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- 2021-5-18
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请教:这个我什么空单不开单呢?
A:EMA(EMA(EMA(EMA(CLOSE,2),2),2),2),PRECISION0,;
B:EMA(REF(A,1),2),PRECISION0,;
开多:=CROSS(A,b) and a>=ref(A,1) and ref(a,1)<=ref(a,2);
平多:=CROSS(b,A);
开空:=CROSS(a,b) and a<=ref(A,1) and ref(a,1)>=ref(a,2);
平空:=CROSS(b,A);
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//图表日内交易模块:
IF HOLDING=0 THEN BEGIN
//多头开仓
IF 开多 THEN BEGIN
BUY(1,P,LIMITR,CLOSE);
MAXPROFIT:=0;
END
//空头开仓
IF 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);
//盈亏计算
IF ENTERBARS>0 THEN BEGIN
WIN1:=(C-ENTERPRICE);
IF WIN1>MAXPROFIT THEN
MAXPROFIT:=WIN1;
WIN2:=(MAXPROFIT-WIN1);
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);
//盈亏计算
IF ENTERBARS>0 THEN BEGIN
WIN1:=(ENTERPRICE-C);
IF WIN1>MAXPROFIT THEN
MAXPROFIT:=WIN1;
WIN2:=(MAXPROFIT-WIN1);
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
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