主题：TB海龟，烦请高手改成金字塔

看了不少海龟，似乎这只最好，烦请高手改成金字塔吧，按说金字塔功能不比TB弱，希望能够改得效果更好一些。谢了！

TB测试图、源码如下：

Params
    Numeric RiskRatio(1);                   // % Risk Per N ( 0 - 100)
    Numeric ATRLength(20);                  // 平均波动周期 ATR Length
    Numeric boLength(20);                   // 短周期 BreakOut Length
    Numeric fsLength(55);                   // 长周期 FailSafe Length
    Numeric teLength(10);                   // 离市周期 Trailing Exit Length
    Bool LastProfitableTradeFilter(True);   // 使用入市过滤条件
Vars
         Numeric MinPoint;                       // 最小变动单位
         NumericSeries AvgTR;                                          // ATR
    Numeric N;                              // N 值
    Numeric TotalEquity;                    // 按最新收盘价计算出的总资产
    Numeric TurtleUnits;                    // 交易单位
    NumericSeries DonchianHi;                       // 唐奇安通道上轨，延后1个Bar
    NumericSeries DonchianLo;                       // 唐奇安通道下轨，延后1个Bar
    NumericSeries fsDonchianHi;            // 唐奇安通道上轨，延后1个Bar，长周期
    NumericSeries fsDonchianLo;            // 唐奇安通道下轨，延后1个Bar，长周期
    Numeric ExitHighestPrice;               // 离市时判断需要的N周期最高价
    Numeric ExitLowestPrice;                // 离市时判断需要的N周期最低价
    Numeric myEntryPrice;                   // 开仓价格
    Numeric myExitPrice;                    // 平仓价格
    Bool SendOrderThisBar(False);             // 当前Bar有过交易
         NumericSeries preEntryPrice(0);              // 前一次开仓的价格
         BoolSeries PreBreakoutFailure(false);     // 前一次突破是否失败
Begin
    If(BarStatus == 0)
    {
                   preEntryPrice = InvalidNumeric;
                   PreBreakoutFailure = false;
         }      
       
         MinPoint = MinMove*PriceScale;
    AvgTR = XAverage(TrueRange,ATRLength);
         N = AvgTR[1];
    TotalEquity = Portfolio_CurrentCapital() + Portfolio_UsedMargin();
    TurtleUnits = (TotalEquity*RiskRatio/100) /(N * ContractUnit()*BigPointValue());
    TurtleUnits = IntPart(TurtleUnits); // 对小数取整
 
    DonchianHi = HighestFC(High[1],boLength);
    DonchianLo = LowestFC(Low[1],boLength);
 
         fsDonchianHi = HighestFC(High[1],fsLength);
    fsDonchianLo = LowestFC(Low[1],fsLength);
       
         ExitLowestPrice = LowestFC(Low[1],teLength);
         ExitHighestPrice = HighestFC(High[1],teLength);
 
         Commentary("N="+Text(N));
         Commentary("preEntryPrice="+Text(preEntryPrice));
         Commentary("PreBreakoutFailure="+IIFString(PreBreakoutFailure,"True","False"));
       
    // 当不使用过滤条件，或者使用过滤条件并且条件为PreBreakoutFailure为True进行后续操作
    If(MarketPosition == 0 && ((!LastProfitableTradeFilter) Or (PreBreakoutFailure)))
    {
        // 突破开仓
        If(High > DonchianHi && TurtleUnits >= 1)
        {
            // 开仓价格取突破上轨+一个价位和最高价之间的较小值，这样能更接近真实情况，并能尽量保证成交
            myEntryPrice = min(high,DonchianHi + MinPoint);
            myEntryPrice = IIF(myEntryPrice < Open, Open,myEntryPrice); // 大跳空的时候用开盘价代替
                            preEntryPrice = myEntryPrice;
            Buy(TurtleUnits,myEntryPrice);
                            SendOrderThisBar = True;
                            PreBreakoutFailure = False;
        }
 
