//声明参数
INPUT : T20(20,15,50,1) ;
INPUT : T10(15,5,50,1);
INPUT : x(1,1,5,0.1);
//声明变量
NT := 1 ; //调试信息带时间戳
BUYORDERTHISBAR := 0 ; //当前BAR有过交易
VARIABLE : _DEBUG = 1 ; //是否输出前台交易指令
VARIABLE : _TDEBUG = 1 ; //是否输出后台交易指令
VARIABLE : _DEBUGOUT = 0 ; //是否输出后台交易的调试信息
VARIABLE : A:=0; //多头控制
VARIABLE ：B:=0; //空头控制函数
VARIABLE : MYENTRYPRICE =0 ; //开仓价格
VARIABLE : MYEXITPRICE =0 ; //平仓价格
VARIABLE : TURTLEUNITS=0 ; //交易单位
VARIABLE : POSITION=0 ; //仓位状态
//0表示没有仓位，1表示持有多头， -1表示持有空头
VARIABLE : T20HI=CLOSE ; //20周期的高点
VARIABLE : T20LO=CLOSE ; //20周期的低点
VARIABLE : T10HI=CLOSE ; //10周期的高点
VARIABLE : T10LO=CLOSE ; //10周期的低点
VARIABLE : POSNUM=0 ; //仓位
VARIABLE: multi=1;
VARIABLE: maxset=0;
VARIABLE: minset=0;
h1:callstock(stklabel,vthigh,6,-1);
l1:callstock(stklabel,vtlow,6,-1);
marginratio:=10/100;//保证金比例
//准备需要计算的变量
T20HI := REF(HHV(H,T20),1) ;
T20LO := REF(LLV(L,T20),1) ;
T10HI := REF(HHV(H,T10),1) ;
T10LO := REF(LLV(L,T10),1) ;
//开始执行时 初始化数据
IF BARPOS=1 THEN BEGIN
maxset:=ASSET;
minset:=asset;
multi:=1;
END //IF
AVGTR := REF(MA(TR,ATRLEN),1) ;
A:=ceiling(AVGTR*X)* MULTIPLIER ;
//POSNUM:=if(FLOOR (ASSET*multi*0.02/A)=0,1,FLOOR (ASSET*multi*0.02/A));//仓位
//POSNUM:=min(FLOOR (ASSET/(C*multiplier*marginratio*4)),POSNUM);//仓位
if BARPOS<ATRLEN+5 then exit;
WARNING_DISABLE:2;
//POSNUM: if(FLOOR (ASSET*0.02/A)=0,1,FLOOR (ASSET*0.02/A)),noaxis;//仓位
//POSNUM:1,noaxis;
if holding=0 then BEGIN
//最大资产
if asset>maxset then BEGIN
maxset:=asset;
minset:=asset;
multi:=1;
end
POSNUM:=1;
//开仓手数
//仓位
end
//此处作为临时输出结果
{仓位:posnum,NOAXIS;
最大资金: maxset,NOAXIS;
当前资金: minset,NOAXIS;
比例: MULTI,NOAXIS;}
//如果当前是没有持仓的状态
IF POSITION=0 AND BARPOS>T20 AND H>L THEN BEGIN
//建立多头进场条件
LONG := h >h1 and time<=185000 and a=0;
//多头进场
IF LONG THEN BEGIN
MYENTRYPRICE := IF(OPEN>h1+MINDIFF ,OPEN ,h1+MINDIFF ) ;
h>h1:BUY( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE);
POSITION := 1 ;
TURTLEUNITS := 1 ;
N := AVGTR ;
BUYORDERTHISBAR := 1;
a:=1;
b:=0;
END //IF
if TYPE(1)=2 and time<=185000 and h>t20hi then begin
MYENTRYPRICE := IF(OPEN>t20hi+MINDIFF ,OPEN ,t20hi+MINDIFF ) ;
h>t20hi: BUY( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE);
POSITION := 1 ;
TURTLEUNITS := 1 ;
N := AVGTR ;
BUYORDERTHISBAR := 1;
a:=1;
b:=0;
end
//建立空头进场条件
SHORT:=l<l1 and time<=185000 and b=0 ;
//空头进场
IF SHORT THEN BEGIN
