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标题：固定止损止盈不正常
1楼
zss_619 发表于：2015/12/9 11:14:30
//该模型为简单示范模型，用户需根据自己交易经验，修改完善后再实际应用!!!
//此策略以当前价格突破为进场条件，进场之后记录价格变动的最高、最低，并计算回撤点数，当参数设置启动了回撤止盈时，符合条件就会平仓。
//有止损设置，赚钱超过3点时，如果价格回撤，系统会保留1.2点的盈利退出，这样至少可以保住手续费。


止损点数：=1；
止盈点数：=1：
//MDDDD:MINDIFF;
//参数定义
N1_1:=6;
N2_1:=12;
N3_1:=24;
LC_1 := REF(CLOSE,1);
RSI1_1:=SMA(MAX(CLOSE-LC_1,0),N1_1,1)/SMA(ABS(CLOSE-LC_1),N1_1,1)*100;
RSI2_1:=SMA(MAX(CLOSE-LC_1,0),N2_1,1)/SMA(ABS(CLOSE-LC_1),N2_1,1)*100;
RSI3_1:=SMA(MAX(CLOSE-LC_1,0),N3_1,1)/SMA(ABS(CLOSE-LC_1),N3_1,1)*100;

COND_001:=(HOUR>=开始时间 AND HOUR<=结束时间); 

COND_KK1:= REF(C,1)<MIN(REF(L,2),REF(L,3)) AND REF(RSI1_1,1)>REF(RSIL,1);
COND_KD1:= REF(C,1)>MAX(REF(H,2),REF(H,3)) AND REF(RSI1_1,1)<REF(RSIH,1);

COND_PD1:= REF(C,1)<MIN(REF(L,2),REF(L,3)) AND 1=0;
COND_PK1:= REF(C,1)>MAX(REF(H,2),REF(H,3)) AND 1=0;

VARIABLE:DUOKONG=0;
TSFS:=0;     {停损反手，1-反手 0-不反手}
ORDVOL:=1;     {开仓手数}
//ZSDS:=10;     {止损点数}
//以下变量用于移动止盈，，移动止盈只能保证你尽可能稳健盈利，却不能保证盈利最大化，如果不想使用，可是将总开关设置为0
VARIABLE:YDZY=0;     {移动止盈总开关，1为开，0为关}
VARIABLE:HIGHPRICE=0,LOWPRICE=0; {保存开仓后的最高价、最低价}
//VARIABLE:DHCDS=3,KHCDS=3;   {多、空单回撤点数}
//VARIABLE:DYLDS=7,KYLDS=7;   {多、空单盈利点数，当盈利点数达到这个标准后，如果回撤达到上面的参数值就平仓}
VARIABLE:Z3B1:=0;     {赚3保1开关}
DUOKONG:=1;


//持有空单

//平空:SELLSHORT(PK,1,THISCLOSE);                  //平空信号
//开多:BUY(KD AND HOLDING=0,1,THISCLOSE);          //开多信号
//平多:SELL(PD,1,THISCLOSE);                       //平多信号
//开空:BUYSHORT(KK AND HOLDING=0,1,THISCLOSE);     //开空信号


IF HOLDING<0 THEN BEGIN
 IF COND_PK1  THEN BEGIN   //平空单
  空平:SELLSHORT(1=1,HOLDING,THISCLOSE),ORDERQUEUE,IGNORECHECKPRICE;
 END
 
 //止损
 IF C-AVGENTERPRICE>=止损点数*MINDIFF THEN BEGIN
// 空损1:止损点数*MINDIFF;
  空损:SELLSHORT(1=1,HOLDING,THISCLOSE),ORDERQUEUE,IGNORECHECKPRICE;
 END
 
//止盈
IF YDZY=0 THEN BEGIN
  IF AVGENTERPRICE-C>=止盈点数*MINDIFF THEN BEGIN
    // 空损1:止损点数*MINDIFF;
    空赢:SELLSHORT(1=1,HOLDING,THISCLOSE),ORDERQUEUE,IGNORECHECKPRICE;
  END
END
 
