主题：请将下面TRADESTATION的资金管理代码改成金字塔的代码

資金管理很難嗎?只要在你的系統裡面加上下面幾行程式就可以了.

 请将下面TRADESTATION的资金管理代码改成金字塔的代码：

inputs:  rskAmt(0.02), StartEquity(30000) ; 
Vars: marketRisk(0), AccountEquity(0), NumContracts(0);

marketRisk = StdDev(Close,30)*BigPointValue*3;
AccountEquity = StartEquity + NetProfit;
NumContracts = (AccountEquity * rskAmt) / MarketRisk;

NumContracts = MaxList( intportion(NumContracts) ,1);

 

if buy condition

          Buy numContracts shares next bar at xxx price;

 

if sell condition 
           SellShort numContracts shares next bar at xxx price;

Intpart(Tasset/(Close*Multiplier*MarginRatio));//开仓手数---Multiplier是交易单位,系统自带函数;MarginRatio是保证金比率,需要自己设定

 

如果想使用实际资金的30%来开仓,以IF08为例,可设置成如下:

num:=Intpart((0.3*Tasset)/(Close*Multiplier*0.18));

 

if buycon then buy(holding=0,num,market);

if sellcon and holding>0 then sell(1,0,market);