-- [求助]改写成后台代码的问题
帮忙改下后台的代码,想找个规范...
M1:6;
m2:7;
//把仓位定下即可实盘
//30分钟K线
SS:=6;//开仓固定手数;
N1:=5;//ATR固定参数;
F1:=(M1/1000)*REF(C,1);
F2:=(M2/1000)*REF(C,1);
MA20:=STKINDIEX(\'\',\'MAVAR.MA20\',0,6,-1,1000);
HH12:=HHV(REF(H,1),12);
LL12:=LLV(REF(L,1),12);
TR1:=MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));
ATR:=MA(TR1,25);
ARTRANG:=N1*ATR;
TURERANGE:=MAX(HH12-LL12,ARTRANG);
BKLINE:LL12+(7/10)*TURERANGE;
SKLINE:LL12+(3/10)*TURERANGE;
BKCONDITION:=H>BKLINE&&REF(L,1)<BKLINE&&ABS(C-O)<3*ATR&&REF(C,1)>MA20;
SKCONDITION:=L<SKLINE&&REF(H,1)>SKLINE&&ABS(C-O)<3*ATR&&REF(C,1)<MA20;
IF HOLDING=0 THEN BEGIN
BUY(BKCONDITION,SS,THISCLOSE);
BUYSHORT(SKCONDITION,SS,THISCLOSE);
END
ENTERHIGH:=HHV(H,ENTERBARS+1);
ENTERLOW:=LLV(L,ENTERBARS+1);
//处理多单
IF HOLDING>0 THEN
BEGIN
IF C-ENTERPRICE>0 THEN
BEGIN
SELL(C-ENTERPRICE>=F1*MINDIFF&&HOLDING=SS,SS/3,THISCLOSE);
SELL(ENTERHIGH-C>=F2*MINDIFF,HOLDING,THISCLOSE);
END
IF C-ENTERPRICE<0 THEN
BEGIN
SELL(ENTERPRICE-C>=F1*MINDIFF&&HOLDING=SS,SS/2,THISCLOSE);
SELL(ENTERPRICE-C>=2*F1*MINDIFF||C-ENTERLOW>=F2*MINDIFF,HOLDING,THISCLOSE);
END
END
//处理空单
IF HOLDING<0 THEN
BEGIN
IF ENTERPRICE-C>0 THEN
BEGIN
SELLSHORT(ENTERPRICE-C>=F1*MINDIFF&&HOLDING=SS,SS/3,THISCLOSE);
SELLSHORT(C-ENTERLOW>=F2*MINDIFF,HOLDING,THISCLOSE);
END
IF ENTERPRICE-C<0 THEN
BEGIN
SELLSHORT(C-ENTERPRICE>=F1*MINDIFF&&HOLDING=SS,SS/2,THISCLOSE);
SELLSHORT(C-ENTERPRICE>=2*F1*MINDIFF||ENTERHIGH-C>=F2*MINDIFF,HOLDING,THISCLOSE);
END
END