 
 //移动止盈
 IF YDZY=1 THEN BEGIN
  //每周期判断是否创新低
  IF L<LOWPRICE THEN BEGIN
   LOWPRICE:=L;
  END 
  
  //如果盈利超过10点之后回撤达到3点，就平仓，保住盈利
  IF AVGENTERPRICE-LOWPRICE>=止盈点数*MINDIFF THEN BEGIN
   IF L-LOWPRICE>=回撤点数*MINDIFF THEN BEGIN  //回撤超过3点
  // 空赢1:止盈点数*MINDIFF;
  // 空赢2: 回撤点数*MINDIFF;
    空移赢:SELLSHORT(1=1,HOLDING,THISCLOSE),ORDERQUEUE,IGNORECHECKPRICE;
   END 
  END 
 END
 
 //赚3保1
 IF Z3B1=1 THEN BEGIN
  IF AVGENTERPRICE-LOWPRICE>=3*MINDIFF THEN BEGIN
   IF AVGENTERPRICE-L<=1.2*MINDIFF THEN BEGIN
    空保:SELLSHORT(1=1,HOLDING,THISCLOSE),ORDERQUEUE,IGNORECHECKPRICE;
   END
  END
 END
END
//开多单
IF HOLDING=0 THEN BEGIN
 IF DUOKONG=1 OR DUOKONG=2 THEN BEGIN
  IF COND_001 AND COND_KD1 THEN BEGIN
   多开:BUY(1=1,ORDVOL,LIMITR,CLOSE-开仓负点数*MINDIFF),IGNORECHECKPRICE;
   HIGHPRICE:=AVGENTERPRICE;  //将开仓价保存到最高价
  END 
 END
END
//持有多单
IF HOLDING>0 THEN BEGIN
 IF COND_PD1 THEN BEGIN  {平多单}
  多平:SELL(1=1,HOLDING,THISCLOSE),ORDERQUEUE,IGNORECHECKPRICE;
 END
 
 //多单管理
 //止损
 IF AVGENTERPRICE-C>=止损点数*MINDIFF THEN BEGIN
  多损:SELL(1=1,HOLDING,THISCLOSE),ORDERQUEUE,IGNORECHECKPRICE;
 END
 
 //止盈
 IF YDZY=0 THEN BEGIN
    IF C-AVGENTERPRICE>=止盈点数*MINDIFF THEN BEGIN
       多盈:SELL(1=1,HOLDING,THISCLOSE),ORDERQUEUE,IGNORECHECKPRICE;
    END
 END
 
 
 //移动止盈
 IF YDZY=1 THEN BEGIN
  //每周期判断是否创新高
  IF H>HIGHPRICE THEN BEGIN
   HIGHPRICE:=H;
  END 
 
  //如果盈利超过10点之后回撤达到3点，就平仓，保住盈利
  IF HIGHPRICE-AVGENTERPRICE>=止盈点数*MINDIFF THEN BEGIN
   IF HIGHPRICE-H>=回撤点数*MINDIFF THEN BEGIN  //回撤超过3点
    多移赢:SELL(1=1,HOLDING,THISCLOSE),ORDERQUEUE,IGNORECHECKPRICE;
   END 
  END 
 END
 //赚3保1
 IF Z3B1=1 THEN BEGIN
  IF HIGHPRICE-AVGENTERPRICE>=3*MINDIFF THEN BEGIN
   IF H-AVGENTERPRICE<=1.2*MINDIFF THEN BEGIN
    多保:SELL(1=1,HOLDING,THISCLOSE),ORDERQUEUE,IGNORECHECKPRICE;
   END
  END
 END
END
//开空单
IF HOLDING=0 THEN BEGIN
 IF DUOKONG=1 OR DUOKONG=3 THEN BEGIN
  IF COND_001 AND COND_KK1 THEN BEGIN
   空开:BUYSHORT(1=1,ORDVOL,LIMITR,CLOSE+开仓负点数*MINDIFF),IGNORECHECKPRICE;
   LOWPRICE:=AVGENTERPRICE;
  END 
 END
END

