[PEL] 复制代码 input:x(5,1,300,1),xy(10,1,500,1);
//当前K最高价为当日最高价
kd:h=hhv(h,todaybar);
//当前K最低价为当日最低价
kk:l=llv(l,todaybar);
sellshort(kd,holding,marketr);
sell(kk,holding,marketr);
if kd then
begin
buy(holding<2,1,marketr);
end
if kk then
begin
buyshort(holding>-2,1,marketr);
end
//开仓后最高价
h1:=hhv(h,enterbars);
//开仓后最低价
l1:=llv(l,enterbars);
//多头最大盈利
maxprofit1:=(h1-avgenterprice);
//空头最大盈利
maxprofit2:=(avgenterprice-l1);
if enterbars>1 and holding>0 and maxprofit1>x*mindiff and (c-avgenterprice)<=x*mindiff then 多止盈1:sell(1,holding,market);
if enterbars>1 and holding<0 and maxprofit2>x*mindiff and (avgenterprice-c)<=x*mindiff then 空止盈1:sellshort(1,holding,market);
if enterbars>1 and holding>0 and maxprofit1>xy*mindiff and (c-avgenterprice)<=xy*mindiff then 多止盈2:sell(1,holding,market);
if enterbars>1 and holding<0 and maxprofit2>xy*mindiff and (avgenterprice-c)<=xy*mindiff then 空止盈2:sell(1,holding,market);
范例仅供参考,细节之外建议进一步自行进行微调。 |