求高手将TB 改成金字塔？ - 策略编写求助区 - 金字塔客服中心 - 专业程序化交易软件提供商

主要上面一段不好改，改完的效果和TB出入较大进退场代码如下

if(time<endtime/100 and cond and (upperprice/Lowerprice)<(1+ratio/100) And High<>Low)

{

if(high>=upperprice[1] and time>begintime/100 and MarketPosition<>1 && bLongStoped==False)

{

buy(lots,max(open,Upperprice[1]));

Return;

}

if(low<=Lowerprice[1] and time>begintime/100 and MarketPosition<>-1 && bshortStoped==False)

{

SellShort(lots,Min(open,Lowerprice[1]));

Return;

}

//以下为止损部分代码

If(MarketPosition==1 and BarsSinceEntry>=1)

{

// 初始止损

StopLine = EntryPrice * (1-InitialStop/1000);

// 达到保本止损条件，将止损位上移到保本的价位

If (HigherAfterEntry >= EntryPrice * (1+BreakEvenStop/1000))

StopLine = EntryPrice;

// 追踪止损的价位超过保本止损价，止损价随盈利峰值价的上升同步提高

If (StopLine < HigherAfterEntry*(1-TrailingStop/1000))

StopLine = HigherAfterEntry*(1-TrailingStop/1000);

// 止损触发

If(Low <= StopLine)

{

MyPrice = StopLine;

If(Open < MyPrice) MyPrice = Open;

Sell(0,MyPrice);

bLongStoped = True; // 止损后设置标志

//bshortStoped = False;

}

If(MarketPosition==-1 and BarsSinceEntry>=1)

{

// 初始止损

StopLine = EntryPrice * (1+InitialStop/1000);

// 达到保本止损条件，将止损位上移到保本的价位

If (lowerAfterEntry <= EntryPrice * (1-BreakEvenStop/1000))

StopLine = EntryPrice;

// 追踪止损的价位超过保本止损价，止损价随盈利峰值价的上升同步提高

If (StopLine > lowerAfterEntry*(1+TrailingStop/1000))

StopLine = lowerAfterEntry*(1+TrailingStop/1000);

Commentary("止损价:"+Text(StopLine));

// 止损触发

If(high >= StopLine)

{

MyPrice = StopLine;

If(Open > MyPrice) MyPrice = Open;

BuyToCover(0,MyPrice);

//bLongStoped = False;

bshortStoped = True; // 止损后设置标志

}

//以下为收盘平仓部分

if(time>=endtime/100 and MarketPosition<>0)

{

BuyToCover;

sell;

}

End

主题：求高手将TB 改成金字塔？