主题：[交易系统]菲阿里突破

以下内容为程序代码:

1 runmode:0;
2
3 variable:longtrade=0;
4 variable:shorttrade=0;
5 variable:stopline=0;
6
7 predayhigh:=callstock(stklabel,vthigh,6,-1); //昨天最高价
8 predaylow:=callstock(stklabel,vtlow,6,-1); //昨天最低价
9 predayrange:=(predayhigh-predaylow)*0.5; //
10 predayrange:=round(predayrange/mindiff)*mindiff;
11
12 dayopen:=callstock(stklabel,vtopen,6,0); //当天开盘价
13
14 trailingstop:=predayrange; //止损是（昨天最高价-昨天最低价）/2
15
16 dist:=barslast(date＞ref(date,1))+1;
17
18 myentrytime:=time＜=145500;
19 myexittime:=time＞=150000;
20
21 upperband:=ref(hhv(high,dist),1);
22 lowerband:=ref(llv(low,dist),1);
23
24 hh:=ref(high,1);
25 ll:=ref(low,1);
26
27 if holding=0 then //没有持仓时，进行条件判断，开单，交易时间段为开盘到14：55分
28     begin
29         if myentrytime and dayopen＜=predaylow then
30             begin
31              if high＞=predayhigh and longtrade=0 then //今日开盘＜昨日最低，最高价突破昨日最高价，开多单
32                     begin
33                         buy(1,1,limitr,max(open,predayhigh));
34                         longtrade:=1;
35                  end
36         
37                 if low＜=predaylow and shorttrade=0 then //今日开盘＜昨日最低，最低价突破昨日最低价，开空单
38                     begin
39                         buyshort(1,1,limitr,min(open,predaylow));
40                         shorttrade:=1;
41                     end
42         end
43     
44         if myentrytime and dayopen＞=predayhigh then
45          begin
46                 if dist＞=4 and high＞=upperband and longtrade=0 then //今日开盘＞昨日最高，当日K线的第四个周期之后，价格创当日新高，开多单
47                 begin
48                     buy(1,1,limitr,max(open,upperband));
49                     longtrade:=1;
50              end
51     end
52     
53         if myentrytime and dayopen＜=predaylow then //今日开盘＜=昨日最低，当日K线的第四个周期之后，价格创当日新低，开空单
54             begin
55                 if dist＞=4 and low＜=lowerband and shorttrade=0 then
56                 begin
57                     buyshort(1,1,limitr,min(open,lowerband));
58                     shorttrade:=1;
59                 end
60             end
61     end
62
63 if holding＞0 and enterbars＞=1 then //持多单进行平仓设置
64     begin
65         myexitprice:=0;
66         
67         if stopline=0 then
68         stopline:=enterprice-trailingstop; //初始止损价格为: 开仓价-（昨日最高-昨日最低）/2
69         
70         if hh-trailingstop＞stopline then //当(前一根K线的最高价-trailingstop)＞之前的stopline,则重新设置止损线
71         stopline:=hh-trailingstop;
72         
73         if low＜=stopline then
74         myexitprice:=min(open,stopline); //跌破止损线，记录平仓价格
75         
76         if myexittime then
77         myexitprice:=close;
78         
79         if myexitprice＞0 then //平多单
80             begin
81                 sell(1,holding,limitr,myexitprice);
82                 stopline:=0; //设置止损线为0
83             end
84     end
85
86 if holding＜0 and enterbars＞=1 then //持空单，进行平仓设置
87     begin
88         myexitprice:=0;
89         
90         if stopline=0 then
91         stopline:=enterprice+trailingstop; //初始止损价格为: 开仓价+（昨日最高-昨日最低）/2
92         
93         if ll+trailingstop＜stopline then stopline:=ll+trailingstop; //当(前一根K线的最低价+trailingstop)＜之前的stopline,则重新设置止损线
94         
95         if high＞=stopline then
96         myexitprice:=max(open,stopline); //上穿止损线，记录平仓价格
97         
98         if myexittime then
99         myexitprice:=close;
100         
101         if myexitprice＞0 then
102         begin
103             sellshort(1,holding,limitr,myexitprice);
104             stopline:=0;
105         end
106     end
107
108 if myexittime then
109     begin
110         longtrade:=0;
111         shorttrade:=0;
112     end
113
114