开多:=CROSS(MA10,MA20); 平多:=CROSS(MA5,MA10); 开空:=CROSS(MA20,MA10); 平空:=CROSS(MA10,MA5); 交易时间:=TIME>VMIN AND TIME<150000;
//////////////// //图表日内交易模块:
IF HOLDING=0 THEN BEGIN //多头开仓 IF 交易时间 AND 开多 THEN BEGIN BUY(1,P,LIMITR,CLOSE); MAXPROFIT:=0; END
//空头开仓 IF 交易时间 AND 开空 THEN BEGIN BUYSHORT(1,P,LIMITR,CLOSE); MAXPROFIT:=0; END END
IF HOLDING>0 THEN BEGIN //多头平仓 IF 平多 THEN SELL(1,HOLDING,LIMITR,CLOSE);
//多头收盘平仓 IF NOT(交易时间) THEN SELL(1,HOLDING,LIMITR,CLOSE);
//盈亏计算 IF ENTERBARS>0 THEN BEGIN WIN1:=(C-ENTERPRICE)/ENTERPRICE*100; IF WIN1>MAXPROFIT THEN MAXPROFIT:=WIN1; WIN2:=(MAXPROFIT-WIN1)/MAXPROFIT*100; END
//多头初始浮亏 P1% 止损 IF WIN1<-P1 THEN SELL(1,HOLDING,LIMITR,CLOSE);
//多头利润大于 P2% 止盈 IF WIN1>P2 THEN SELL(1,HOLDING,LIMITR,CLOSE);
//多头获利后回撤 P3%止盈 IF WIN2>P3 AND OPENPROFIT>0 THEN SELL(1,HOLDING,LIMITR,CLOSE); END
IF HOLDING<0 THEN BEGIN
//空头平仓 IF 平空 THEN SELLSHORT(1,HOLDING,LIMITR,CLOSE);
//空头收盘平仓 IF NOT(交易时间) THEN SELLSHORT(1,HOLDING,LIMITR,CLOSE);
//盈亏计算 IF ENTERBARS>0 THEN BEGIN WIN1:=(ENTERPRICE-C)/ENTERPRICE*100; IF WIN1>MAXPROFIT THEN MAXPROFIT:=WIN1; WIN2:=(MAXPROFIT-WIN1)/MAXPROFIT*100; END
//空头初始浮亏超过 P1% 止损 IF WIN1<-P1 THEN SELLSHORT(1,HOLDING,LIMITR,CLOSE);
//空头利润大于 P2%止盈 IF WIN1>P2 THEN SELLSHORT(1,HOLDING,LIMITR,CLOSE);
//空头回撤 P3% 止盈 IF WIN2>P3 AND OPENPROFIT>0 THEN SELLSHORT(1,HOLDING,LIMITR,CLOSE); END