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//1分钟K线

variable:buynum=1,sellnum=1;//控制开多和开空的数量

ma5:ma(close,5);
ma20:ma(close,20);

long:=cross(ma5,ma20) and time>090100 and time<145800;
short:=cross(ma20,ma5) and time>090100 and time<145800;

if long and holding=0 then buy(1,buynum,thisclose);

//止损止盈平仓，10个最小变动价位止损，30个最小变动价位止损止盈
if c>enterprice+30*mindiff and holding>0 and enterbars>2 then
begin
多赢:sell(1,0,thisclose);
buynum:=1;
end
if c<enterprice-10*mindiff and holding>0 and enterbars>2 then
begin
多损:sell(1,0,thisclose);
buynum:=2*buynum;
end

if short and holding=0 then buyshort(1,sellnum,thisclose);

if c<enterprice-30*mindiff and holding<0 and enterbars>2 then
begin
空赢:sellshort(1,0,thisclose);
sellnum:=1;
end
if c>enterprice+10*mindiff and holding<0 and enterbars>2 then
begin
空损:sellshort(1,0,thisclose);
sellnum:=2*sellnum;
end

if time>=145800 then
begin
sell(holding>0,0,thisclose);
sellshort(holding<0,0,thisclose);
end

if time>=150000 then
begin
buynum:=1;
sellnum:=1;
end

上次写的总共也就没限定最多开仓32手.

还请您仔细看看,策略本身就是没有单子的时候才开仓.策略本身也限定了,只当天满足止损平仓翻倍,第2天重新又从1手开始开起.

该策略本身就是个可执行的策略,直接加载该策略在合约1分钟K线上,本地已经调试跟踪过.一切正常.

大体思路就是使用全局变量,您不满意之处,请自行修改

//1分钟K线

variable:buynum=1,sellnum=1;//控制开多和开空的数量

ma5:ma(close,5);
ma20:ma(close,20);

long:=cross(ma5,ma20) and time>090100 and time<145800;
short:=cross(ma20,ma5) and time>090100 and time<145800;

if long and holding=0 then buy(1,buynum,thisclose);

if short and holding=0 then buyshort(1,sellnum,thisclose);

if time>=145800 then
begin
sell(holding>0,0,thisclose);
sellshort(holding<0,0,thisclose);
end

if time>=150000 then
begin
buynum:=1;
sellnum:=1;
end

//5分钟K线
variable:buynum=1,sellnum=1;//控制开多和开空的数量

ma5:ma(close,5);
ma20:ma(close,20);

long:=cross(ma5,ma20) and time>090500 and time<145500;
short:=cross(ma20,ma5) and time>090500 and time<145500;

if long and holding=0 then buy(1,buynum,thisclose);

if short and holding=0 then buyshort(1,sellnum,thisclose);

//收盘前平仓
if time>=145500 then
begin
sell(holding>0,0,thisclose);
sellshort(holding<0,0,thisclose);
end

主题：请老师帮忙编一个模型