用exitbars 实现不了 已经试过
MACD:="MACD"(12,26,9) ;
COND1:=CROSS(MACD,0);
COND2:=CROSS(0,MACD);
variable:a=1;
VARIABLE:WIN=0,WIN2=0,MAXWIN=0;
//开多
IF COND1 AND HOLDING=0 THEN
BEGIN
开多:BUY(1,1,MARKET);
END
//平仓
平多:SELL(COND2,0);
//多单
IF HOLDING>0 AND ENTERBARS>1 THEN
BEGIN
VARIABLE:CC=0;
WIN:=CLOSE-ENTERPRICE;//记录最大盈利
IF WIN>MAXWIN THEN
MAXWIN:=WIN;
IF WIN>=15*MINDIFF THEN
WIN2:=(MAXWIN-WIN)/MAXWIN*100;//最大盈利后的回调幅度
END
IF WIN2>=40 AND EXITBARS>1 THEN
BEGIN
止盈:SELL(HOLDING>0,0);
MAXWIN:=0;
CC:=CLOSE;
END
IF HOLDING=0 AND CLOSE=CC and a=1 THEN
BEGIN
开多2:BUY(1,1,MARKET);
a:=2;
END
IF HOLDING=0 AND CLOSE=CC and a=2 THEN
BEGIN
开多2_:BUY(exitbars>0,1,MARKET);
END
IF ENTERPRICE-LOW>5*MINDIFF AND ENTERBARS>0 THEN
BEGIN
止损:SELL(HOLDING>0,0);
END
资金:ASSET,NOAXIS