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//声明参数

INPUT : T20(20,15,50,1) ;

INPUT : T10(15,5,50,1);

INPUT : x(1,1,5,0.1);

//声明变量

NT := 1 ; //调试信息带时间戳

BUYORDERTHISBAR := 0 ; //当前BAR有过交易

VARIABLE : _DEBUG = 1 ; //是否输出前台交易指令

VARIABLE : _TDEBUG = 1 ; //是否输出后台交易指令

VARIABLE : _DEBUGOUT = 0 ; //是否输出后台交易的调试信息

VARIABLE : A:=0; //多头控制

VARIABLE ：B:=0; //空头控制函数

VARIABLE : MYENTRYPRICE =0 ; //开仓价格

VARIABLE : MYEXITPRICE =0 ; //平仓价格

VARIABLE : TURTLEUNITS=0 ; //交易单位

VARIABLE : POSITION=0 ; //仓位状态

//0表示没有仓位，1表示持有多头， -1表示持有空头

VARIABLE : T20HI=CLOSE ; //20周期的高点

VARIABLE : T20LO=CLOSE ; //20周期的低点

VARIABLE : T10HI=CLOSE ; //10周期的高点

VARIABLE : T10LO=CLOSE ; //10周期的低点

VARIABLE : POSNUM=0 ; //仓位

VARIABLE: multi=1;

VARIABLE: maxset=0;

VARIABLE: minset=0;

h1:callstock(stklabel,vthigh,6,-1);

l1:callstock(stklabel,vtlow,6,-1);

marginratio:=10/100;//保证金比例

//准备需要计算的变量

T20HI := REF(HHV(H,T20),1) ;

T20LO := REF(LLV(L,T20),1) ;

T10HI := REF(HHV(H,T10),1) ;

T10LO := REF(LLV(L,T10),1) ;

//开始执行时初始化数据

IF BARPOS=1 THEN BEGIN

maxset:=ASSET;

minset:=asset;

multi:=1;

END //IF

AVGTR := REF(MA(TR,ATRLEN),1) ;

A:=ceiling(AVGTR*X)* MULTIPLIER ;

//POSNUM:=if(FLOOR (ASSET*multi*0.02/A)=0,1,FLOOR (ASSET*multi*0.02/A));//仓位

//POSNUM:=min(FLOOR (ASSET/(C*multiplier*marginratio*4)),POSNUM);//仓位

if BARPOS<ATRLEN+5 then exit;

WARNING_DISABLE:2;

//POSNUM: if(FLOOR (ASSET*0.02/A)=0,1,FLOOR (ASSET*0.02/A)),noaxis;//仓位

//POSNUM:1,noaxis;

if holding=0 then BEGIN

//最大资产

if asset>maxset then BEGIN

maxset:=asset;

minset:=asset;

multi:=1;

end

POSNUM:=1;

//开仓手数

//仓位

end

//此处作为临时输出结果

{仓位:posnum,NOAXIS;

最大资金: maxset,NOAXIS;

当前资金: minset,NOAXIS;

比例: MULTI,NOAXIS;}

//如果当前是没有持仓的状态

IF POSITION=0 AND BARPOS>T20 AND H>L THEN BEGIN

//建立多头进场条件

LONG := h >h1 and time<=185000 and a=0;

//多头进场

IF LONG THEN BEGIN

MYENTRYPRICE := IF(OPEN>h1+MINDIFF ,OPEN ,h1+MINDIFF ) ;

h>h1:BUY( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE);

POSITION := 1 ;

TURTLEUNITS := 1 ;

N := AVGTR ;

BUYORDERTHISBAR := 1;

a:=1;

b:=0;

END //IF

if TYPE(1)=2 and time<=185000 and h>t20hi then begin

MYENTRYPRICE := IF(OPEN>t20hi+MINDIFF ,OPEN ,t20hi+MINDIFF ) ;

h>t20hi: BUY( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE);

POSITION := 1 ;

TURTLEUNITS := 1 ;

N := AVGTR ;

