人人宽客C08 - 交易策略发布专区 - 金字塔客服中心 - 专业程序化交易软件提供商

//思路：趋势+小止损+回撤止盈

//适用软件：金字塔V4.10

//数据周期：通用（H，30M，15M，5M，1M）

//数据合约：指数合约

//交易合约：主力合约

//适合品种：白银,玉米,棉花,玉米淀粉,热卷,铁矿石,焦炭,鸡蛋,塑料,豆粕,甲醇,镍,聚丙烯,螺纹,菜粕,橡胶,白糖,PTA,PVC,动力煤，5年期国债，10年期国债，（IF，IC，IH，可用1分钟）等

开仓资金:=30000;//单次开仓资金

保证金比率:=0.1;

手数:=INTPART(开仓资金/(o*MULTIPLIER*保证金比率）);

//定义参数

LENGTH:=200;

损幅:=3;//止损幅度，百分之

STARTPER1:=5; //1级跟踪止盈，盈利5%启动

STOPPER1:=100; //1级跟踪止盈，盈利回撤100%触发

STARTPER2:=10; //2级跟踪止盈，盈利10%启动

STOPPER2:=50; //2级跟踪止盈，盈利回撤50%触发

STARTPER3:=20; //3级跟踪止盈，盈利20%启动

STOPPER3:=20; //3级跟踪止盈，盈利回撤20%触发

//上下区间

NN:=BARSLAST(DATE<>REF(DATE,1))+1;//今天开盘到目前为止的周期数

今开:=VALUEWHEN(NN=1,O);//当天的开盘价

今高:=HHV(H,NN);//今天全天的最高价

今低:=LLV(L,NN);//今天全天的最低价

昨高:=REF(今高,NN);//昨天全天的最高价

昨低:=REF(今低,NN);//昨天全天的最低价

BAND:=昨高-昨低;

UPPERLINE:=今开+BAND;

LOWERLINE:=今开-BAND;

//均线

均线:=MA(CLOSE,LENGTH);

//开平仓条件

卖开条件: = C<LOWERLINE AND LOWERLINE<均线;

买开条件: = C>UPPERLINE AND UPPERLINE>均线;

买平空单: = C>UPPERLINE OR C>均线;

卖平多单: = C<LOWERLINE OR C<均线;

variable:maxprofit=0;//有仓位时最大获利

//程序主体

//开仓

IF holding=0 THEN

BEGIN

BUY(买开条件,手数,MARKET); //开多信号

end

IF holding=0 THEN

begin

BUYSHORT(卖开条件,手数,MARKET); //开空信号

end

平空:SELLSHORT(holding<0 and 买平空单,holding,thisclose); //平空信号

平多:SELL(holding>0 and 卖平多单,holding,thisclose); //平多信号

开仓后最高价:=HHV(h,enterbars);

开仓后最低价:=llV(l,enterbars);

//止损

平多止损:SELL(holding>0 AND enterbars>0 and L<=enterprice*(1-损幅*0.01),holding,limit,MIN(O,enterprice*(1-损幅*0.01))); //平多止损

平空止损:SELLSHORT(holding<0 AND enterbars>0 and H>=enterprice*(1+损幅*0.01),holding,limit,max(o,enterprice*(1+损幅*0.01))); //平空止损

//止盈

//最大盈利达到"STARTPER1"%之后盈利回撤"STOPPER1"%,平空

平空1:=holding<0 AND enterbars>1 AND 开仓后最低价<=enterprice*(1-0.01*STARTPER1) AND HIGH>=开仓后最低价+(enterprice-开仓后最低价)*0.01*STOPPER1;

平空止盈1:SELLSHORT(平空1,holding,limit,max(o,开仓后最低价+(enterprice-开仓后最低价)*0.01*STOPPER1));

//最大盈利达到"STARTPER1"%之后盈利回撤"STOPPER1"%,平多

平多1:=holding>0 AND enterbars>1 AND 开仓后最高价>=enterprice*(1+0.01*STARTPER1) AND LOW<=开仓后最高价-(开仓后最高价-enterprice)*0.01*STOPPER1;

平多止盈1:SELL(平多1,holding,limit,MIN(O,开仓后最高价-(开仓后最高价-enterprice)*0.01*STOPPER1));

//最大盈利达到"STARTPER2"%之后盈利回撤"STOPPER2"%,平空

平空2:=holding<0 AND enterbars>1 AND 开仓后最低价<=enterprice*(1-0.01*STARTPER2) AND HIGH>=开仓后最低价+(enterprice-开仓后最低价)*0.01*STOPPER2;

平空止盈2:SELLSHORT(平空2,holding,limit,max(o,开仓后最低价+(enterprice-开仓后最低价)*0.01*STOPPER2));

//最大盈利达到"STARTPER2"%之后盈利回撤"STOPPER2"%,平多

平多2:=holding>0 AND enterbars>1 AND 开仓后最高价>=enterprice*(1+0.01*STARTPER2) AND LOW<=开仓后最高价-(开仓后最高价-enterprice)*0.01*STOPPER2;

平多止盈2:SELL(平多2,holding,limit,MIN(O,开仓后最高价-(开仓后最高价-enterprice)*0.01*STOPPER2));

//最大盈利达到"STARTPER3"%之后盈利回撤"STOPPER3"%,平空

平空3:=holding<0 AND enterbars>1 AND 开仓后最低价<=enterprice*(1-0.01*STARTPER3) AND HIGH>=开仓后最低价+(enterprice-开仓后最低价)*0.01*STOPPER3;

平空止盈3:SELLSHORT(平空3,holding,limit,max(o,开仓后最低价+(enterprice-开仓后最低价)*0.01*STOPPER3));

//最大盈利达到"STARTPER3"%之后盈利回撤"STOPPER3"%,平多

平多3:=holding>0 AND enterbars>1 AND 开仓后最高价>=enterprice*(1+0.01*STARTPER3) AND LOW<=开仓后最高价-(开仓后最高价-enterprice)*0.01*STOPPER3;

平多止盈3:SELL(平多3,holding,limit,MIN(O,开仓后最高价-(开仓后最高价-enterprice)*0.01*STOPPER3));

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