主题：海龟

把里面的下单指令里的STOP改为MARKET

如:BUY(1,HOW,STOP,BUYHHV);------改为-------BUY(1,HOW,MARKET);

用的四楼的,只改了里面的"STOP改为MARKET".

在IF连续日线上,看的,运行良好

input:trn(20,5,30),hn(20,5,30),lown(10,5,20);

VARIABLE:dayCount=1,PositionCount=1,SellSign=0,dK=0;//加多空标志，1：多，-1：空 0：空仓
VARIABLE:EntAndExitSign=1,EntPoint=0,ExitPoint=0;
VARIABLE:N=0;

N:=MA(TR,trn);
BUYHHV:=HHV(H,hn);
SELLLLV:=LLV(L,lown);

SELLSHORTLLV:=llv(l,hn);
BUYSHORTHHV:=hhv(h,lown);

IF BARPOS>=hn THEN
 BEGIN
  IF BARPOS=hn THEN
  IF DayCount=hn/2 OR BARPOS=hn  THEN {hn/2天调整N值}
    BEGIN
     N:=((hn-1)*N+TR)/hn;{计算N值}
     DayCount:=2;
    END
  
  DayCount:=DayCount+1;
  EntPoint:=ENTERBARS+1;
  
  IF EntPoint=EntAndExitSign THEN
     BEGIN{说明STOP指令买进头寸成功}
    PositionCount:=PositionCount+1;{头寸计数}
    SellSign:=True;{可以平仓信号，如果达到指定的价格}
     END
    
  IF PositionCount=1 THEN  {第一头寸}
   BEGIN
    HOW:=CASH(0)*0.01/N;{波动性百分比决定头寸规模}
    if H>=BUYHHV then
      BEGIN
      dk:=1;
      多开1:BUY(1,HOW,MARKET);{在20日新高STOP指令买进}
      END;
     
    if L<=SELLSHORTLLV then
      begin
      dk:=-1;
      空开1:buyshort(1,HOW,MARKET);{在20日新低STOP指令空开}
      end;
   END
 
  IF PositionCount=2 THEN {如到第二头寸}
   BEGIN
    HOW:=CASH(0)*0.01/N;{波动性百分比决定头寸规模}
    if dk=1 then 多开2:BUY(H>=ENTERPRICE+0.5*N,HOW,MARKET);{在上头寸(即第一头寸)+0.5个N以STOP指令买进}
    if dk=-1 then 空开2:buyshort(L<=ENTERPRICE-0.5*N,HOW,MARKET);
   END
 
  IF PositionCount=3 THEN {如到第三头寸}
   BEGIN
    HOW:=CASH(0)*0.01/N;
    if dk=1 then 多开3:BUY(H>=ENTERPRICE+0.5*N,HOW,MARKET);{在上头寸(即第二头寸)+0.5个N以STOP指令买进}
    if dk=-1 then 空开3:buyshort(L<=ENTERPRICE-0.5*N,HOW,MARKET);
   END
 
  IF PositionCount=4 THEN
   BEGIN
    HOW:=CASH(0)*0.01/N;
    if dk=1 then 多开4:BUY(H>=ENTERPRICE+0.5*N,HOW,MARKET);
    if dk=-1 then 空开4:buyshort(L<=ENTERPRICE-0.5*N,HOW,MARKET); 
   END
 
  IF SellSign=True THEN
    BEGIN
        ExitPoint:=EXITBARS+1;
        if dk=1 then
          begin
          IF ExitPoint=EntAndExitSign THEN
           BEGIN {说明卖出成功}
              PositionCount:=1;{头寸计算复原}
              SellSign:=False;
              dk:=0;
           END
        
          IF ENTERPRICE-2*N then
             SELL(L<=SELLLLV,100%,MARKET);{退出离盈利头寸}
          ELSE
             SELL(L<=ENTERPRICE-2*N,100%,MARKET);{退出亏损头寸}
          end;
         
        if dk=-1 then
          begin
          IF ExitPoint=EntAndExitSign THEN
           BEGIN
              PositionCount:=1;
              SellSign:=False;
              dk:=0;
           END
        
          IF ENTERPRICE+2*N then
           sellSHORT(H>=BUYSHORTHHV,100%,MARKET);
          ELSE
           sellSHORT(H>=ENTERPRICE+2*N,100%,MARKET);         
          END;
     END
      
 END;