MYENTRYPRICE := IF(OPEN<l1-MINDIFF ,OPEN ,l1-MINDIFF ) ;
l<l1: BUYSHORT( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE);
POSITION := -1 ;
TURTLEUNITS :=1 ;
N := AVGTR ;
BUYORDERTHISBAR := 1;
a:=0;
b:=1;
END
if type(1)=4 and time<=185000 and l<t20lo then begin
MYENTRYPRICE := IF(OPEN<T20LO-MINDIFF ,OPEN ,T20LO-MINDIFF ) ;
l<t20lo: BUYSHORT( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE);
POSITION := -1 ;
TURTLEUNITS := 1 ;
N := AVGTR ;
BUYORDERTHISBAR := 1;
a:=0;
b:=1;
END
//不要跳转，让程序检查同一根K线是否可以加仓
//GOTO CONTINUELINE ;
END //IF
//如果当前持有多头仓位的状态
IF POSITION=1 AND BARPOS>T20 AND H>L THEN BEGIN
//建立多头止损条件
LONGX2 := (LOW<=MYENTRYPRICE-ceiling(x*N)) ;
PP:MYENTRYPRICE-ceiling(x*N);
IF LONGX2 AND POSITION=1 AND BUYORDERTHISBAR=0 THEN BEGIN
MYEXITPRICE := IF(OPEN<MYENTRYPRICE-ceiling(x*N) ,OPEN ,MYENTRYPRICE-ceiling(x*N) ) ;
MYEXITPRICE := FLOOR(MYEXITPRICE/MINDIFF)*MINDIFF ;
SELL( _DEBUG ,0,LIMITR,MYEXITPRICE);
POSITION := 0 ;
TURTLEUNITS := 0 ;
BUYORDERTHISBAR := 1;
a:=1;
b:=0;
END
//建立多头离场条件
LONGX1 := (LOW < T10LO) ;
IF LONGX1 AND BUYORDERTHISBAR=0 THEN BEGIN
MYEXITPRICE := IF(OPEN<T10LO-MINDIFF ,OPEN ,T10LO-MINDIFF) ;
SELL( _DEBUG ,0,LIMITR,MYEXITPRICE);
POSITION := 0 ;
TURTLEUNITS := 0 ;
BUYORDERTHISBAR := 1;
a:=1;
b:=0;
END
if time>=185900 then begin
收盘平多:sell(1,0,LIMITR,c);
POSITION := 0 ;
TURTLEUNITS := 0 ;
a:=1;
b:=0;
end
GOTO CONTINUELINE ;
END //IF
//如果当前持有空头仓位的状态
IF POSITION = -1 AND BARPOS>T20 THEN BEGIN
//建立空头止损条件
SHORTX2 := HIGH >= MYENTRYPRICE +ceiling(x*N) ;
pp1: MYENTRYPRICE +ceiling(x*N);
IF SHORTX2 AND POSITION = -1 AND BUYORDERTHISBAR=0 THEN BEGIN
MYEXITPRICE := IF(OPEN>MYENTRYPRICE+ceiling(x*N) ,OPEN ,MYENTRYPRICE+ceiling(x*N) ) ;
MYEXITPRICE := CEILING(MYEXITPRICE/MINDIFF)*MINDIFF ;
SELLSHORT( _DEBUG,0,LIMITR,MYEXITPRICE);
POSITION := 0 ;
TURTLEUNITS := 0 ;
BUYORDERTHISBAR := 1;
a:=0;
b:=1;
END
//建立空头离场条件
SHORTX1 := H > T10HI ;
IF SHORTX1 AND BUYORDERTHISBAR=0 THEN BEGIN
MYEXITPRICE := IF(OPEN>T10HI+MINDIFF ,OPEN ,T10HI+MINDIFF) ;
SELLSHORT( _DEBUG,0,LIMITR,MYEXITPRICE);
POSITION := 0 ;
TURTLEUNITS := 0 ;
BUYORDERTHISBAR := 1;
a:=0;
b:=1;
END
if time>=185900 then begin
收盘平空:sellshort(1,0,LIMITR,c);
POSITION := 0 ;
TURTLEUNITS := 0 ;
a:=0;
b:=1;
end
END //IF
//显示账户状态
CONTINUELINE@ 资产:ASSET,NODRAW;
可用现金:CASH(0),NODRAW;
POS:HOLDING,NODRAW;
交易次数:TOTALDAYTRADE,NODRAW ;