请教:麻烦帮我把这功能加在这个里面,我自己加的总不对。
//当满足反手条件时,如果前面3次连续亏损,第4次开仓时将ss*2,
//之后当多开的部分的利润弥补了前3次的亏损时,平掉多开的部分。(实际持仓手数只剩2手)。
Input :lost(100, 1, 1000, 1) ; //止损的最小变动价位数目
Input : Profit(500, 1, 2000, 1) ;
INPUT: ss(2,1,100,1);
资产 := ASSET, noaxis ;
VARIABLE : myEnterPrice = 0 ; //开仓的价格
VARIABLE : myExitPrice = 0 ; //平仓的价格
VARIABLE : myStopPrice = 0 ; //初始的止损价格
VARIABLE : _DEBUG = 1 ; //是否输出前台交易指令
VARIABLE : cc = 0 ; //持有仓位的状态
VARIABLE : pro =0;
long:= o>ma(c,50)+1*MINDIFF ;
short:= o<ma(c,50)-1*MINDIFF ;
IF HOLDING=0 THEN BEGIN //若持仓为0
IF long and C>O THEN BEGIN //且TMP<=0
BUY(1,ss,LIMITR,CLOSE); //开多单
myEntryPrice :=ENTERPRICE ;
cc := 1 ;
myStopPrice := myEntryPrice-lost* MINDIFF;
myStopProfit := myEntryPrice+ Profit * MINDIFF ;
END
IF short THEN //且TMP>0
BUYSHORT(1,ss,LIMITR,CLOSE); //开空单
myEntryPrice :=ENTERPRICE ;
cc := -1 ;
myStopPrice := myEntryPrice+ lost* MINDIFF ;
myStopProfit := myEntryPrice- Profit * MINDIFF ;
END
IF HOLDING>0 THEN BEGIN //若持有多单
IF short THEN BEGIN //且TMP>0
SELL(1,HOLDING,LIMITR,CLOSE); //平多单
BUYSHORT(1,ss,LIMITR,CLOSE),COLORGREEN; //开空单
END
end
IF HOLDING<0 THEN BEGIN //若持有空单
IF long and C>O THEN BEGIN //且TMP<=0
SELLSHORT(1,HOLDING,LIMITR,CLOSE); //平空单
BUY(1,ss,LIMITR,CLOSE),COLORRED; //开多单
myEntryPrice :=ENTERPRICE ;
cc := 1 ;
myStopPrice := myEntryPrice-lost* MINDIFF;
myStopProfit := myEntryPrice+ Profit * MINDIFF ;
END
END