论坛高手们,我想知道我下面写的止盈止损的交易价格是当周的收盘价还是触发价格?测试的时候是按照哪个价格?
VARIABLE:maxprofit=0;
win:=0;
win2:=0;
if holding>0 and enterbars>0 then begin
win:=c-enterprice;
if win>maxprofit then
maxprofit:=win;
win2:=(maxprofit-win)/maxprofit*100;
end
if holding>0 and enterbars>0 then begin
多止损:sell(win<=-10,0);
多止盈:sell(maxprofit>20 and win2>=60 and openprofit>0,0);
end
if holding<0 and enterbars>0 then begin
win:=enterprice-c;
if win>maxprofit then
maxprofit:=win;
win2:=(maxprofit-win)/maxprofit*100;
end
if holding<0 and enterbars>0 then begin
空止损:sellshort(win<=-10,0);
空止盈:sellshort(maxprofit>20 and win2>=60 and openprofit>0,0);
end
这个写法是偷懒不推荐使用的写法,
这样的写法是按照市价下单,测评时是当周期收盘价