加仓后后10天无条件平仓 - 公式模型编写问题提交 - 金字塔客服中心 - 专业程序化交易软件提供商

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这个开空信号后10天没有达到设定条件即开空单后价格应该下跌3个atr，结果没有达到那应该平仓。

我直接把代码也附上得了，注意定时离场那一部分

variable:position=0,maxc=asset,N=0,myentryprice=0,myexitprice=0,lastjiacang=0;

input:tupo(10,2,100,1),zhis(15,5,100,1),zhiying(3,1,10,1);

hi20:ref(hhv(h,tupo),1);

lo20:ref(llv(l,tupo),1);

ATR:=ma(tr,20);

zhisun:=zhis/10;

kd:=cross(h,hi20);

kk:=cross(lo20,l);

//如果没有持仓,开多仓

IF POSITION=0 AND barpos>20 THEN BEGIN

if maxc<asset then maxc:=asset;

N:=atr;

if CASH(0)<MAXC*0.9 and CASH(0)>MAXC*0.8 THEN PosNum:=cash(0)*0.015/n/MULTIPLIER ;

else if

CASH(0)<MAXC*0.8 and CASH(0)>MAXC*0.7 THEN PosNum:=cash(0)*0.0075/N/MULTIPLIER;

else if

CASH(0)<MAXC*0.7 and CASH(0)>MAXC*0.6 THEN PosNum:=cash(0)*0.004/N/MULTIPLIER;

else if

else PosNum:=cash(0)*0.03/N/MULTIPLIER;

posnum:=floor(posnum);

if kd and cash(0)>(posnum*myentryprice+posnum*zhisun*N*MULTIPLIER) THEN BEGIN

MYENTRYPRICE := IF(OPEN>hi20+MINDIFF ,OPEN ,hi20+MINDIFF ) ;

//posnum:=intpart (asset*0.02/N/MULTIPLIER);

BUY(1,POSNUM,LIMITR,MYENTRYPRICE);

POSITION := 1 ;

end

if kk and cash(0)>(posnum*myentryprice+posnum*zhisun*N*MULTIPLIER) then BEGIN

MYENTRYPRICE := IF(OPEN<lo20+MINDIFF ,OPEN ,lo20-MINDIFF ) ;

BUYshort(1,POSNUM,LIMITR,MYENTRYPRICE);

POSITION := -1 ;

end

//如果已经开仓，加多仓;

if position>0 and h>myentryprice+zhiying*N and (cash(0)-posnum*h-(holding+posnum)*zhisun*N*MULTIPLIER)>0 THEN

begin

myentryprice:=if(open>enterprice+zhiying*N+mindiff,open,enterprice+zhiying*N+mindiff);

buy(1,posnum,limitr,myentryprice);

position:=position+1;

myentryprice:=myentryprice+zhiying*N;

end

//如果已经开空仓，加仓;

if position<0 and l<myentryprice-zhiying*N and (cash(1)-posnum*h-(abs(holding)+posnum)*zhisun*N*MULTIPLIER)>0 THEN

begin

myentryprice:=if(open<enterprice-zhiying*N+mindiff,open,enterprice-zhiying*N+mindiff);

buyshort(1,posnum,limitr,myentryprice);

position:=position-1;

myentryprice:=myentryprice-zhiying*N;

end

//多仓出局

if position>0 and low<enterprice-zhisun*N then

begin

MYEXITPRICE := IF(OPEN<MYENTRYPRICE-zhisun*N ,OPEN ,MYENTRYPRICE-zhisun*N ) ;

MYEXITPRICE := FLOOR(MYEXITPRICE/MINDIFF)*MINDIFF ;

SELL( 1,0,LIMITR,MYEXITPRICE);

POSITION := 0 ;

END

//空仓止损

if position<0 and high>enterprice+zhisun*N then

begin

MYEXITPRICE := IF(OPEN>MYENTRYPRICE+zhisun*N ,OPEN ,MYENTRYPRICE+zhisun*N ) ;

MYEXITPRICE := ceiling(MYEXITPRICE/MINDIFF)*MINDIFF ;

SELLshort( 1,0,LIMITR,MYEXITPRICE);

POSITION := 0 ;

END

//定时离场

lc:=valuewhen(abs(h-enterprice)/atr<=3 and holding<>0,date);

if DATETOD1970(date)-DATETOD1970(lc)>10 then begin

SELL(1,0,thisclose);

sellshort(1,0,thisclose);

positon:=0;

end

持仓:holding,linethick0;

maxasset:maxc,noaxis;

资产:asset,noaxis;

可用现金:cash(0),linethick0;

//DEBUGFILE2('d:\DEBUGFILE.TXT','maxc=%.0F' ,maxc,0) ;

//DEBUGFILE2('d:\DEBUGFILE.TXT','asset=%.0F' ,asset ,0) ;

主题：加仓后后10天无条件平仓