//定义开仓次数
variable:kc:=0;
variable:kcb:=0;
input:X(3200,200,10000,100);
input:N(4,2,50,2);
input:TP(33,10,100,5);
input:SL(33,10,100,5);
a:=ref(date,1);
b:=ref(c,N);
//满足节点1->3->7/8,开3次仓
if date<>a and time>=092000 and time<=151000 then
begin
if vol>X and c<b and kc=0 then
begin
buy(1,1,market);
kc:=1;
kcb:=barpos;
if vol>X and c<b and kc=1 and kcb<>barpos then
begin
buy(1,1,market);
kc:=2;
kcb:=barpos;
if vol>X and c<b and kc=2 and kcb<>barpos then
begin
buy(1,1,market);
kc:=3;
kcb:=barpos;
end
else if vol>X and c>b then sellshort(1,0,market);
end
end
end
//满足节点1->4->9/10,开3次仓
if date<>a and time>=092000 and time<=151000 then
begin
if vol>X and c<b and kc=0 then
begin
buy(1,1,market);
kc:=1;
kcb:=barpos;
if vol>X and c>b and kc=1 and kcb<>barpos then
begin
sellshort(1,0,market);
kcb:=barpos;
if vol>X and c<b and kc=1 and kcb<>barpos then
begin
buy(1,1,market);
kc:=2;
kcb:=barpos;
end
else if vol>X and c>b then buyshort(1,1,market);
end
end
end
//满足节点2->5->11/12,开3次仓
if date<>a and time>=092000 and time<=151000 then
begin
if vol>X and c>b and kc=0 then
begin
buyshort(1,1,market);
kc:=1;
kcb:=barpos;
if vol>X and c<b and kc=1 and kcb<>barpos then
begin
sell(1,0,market);
kcb:=barpos;
if vol>X and c<b and kc=1 and kcb<>barpos then
begin
buy(1,1,market);
kc:=2;
kcb:=barpos;
end
else if vol>X and c>b then buyshort(1,1,market);
end
end
end
//满足节点2->6->13/14,开3次仓
if date<>a and time>=092000 and time<=151000 then
begin
if vol>X and c>b and kc=0 then
begin
buyshort(1,1,market);
kc:=1;
kcb:=barpos;
if vol>X and c>b and kc=1 and kcb<>barpos then
begin
buyshort(1,0,market);
kc:=2;
kcb:=barpos;
if vol>X and c<b and kc=2 and kcb<>barpos then
begin
sell(1,1,market);
kcb:=barpos;
end
else if vol>X and c>b then buyshort(1,1,market);
end
end
end
//如果15点收盘，14点55分全部平仓
if time>=145500 then
begin
sell(1,0,market);
sellshort(1,0,market);
end
//如果指引或止损，则平仓
if holding>0 and market <(enterprice-SL*5*mindiff) then
sell(1,0,limitr,enterprice-SL*5*mindiff);
else if holding>0 and market >(enterprice+TP*5*mindiff) then
sell(1,0,limitr,enterprice+TP*5*mindiff);
if holding<0 and market >(enterprice+SL*5*mindiff) then
sellshort(1,0,limitr,enterprice+SL*5*mindiff);
else if holding>0 and market <(enterprice-TP*5*mindiff) then
sellshort(1,0,limitr,enterprice-TP*5*mindiff);
这个策略是自己写的吗
看第一句开仓语句就能猜到哪里不对。
感觉楼主是不是之前学过其他的软件 用其他软件的思维方式来思考金字塔
//开仓
if cond then begin
buy
end
//加仓
if cond then begin
buy
end
//止损
//平仓
你看下策略发布区的模板