当前持仓:HOLDING,COLORGRAY,LINETHICK0;
当前资产:ASSET,NOAXIS,COLORGRAY;
持仓价:=AVGENTERPRICE;
止盈:=止盈点数*MINDIFF;
止损:=止损点数*MINDIFF;
最小位:=MINDIFF;

{
COND_V1:= V>交易手数;
DRAWTEXT(COND_V1 AND COND_001,H+0,'★'),COLORYELLOW;
PLAYSOUND(COND_V1 AND COND_001 , 'C:\WINDOWS\Media\TPBTVLOW.WAV'),ALLOWREPEAT;
}
{
DRAWTEXT(COND_KD1 AND COND_001,H+0,'★'),COLORGREEN;
PLAYSOUND(COND_KD1 AND COND_001 , 'C:\WINDOWS\Media\TPBTVLOW.WAV'),ALLOWREPEAT;
DRAWTEXT(COND_KK1 AND COND_001,L+0,'★'),COLORRED;
PLAYSOUND(COND_KK1 AND COND_001 , 'C:\WINDOWS\Media\TPBTVLOW.WAV'),ALLOWREPEAT;
}

015-12-09 11:03:21.140    【图表】IF12 运行完毕
2015-12-09 11:03:21.765    2015.12.09 11:03:21【图表】框架:Technic 触发下单 SELLSHORT 品种 IF12 下单K线 2015.12.09 11:04:00 公式:TEST5 窗格ID:0 代码行:59
2015-12-09 11:03:21.765    【图表】模型下单 1
2015-12-09 11:03:21.765    【图表】下单系数调整后 手数:1
2015-12-09 11:03:21.765    【图表】实际持仓 -1
2015-12-09 11:03:21.765    【图表】启用了下单价格偏移
2015-12-09 11:03:21.781    【图表】至队列下单
2015-12-09 11:03:21.781    【图表】IF12 运行完毕
2015-12-09 11:03:21.781    【队列】当前队列准备处理数据：1条
2015-12-09 11:03:21.781    【队列】发送下单指令
2015-12-09 11:03:21.781    【下单】IF12 价3600.800049 量1 买卖0 类型0 开平2 账户039959 Formula 1
2015-12-09 11:03:21.781    【下单】确认报单已发送 ID=-1768456272 RefID = 1150
2015-12-09 11:03:21.781    【指令】收到回报指令 ID = -1768456272 RefID = 1150
2015-12-09 11:03:21.828    【指令】收到回报指令 ID = -1768456272 RefID = 1150
2015-12-09 11:03:21.828    【指令】收到回报指令 ID = -1768456272 RefID = 1150
2015-12-09 11:03:21.843    【指令】收到成交回报指令 REFID = 1150 vol = 1
2015-12-09 11:03:21.859    【回报】039959 : IF1512 - 已报单 1 价格:3600.8 平 买
2015-12-09 11:03:21.859    【回报】039959 : IF1512 - 已成交 1 价格:3600.6 平 买
2015-12-09 11:03:22.828    2015.12.09 11:03:22【图表】框架:Technic 触发下单 SELLSHORT 品种 IF12 下单K线 2015.12.09 11:04:00 公式:TEST5 窗格ID:0 代码行:52
2015-12-09 11:03:22.828    【图表】模型下单 1
2015-12-09 11:03:22.828    【图表】下单系数调整后 手数:1
2015-12-09 11:03:22.843    【图表】实际持仓 0
2015-12-09 11:03:22.843    【图表】启用了下单价格偏移
2015-12-09 11:03:22.843    【图表】至队列下单
2015-12-09 11:03:22.843    【图表】IF12 运行完毕
2015-12-09 11:03:22.843    【队列】当前队列准备处理数据：1条
2015-12-09 11:03:22.843    【队列】发送下单指令
2015-12-09 11:03:22.843    【下单】实际持仓为0下单失败
2015-12-09 11:03:22.859    【队列】下单失败了
2015-12-09 11:03:24.343    【图表】IF12 运行完毕
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2015-12-09 11:04:20.750    【图表】IF12 运行完毕
2015-12-09 11:04:21.281    2015.12.09 11:04:21【图表】框架:Technic 触发下单 BUY 品种 IF12 下单K线 2015.12.09 11:05:00 公式:TEST5 窗格ID:0 代码行:94
2015-12-09 11:04:21.281    【图表】模型下单 1
2015-12-09 11:04:21.281    【图表】下单系数调整后 手数:1
2015-12-09 11:04:21.281    【图表】启用了下单价格偏移