BUYORDERTHISBAR := 1;

a:=1;

b:=0;

end

//建立空头进场条件

SHORT:=l<l1 and time<=185000 and b=0 ;

//空头进场

IF SHORT THEN BEGIN

MYENTRYPRICE := IF(OPEN<l1-MINDIFF ,OPEN ,l1-MINDIFF ) ;

l<l1: BUYSHORT( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE);

POSITION := -1 ;

TURTLEUNITS :=1 ;

N := AVGTR ;

BUYORDERTHISBAR := 1;

a:=0;

b:=1;

END

if type(1)=4 and time<=185000 and l<t20lo then begin

MYENTRYPRICE := IF(OPEN<T20LO-MINDIFF ,OPEN ,T20LO-MINDIFF ) ;

l<t20lo: BUYSHORT( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE);

POSITION := -1 ;

TURTLEUNITS := 1 ;

N := AVGTR ;

BUYORDERTHISBAR := 1;

a:=0;

b:=1;

END

//不要跳转，让程序检查同一根K线是否可以加仓

//GOTO CONTINUELINE ;

END //IF

//如果当前持有多头仓位的状态

IF POSITION=1 AND BARPOS>T20 AND H>L THEN BEGIN

//建立多头止损条件

LONGX2 := (LOW<=MYENTRYPRICE-ceiling(x*N)) ;

PP:MYENTRYPRICE-ceiling(x*N);

IF LONGX2 AND POSITION=1 AND BUYORDERTHISBAR=0 THEN BEGIN

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

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

SELL( _DEBUG ,0,LIMITR,MYEXITPRICE);

POSITION := 0 ;

TURTLEUNITS := 0 ;

BUYORDERTHISBAR := 1;

a:=1;

b:=0;

END

//建立多头离场条件

LONGX1 := (LOW < T10LO) ;

IF LONGX1 AND BUYORDERTHISBAR=0 THEN BEGIN

MYEXITPRICE := IF(OPEN<T10LO-MINDIFF ,OPEN ,T10LO-MINDIFF) ;

SELL( _DEBUG ,0,LIMITR,MYEXITPRICE);

POSITION := 0 ;

TURTLEUNITS := 0 ;

BUYORDERTHISBAR := 1;

a:=1;

b:=0;

END

if time>=185900 then begin

收盘平多:sell(1,0,LIMITR,c);

POSITION := 0 ;

TURTLEUNITS := 0 ;

a:=1;

b:=0;

end

GOTO CONTINUELINE ;

END //IF

//如果当前持有空头仓位的状态

IF POSITION = -1 AND BARPOS>T20 THEN BEGIN

//建立空头止损条件

SHORTX2 := HIGH >= MYENTRYPRICE +ceiling(x*N) ;

pp1: MYENTRYPRICE +ceiling(x*N);

IF SHORTX2 AND POSITION = -1 AND BUYORDERTHISBAR=0 THEN BEGIN

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

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

SELLSHORT( _DEBUG,0,LIMITR,MYEXITPRICE);

POSITION := 0 ;

TURTLEUNITS := 0 ;

BUYORDERTHISBAR := 1;

a:=0;

b:=1;

END

//建立空头离场条件

SHORTX1 := H > T10HI ;

IF SHORTX1 AND BUYORDERTHISBAR=0 THEN BEGIN

MYEXITPRICE := IF(OPEN>T10HI+MINDIFF ,OPEN ,T10HI+MINDIFF) ;

SELLSHORT( _DEBUG,0,LIMITR,MYEXITPRICE);

POSITION := 0 ;

TURTLEUNITS := 0 ;

BUYORDERTHISBAR := 1;

a:=0;

b:=1;

END

if time>=185900 then begin

收盘平空:sellshort(1,0,LIMITR,c);

POSITION := 0 ;

TURTLEUNITS := 0 ;

a:=0;

b:=1;

end

END //IF

//显示账户状态

CONTINUELINE@ 资产:ASSET,NODRAW;

可用现金:CASH(0),NODRAW;

POS:HOLDING,NODRAW;

交易次数:TOTALDAYTRADE,NODRAW ;

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