主题：新交易系统下的固定止损

楼主的意思是测试时是限价，实盘想用market发单吧？

 

根据股指举个例子，突破20周期高点买入，跌破10周期低点平仓。

variable:zs=0;

hi:=ref(hhv(h,20),1);

lo:=ref(llv(l,10),1);

if holding>0 and l<max(lo,zs) then begin

  if islasrbar then sell(1,1,market);

  else sell(1,1,limitr,min(o,max(lo,zs)-mindiff)-2*mindiff);//测试时用触发价，考虑了2个滑点,实盘用market下单

  exit;

end

if holding=0 and h>hi then begin

  if islastbar then buy(1,1,market);

  else buy(1,1,limitr,max(o,hi+mindiff)+2*mindiff);

  zs:=hi-intpart(hi/100/mindiff)*mindiff;

end