2015-12-09 11:04:21.296    【图表】直接下单
2015-12-09 11:04:21.296    【图表】IF12 运行完毕
2015-12-09 11:04:21.312    【下单】IF12 价3603.199951 量1 买卖0 类型0 开平0 账户039959 Formula 1
2015-12-09 11:04:21.312    【下单】确认报单已发送 ID=-1768456262 RefID = 1160
2015-12-09 11:04:21.312    【指令】收到回报指令 ID = -1768456262 RefID = 1160
2015-12-09 11:04:21.375    【指令】收到回报指令 ID = -1768456262 RefID = 1160
2015-12-09 11:04:21.375    【回报】039959 : IF1512 - 已报单 1 价格:3603.2 开 买
2015-12-09 11:04:21.484    【指令】收到回报指令 ID = -1768456262 RefID = 1160
2015-12-09 11:04:21.500    【指令】收到回报指令 ID = -1768456262 RefID = 1160
2015-12-09 11:04:21.500    【指令】收到成交回报指令 REFID = 1160 vol = 1
2015-12-09 11:04:21.515    【回报】039959 : IF1512 - 已成交 1 价格:3603.2 开 买
2015-12-09 11:04:21.750    【图表】IF12 运行完毕
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2015-12-09 11:05:09.343    【图表】IF12 运行完毕
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2015-12-09 11:05:11.859    【图表】IF12 运行完毕
2015-12-09 11:05:13.859    【图表】IF12 运行完毕
2015-12-09 11:05:14.343    【图表】IF12 运行完毕
2015-12-09 11:05:14.875    【图表】IF12 运行完毕
2015-12-09 11:05:16.078    【图表】IF12 运行完毕
2015-12-09 11:05:16.687    【图表】IF12 运行完毕
2015-12-09 11:05:17.578    【图表】IF12 运行完毕
2015-12-09 11:05:18.890    【图表】IF12 运行完毕
2015-12-09 11:05:19.203    【图表】IF12 运行完毕
2015-12-09 11:05:20.359    【图表】IF12 运行完毕
2015-12-09 11:05:22.921    【图表】IF12 运行完毕
2015-12-09 11:05:23.375    2015.12.09 11:05:23【图表】框架:Technic 触发下单 SELL 品种 IF12 下单K线 2015.12.09 11:06:00 公式:TEST5 窗格ID:0 代码行:108
2015-12-09 11:05:23.390    【图表】模型下单 1
2015-12-09 11:05:23.390    【图表】下单系数调整后 手数:1
2015-12-09 11:05:23.390    【图表】实际持仓 1
2015-12-09 11:05:23.390    【图表】启用了下单价格偏移
2015-12-09 11:05:23.390    【图表】至队列下单
2015-12-09 11:05:23.406    【图表】IF12 运行完毕
2015-12-09 11:05:23.406    【队列】当前队列准备处理数据：1条
2015-12-09 11:05:23.406    【队列】发送下单指令
2015-12-09 11:05:23.406    【下单】IF12 价3601.000000 量1 买卖1 类型0 开平2 账户039959 Formula 1
2015-12-09 11:05:23.406    【下单】确认报单已发送 ID=-1768456252 RefID = 1170
2015-12-09 11:05:23.421    【指令】收到回报指令 ID = -1768456252 RefID = 1170
2015-12-09 11:05:23.468    【指令】收到回报指令 ID = -1768456252 RefID = 1170
2015-12-09 11:05:23.468    【指令】收到回报指令 ID = -1768456252 RefID = 1170
2015-12-09 11:05:23.468    【指令】收到成交回报指令 REFID = 1170 vol = 1
2015-12-09 11:05:23.484    【回报】039959 : IF1512 - 已报单 1 价格:3601.0 平 卖
2015-12-09 11:05:23.484    【回报】039959 : IF1512 - 已成交 1 价格:3601.6 平 卖
2015-12-09 11:05:24.046    【图表】IF12 运行完毕
2015-12-09 11:05:24.250    【图表】IF12 运行完毕
2015-12-09 11:05:24.921    【图表】IF12 运行完毕
2015-12-09 11:05:25.453    【图表】IF12 运行完毕
2015-12-09 11:05:26.484    【图表】IF12 运行完毕
