主题：请老师编写一个简单模型

开单后，以开盘价的2%为止损，？？开仓价吧？

 

 input:p(26,20,100,8),s(12,5,40,4),m(9,2,60,6);
DIFF :=EMA(CLOSE,S) - EMA(CLOSE,P);
DEA  :=EMA(DIFF,M);
MACD1 :=2*(DIFF-DEA), COLORSTICK;

ma5:ma(c,5);
ma21:ma(c,21);
ma55:ma(c,55);

cd1:=ma5>ma55 or ma5>ma21;
cd2:=vol>=2*ref(vol,1);
cd3:=macd1>0;
dtcd:cd1 and cd2 and cd3;

buy( dtcd and holding=0,1,market);//多头开仓

pdcd1:=((AvGENTERPRICE-c)/AvGENTERPRICE)>=0.02;//2%止损
pdcd2:=c>o and (o-c)/o>=0.02;//回撤2% 止盈
pdcd3:=cross(c,ma21);//收盘价上传21日均线止盈

sell(pdcd1 and holding>0,holding,market);
sell(pdcd2 and holding>0,holding,market);
sell(pdcd3 and holding>0,holding,market);

ktcd:(cross(ma21,ma5) or cross(ma55,ma5)) and c<ref(hhv(c,3),1);
buyshort(ktcd and holding=0,1,market);//空头开仓

pkcd1:=((c-AvGENTERPRICE)/AvGENTERPRICE)>=0.02;//2%止损
pkcd2:=c<o and (c-o)/o>=0.02;//回撤2% 止盈
pkcd3:=cross(ma21,c);//收盘价下穿21日均线止盈

sellshort(pkcd1 and holding<0,holding,market);
sellshort(pkcd2 and holding<0,holding,market);
sellshort(pkcd3 and holding<0,holding,market);

请教一下，这个回测可以看到每一个开单止损的详细细节吗？

 回测报告里面能看到平仓明细的。但是具体是止盈还是止损平的，看不出来。不过这些都是可以在图表上是根据信号来看的。