        If(Low < DonchianLo && TurtleUnits >= 1)
        {
            // 开仓价格取突破下轨-一个价位和最低价之间的较大值，这样能更接近真实情况，并能尽量保证成交
            myEntryPrice = max(low,DonchianLo - MinPoint);
            myEntryPrice = IIF(myEntryPrice > Open, Open,myEntryPrice); // 大跳空的时候用开盘价代替
            preEntryPrice = myEntryPrice;
            SendOrderThisBar = True;
            SellShort(TurtleUnits,myEntryPrice);
                            SendOrderThisBar = True;
                            PreBreakoutFailure = False;
        }
    }
 
    // 长周期突破开仓 Failsafe Breakout point
    If(MarketPosition == 0)
    {
                   Commentary("fsDfsDExitLowestPrice="+Text(ExitLowestPrice));
        If(Low < ExitLowestPrice)
        {
            myExitPrice = max(Low,ExitLowestPrice - MinPoint);
                            myExitPrice = IIF(myExitPrice > Open, Open,myExitPrice); // 大跳空的时候用开盘价代替
            Sell(0,myExitPrice);    // 数量用0的情况下将全部平仓
        }Else
        {
            If(preEntryPrice!=InvalidNumeric && TurtleUnits >= 1)
            {
                If(Open >= preEntryPrice + 0.5*N) // 如果开盘就超过设定的1/2N,则直接用开盘价增仓。
                {
                    myEntryPrice = Open;
                                               preEntryPrice = myEntryPrice;
                    Buy(TurtleUnits,myEntryPrice);
                                               SendOrderThisBar = True;
                }
 
                while(High >= preEntryPrice + 0.5*N) // 以最高价为标准，判断能进行几次增仓
                {
                    myEntryPrice = preEntryPrice + 0.5 * N;
                    preEntryPrice = myEntryPrice;
                    Buy(TurtleUnits,myEntryPrice);
                                               SendOrderThisBar = True;                                           
                }
            }
                          
            // 止损指令
                            If(Low <= preEntryPrice - 2 * N && SendOrderThisBar == false) // 加仓Bar不止损
                            {
                                     myExitPrice = preEntryPrice - 2 * N;
                                     Sell(0,myExitPrice); // 数量用0的情况下将全部平仓
                                     PreBreakoutFailure = True;
                            }
        }
    }Else If(MarketPosition ==-1) // 有空仓的情况
    {
        // 求出持空仓时离市的条件比较值      
                   Commentary("ExitHighestPrice="+Text(ExitHighestPrice));
        If(High > ExitHighestPrice)
        {
            myExitPrice = Min(High,ExitHighestPrice + MinPoint);
                            myExitPrice = IIF(myExitPrice < Open, Open,myExitPrice); // 大跳空的时候用开盘价代替
            BuyToCover(0,myExitPrice);    // 数量用0的情况下将全部平仓
        }Else
        {
            If(preEntryPrice!=InvalidNumeric && TurtleUnits >= 1)
            {
                If(Open <= preEntryPrice - 0.5*N) // 如果开盘就超过设定的1/2N,则直接用开盘价增仓。
                {
                    myEntryPrice = Open;
                                               preEntryPrice = myEntryPrice;
                    SellShort(TurtleUnits,myEntryPrice);
                                               SendOrderThisBar = True;
                }
 
                while(Low <= preEntryPrice - 0.5*N) // 以最低价为标准，判断能进行几次增仓
                {
                    myEntryPrice = preEntryPrice - 0.5 * N;
                    preEntryPrice = myEntryPrice;
                    SellShort(TurtleUnits,myEntryPrice);
                                               SendOrderThisBar = True;
                }
            }
 
            // 止损指令
                            If(High >= preEntryPrice + 2 * N &&SendOrderThisBar==false) // 加仓Bar不止损
                            {
                                     myExitPrice = preEntryPrice + 2 * N;
                                     BuyToCover(0,myExitPrice); // 数量用0的情况下将全部平仓
                                     PreBreakoutFailure = True;
                            }
        }
    }
End
此主题相关图片如下：hg.jpg