大神给改下

西安斯尔德

把昨天的收盘价改成昨日结算价
/////参数
INPUT : A(24,1,100,1);
INPUT : LOTS(1,1,1000,1);//头寸
INPUT : HLD(29,1,1000,1);//获利
INPUT : ZSD(24,1,1000,1);//止损


////////////////变量
MA1:MA(CLOSE,A);
MAREF:=REF(MA1,1);
MAREF2:=REF(MA1,2);
CREF:callstock(stklabel,vtCLOSE,6,-1);

///////////主逻辑
IF HOLDING=0 AND MAREF2<=CREF THEN BEGIN
        BUY(MAREF>CREF,LOTS,LIMITR,OPEN);
END

IF HOLDING=0 AND MAREF2>=CREF  THEN BEGIN
        BUYSHORT(MAREF<CREF,LOTS,LIMITR,OPEN);
END
/////////////////////
IF   HOLDING<0  AND MAREF2<=CREF THEN BEGIN//金叉反手做多
       
        SELLSHORT(MAREF>CREF,HOLDING,LIMITR, OPEN);
        BUY( MAREF>CREF,LOTS,LIMITR, OPEN);
       
END


IF   HOLDING>0 AND MAREF2>=CREF THEN BEGIN//死叉反手空

        SELL( MAREF<CREF,HOLDING,LIMITR,OPEN);
        BUYSHORT( MAREF<CREF,LOTS,LIMITR, OPEN);
END

////////////////////////
IF HOLDING >0 THEN BEGIN//多单止盈
        BCCJ:=MAX(AVGENTERPRICE+HLD*MINDIFF,OPEN);
        SELL(H>=AVGENTERPRICE+HLD*MINDIFF,HOLDING,LIMITR, BCCJ);
        END
IF HOLDING >0 THEN BEGIN//多单止损
        BCCJ1:=MIN(AVGENTERPRICE-ZSD*MINDIFF,OPEN);
        SELL(L<=AVGENTERPRICE-ZSD*MINDIFF,HOLDING,LIMITR, BCCJ1);
        END


IF HOLDING <0 THEN BEGIN//空单止盈
        SCCJ:=MIN(AVGENTERPRICE-HLD*MINDIFF,OPEN);
        SELLSHORT(L<=AVGENTERPRICE-HLD*MINDIFF,HOLDING,LIMITR,SCCJ);
        END       
IF HOLDING <0 THEN BEGIN//空单止损
        SCCJ1:=MAX(AVGENTERPRICE+ZSD*MINDIFF,OPEN);
        SELLSHORT(H>=AVGENTERPRICE+ZSD*MINDIFF,HOLDING,LIMITR,SCCJ1);
        END       

/////统计信息
当前持仓:HOLDING,COLORRED,LINETHICK0;
当前资产:ASSET,NOAXIS,COLORMAGENTA,LINETHICK3;
比: PAYOFFRATE,COLORMAGENTA;
胜率:PERCENTWIN,COLORYELLOW;       

技术009

CREF:PRVSETTLEMENT;

CRFE定义改成上面这样就行了。

西安斯尔德

技术009 发表于 2024-1-9 15:45
CREF:PRVSETTLEMENT;

CRFE定义改成上面这样就行了。

怎么给加一个，日内开仓多空各一次

技术009

[PEL] 复制代码

/////参数
input : a(24,1,100,1);
input : lots(1,1,1000,1);//头寸
input : hld(29,1,1000,1);//获利
input : zsd(24,1,1000,1);//止损


////////////////变量
ma1:ma(close,a);
maref:=ref(ma1,1);
maref2:=ref(ma1,2);
cref:PRVSETTLEMENT;

lastkd:(typebar(1,1)>todaybar or typebar(1,1)=-1);
lastkk:(typebar(1,3)>todaybar or typebar(1,3)=-1);
///////////主逻辑
if holding=0 and maref2<=cref then begin
        buy(maref>cref and lastkd,lots,limitr,open);
end

if holding=0 and maref2>=cref  then begin
        buyshort(maref<cref and lastkk,lots,limitr,open);
end
/////////////////////
if   holding<0  and maref2<=cref then begin//金叉反手做多
       
        sellshort(maref>cref,holding,limitr, open);
        buy( maref>cref and lastkd,lots,limitr, open);
       
end


if   holding>0 and maref2>=cref then begin//死叉反手空

        sell( maref<cref,holding,limitr,open);
        buyshort( maref<cref and lastkk,lots,limitr, open);
end

////////////////////////
if holding >0 then begin//多单止盈
        bccj:=max(avgenterprice+hld*mindiff,open);
        sell(h>=avgenterprice+hld*mindiff,holding,limitr, bccj);
        end
if holding >0 then begin//多单止损
        bccj1:=min(avgenterprice-zsd*mindiff,open);
        sell(l<=avgenterprice-zsd*mindiff,holding,limitr, bccj1);
        end


if holding <0 then begin//空单止盈
        sccj:=min(avgenterprice-hld*mindiff,open);
        sellshort(l<=avgenterprice-hld*mindiff,holding,limitr,sccj);
        end       
if holding <0 then begin//空单止损
        sccj1:=max(avgenterprice+zsd*mindiff,open);
        sellshort(h>=avgenterprice+zsd*mindiff,holding,limitr,sccj1);
        end       

/////统计信息
当前持仓:holding,colorred,linethick0;
当前资产:asset,noaxis,colormagenta,linethick3;
比: payoffrate,colormagenta;
胜率:percentwin,coloryellow;