!!!!
|
-- 作者:jinzhe
-- 发布时间:2015/3/26 16:02:05
--
if holding>0 and l<zs then begin sell(1,1,limitr,min(o,zs)); end if holding<0 and h>zs then begin sellshort(1,1,limitr,max(o,zs));
end if h>HiBand1 and time>103000 and holding<0 then begin
sellshort(holding<0,1,market); buy(holding=0,1,limitr,max(o,HiBand1)); hl:=h; end if holding>0 and l<LoBand1 and time>103000 then begin
sell(holding>0,1,market); buyshort(holding=0,1,limitr,min(o,LoBand1)); hl:=l; end skip@; if holding>0 and h>=hl then begin hl:=h; zs:=max(hl-B_TrailStopNumATR*B_atr,LoBand2); end if holding<0 and l<=hl then begin hl:=l; zs:=min(hl+S_TrailStopNumATR*S_atr,HiBand2); end
|