2015-12-09 11:05:26.859    【图表】IF12 运行完毕
2015-12-09 11:05:27.546    2015.12.09 11:05:27【图表】框架:Technic 触发下单 SELL 品种 IF12 下单K线 2015.12.09 11:06:00 公式:TEST5 窗格ID:0 代码行:114
2015-12-09 11:05:27.546    【图表】模型下单 1
2015-12-09 11:05:27.562    【图表】下单系数调整后 手数:1
2015-12-09 11:05:27.562    【图表】实际持仓 0
2015-12-09 11:05:27.562    【图表】启用了下单价格偏移
2015-12-09 11:05:27.562    【图表】至队列下单
2015-12-09 11:05:27.562    【图表】IF12 运行完毕
2015-12-09 11:05:27.562    【队列】当前队列准备处理数据：1条
2015-12-09 11:05:27.562    【队列】发送下单指令
2015-12-09 11:05:27.578    【下单】实际持仓为0下单失败
2015-12-09 11:05:27.578    【队列】下单失败了
2015-12-09 11:05:27.968    【图表】IF12 运行完毕
2015-12-09 11:05:28.812    【图表】IF12 运行完毕
2015-12-09 11:05:29.515    【图表】IF12 运行完毕
2015-12-09 11:05:29.875    【图表】IF12 运行完毕
2015-12-09 11:05:30.500    【图表】IF12 运行完毕
2015-12-09 11:05:31.015    【图表】IF12 运行完毕
2015-12-09 11:05:31.593    【图表】IF12 运行完毕
2015-12-09 11:05:32.531    【图表】IF12 运行完毕
2015-12-09 11:05:32.921    【图表】IF12 运行完毕
2015-12-09 11:05:33.531    【图表】IF12 运行完毕
2015-12-09 11:05:36.375    【图表】IF12 运行完毕
2015-12-09 11:05:37.125    【图表】IF12 运行完毕
2015-12-09 11:05:38.328    【图表】IF12 运行完毕
2015-12-09 11:05:40.843    【图表】IF12 运行完毕
2015-12-09 11:05:41.265    【图表】IF12 运行完毕
2015-12-09 11:05:41.796    【图表】IF12 运行完毕
2015-12-09 11:05:42.859    【图表】IF12 运行完毕
2015-12-09 11:05:43.375    【图表】IF12 运行完毕
2015-12-09 11:05:44.484    【图表】IF12 运行完毕
2015-12-09 11:05:45.343    【图表】IF12 运行完毕
2015-12-09 11:05:46.281    【图表】IF12 运行完毕
2015-12-09 11:05:47.093    【图表】IF12 运行完毕
2015-12-09 11:05:47.375    【图表】IF12 运行完毕
2015-12-09 11:05:47.890    【图表】IF12 运行完毕
2015-12-09 11:05:49.109    【图表】IF12 运行完毕
2015-12-09 11:05:49.406    【图表】IF12 运行完毕
2015-12-09 11:05:50.828    【图表】IF12 运行完毕
2015-12-09 11:05:53.062    【图表】IF12 运行完毕
2015-12-09 11:05:53.984    【图表】IF12 运行完毕
2015-12-09 11:05:55.593    【图表】IF12 运行完毕
2015-12-09 11:05:57.062    【图表】IF12 运行完毕
2015-12-09 11:05:57.468    【图表】IF12 运行完毕
2015-12-09 11:05:57.906    【图表】IF12 运行完毕
2015-12-09 11:05:58.468    【图表】IF12 运行完毕
2015-12-09 11:05:58.906    【图表】IF12 运行完毕
2015-12-09 11:05:59.515    【图表】IF12 运行完毕
2015-12-09 11:06:00.078    【图表】IF12 运行完毕
2015-12-09 11:06:00.421    【图表】IF12 运行完毕
2015-12-09 11:06:01.625    【图表】IF12 运行完毕
2015-12-09 11:06:01.984    【图表】IF12 运行完毕
2015-12-09 11:06:02.937    【图表】IF12 运行完毕
2015-12-09 11:06:03.515    【图表】IF12 运行完毕
2015-12-09 11:06:04.015    【图表】IF12 运行完毕
2015-12-09 11:06:05.062    【图表】IF12 运行完毕
2015-12-09 11:06:05.500    【图表】IF12 运行完毕
2015-12-09 11:06:05.921    【图表】IF12 运行完毕
2015-12-09 11:06:07.125    【图表】IF12 运行完毕
2015-12-09 11:06:07.640    【图表】IF12 运行完毕


