求个价差止损止赢代码 - 公式模型编写问题提交 - 金字塔客服中心 - 专业程序化交易软件提供商

这是我的代码,想找一个止损,止赢代码,如开仓价差后面百分之二止损,最高价差百分之二止赢.但是价差计算好像不对,也找不到开仓价差.求管理帮忙

INPUT:N1(20,10,60,5),N2(1,1,9999,1),N3(1,1,9999,1);

TL01:='TA13';

TL02:='RB13';

TL_C:=CALLSTOCK(TL01,VTCLOSE)-CALLSTOCK(TL02,VTCLOSE),COLORGREEN;

TL_O:=CALLSTOCK(TL01,VTOPEN)-CALLSTOCK(TL02,VTOPEN);

TL_H:=CALLSTOCK(TL01,VTHIGH)-CALLSTOCK(TL02,VTHIGH);

TL_L:=CALLSTOCK(TL01,VTLOW)-CALLSTOCK(TL02,VTLOW);

PZ1SL:=N2;

PZ2SL:=N3;

MA1:=REF(MA(((TL_H+TL_L+TL_C)/3,N1)),1);//三价平均线

KD:=TL_C>=MA1 AND TL_H<>TL_L;

KK:=TL_C<=MA1 AND TL_H<>TL_L;

PD:=TL_C<MA1 AND ENTERBARS>0;

PK:=TL_C>MA1 AND ENTERBARS>0;

DZY:=;

KZY:=;

DZS:=;

KZS:=;

//交易系统

IF STRCMP(STKLABEL,TL01)=0 THEN

BEGIN

SELL(PD AND HOLDING>0,HOLDING,MARKET);

SELLSHORT(PK AND HOLDING<0,HOLDING,MARKET);

BUY(KD AND HOLDING=0,PZ1SL,MARKET);

BUYSHORT(KK AND HOLDING=0 ,PZ1SL,MARKET);

多赢1:SELL(DZY AND HOLDING>0,HOLDING,MARKET),ORDERQUEUE;

空赢1:SELLSHORT(KZY AND HOLDING<0,HOLDING,MARKET),ORDERQUEUE;

多损1:SELL(DZS AND HOLDING>0,HOLDING,MARKET),ORDERQUEUE;

空损1:SELLSHORT(KZS AND HOLDING<0,HOLDING,MARKET),ORDERQUEUE;

END

IF STRCMP(STKLABEL,TL02)=0 THEN

BEGIN

SELL(PK AND HOLDING>0,HOLDING,MARKET);

SELLSHORT(PD AND HOLDING<0 ,HOLDING,MARKET);

BUY(KK AND HOLDING=0,PZ2SL,MARKET);

BUYSHORT(KD AND HOLDING=0 ,PZ2SL,MARKET);

多赢2:SELL(DZY AND HOLDING>0,HOLDING,MARKET),ORDERQUEUE;

空赢2:SELLSHORT(KZY AND HOLDING<0,HOLDING,MARKET),ORDERQUEUE;

多损2:SELL(DZS AND HOLDING>0,HOLDING,MARKET),ORDERQUEUE;

空损2:SELLSHORT(KZS AND HOLDING<0,HOLDING,MARKET),ORDERQUEUE;

END;

主题：求个价差止损止赢代码