2楼
yukizzc 发表于：2015/12/9 11:28:40
您有什么问题吗？？日志写的很清楚平仓时候账户持仓0，所以没有平
3楼
十世 发表于：2015/12/9 11:29:38

ORDERQUEUE

开平仓语句 把这个函数去除

4楼
zss_619 发表于：2015/12/9 14:33:57

N1_1:=6;
N2_1:=12;
N3_1:=24;
LC_1 := REF(CLOSE,1);
RSI1_1:=SMA(MAX(CLOSE-LC_1,0),N1_1,1)/SMA(ABS(CLOSE-LC_1),N1_1,1)*100;
RSI2_1:=SMA(MAX(CLOSE-LC_1,0),N2_1,1)/SMA(ABS(CLOSE-LC_1),N2_1,1)*100;
RSI3_1:=SMA(MAX(CLOSE-LC_1,0),N3_1,1)/SMA(ABS(CLOSE-LC_1),N3_1,1)*100;


COND_KK1:= REF(C,1)<MIN(REF(L,2),REF(L,3)) ;
COND_KD1:= REF(C,1)>MAX(REF(H,2),REF(H,3)) ;

止损点数:=1;
止盈点数:=1;
ORDVOL:=1;
//开空单
IF HOLDING=0 THEN BEGIN
  IF  COND_KK1 THEN BEGIN
   空开:BUYSHORT(1=1,ORDVOL,LIMITR,CLOSE),IGNORECHECKPRICE;
  END 
END

 
//止损
IF C-AVGENTERPRICE>=止损点数*MINDIFF THEN BEGIN
  空损:SELLSHORT(1=1,HOLDING,THISCLOSE),IGNORECHECKPRICE;
END
 
//止盈
  IF AVGENTERPRICE-C>=止盈点数*MINDIFF THEN BEGIN
    空赢:SELLSHORT(1=1,HOLDING,THISCLOSE),IGNORECHECKPRICE;
  END
 
//开多单
IF HOLDING=0 THEN BEGIN
  IF COND_KD1 THEN BEGIN
   多开:BUY(1=1,ORDVOL,LIMITR,CLOSE),IGNORECHECKPRICE;
  END 
END
 
//止损
IF AVGENTERPRICE-C>=止损点数*MINDIFF THEN BEGIN
  多损:SELL(1=1,HOLDING,THISCLOSE),IGNORECHECKPRICE;
END
 
//止盈
IF C-AVGENTERPRICE>=止盈点数*MINDIFF THEN BEGIN
   多盈:SELL(1=1,HOLDING,THISCLOSE),IGNORECHECKPRICE;
END
 
 
当前持仓:HOLDING,COLORGRAY,LINETHICK0;
当前资产:ASSET,NOAXIS,COLORGRAY;

5楼
十世 发表于：2015/12/9 14:46:26

请稍等

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