//止损止赢部分的开、平仓条件

last_high_0:=EXTGBDATA(\'last_high\');
last_low_0:=EXTGBDATA(\'last_low\');
kc_price_0:=EXTGBDATA(\'kc_price\');
tx_holding_0:=EXTGBDATA(\'tx_holding\');

high_0:=high;
close_0:=close;
low_0:=low;

if tx_holding_0>0 and high_0>last_high_0 then EXTGBDATASET(\'last_high\',high_0);
if tx_holding_0<0 and low_0<last_low_0 then EXTGBDATASET(\'last_low\',low_0);

if last_high_0=kc_price_0 then last_high_0:=last_high_0+50;
if last_low_0 =kc_price_0 then last_low_0 :=last_low_0-50;

开多仓后最高涨幅:=(last_high_0-kc_price_0)/kc_price_0;
开多涨回撤比例限制:=1/sqrt(开多仓后最高涨幅*100+止赢系数);
开多涨回撤幅度限制:=(last_high_0-kc_price_0)*开多涨回撤比例限制;
开多涨回撤价格限制:=last_high_0-开多涨回撤幅度限制;
if 开多仓后最高涨幅<1.5% then  开多涨回撤价格限制:=last_high_0*(1-止损百分比)；

pd_tj_多头止损:=tx_holding_0>0  and     ( close_0<kc_price_0*(1-止损百分比)  );
pd_tj_多头止赢:=tx_holding_0>0  and     (  close_0<开多涨回撤价格限制 );

开空仓后最大跌幅:=(kc_price_0-last_low_0)/kc_price_0;
开空跌回撤比例限制:=1/sqrt(开空仓后最大跌幅*100+止赢系数);
开空跌回撤幅度限制:=(kc_price_0-last_low_0)*开空跌回撤比例限制;
开空跌回撤价格限制:=last_low_0+开空跌回撤幅度限制;
if 开空仓后最大跌幅<1.5% then  开空跌回撤价格限制:=last_low_0*(1+止损百分比)；

pk_tj_空头止损:=tx_holding_0<0  and     ( close_0>kc_price_0*(1+止损百分比)  );
pk_tj_空头止赢:=tx_holding_0<0  and     ( close_0>开空跌回撤价格限制 );

{平多}EXITLONG:    pd_tj_多头止损  or pd_tj_多头止赢  ,ORDERQUEUE ;  {  ,TFILTER; }
{平空}EXITSHORT:  pk_tj_空头止损  or pk_tj_空头止赢  ,ORDERQUEUE ;  {  ,TFILTER; }
 
{开多}ENTERLONG:  KD_TJ    ,ORDERQUEUE        ;  { ,TFILTER;  }
{开空}ENTERSHORT: KK_TJ    ,ORDERQUEUE        ;  { ,TFILTER;  }

// 开多 保存全局变量
if ( KD_TJ  and tx_holding_0<1  ) then   
                                                      begin  EXTGBDATASET(\'last_high\',high_0);
                                                             EXTGBDATASET(\'last_low\',low_0);
                                                             EXTGBDATASET(\'tx_holding\',1);
                                                             EXTGBDATASET(\'kc_price\',close_0);
                                                           
                                                      end
// 开空 保存全局变量                                                     
if ( KK_TJ and tx_holding_0>-1 ) then   
                                                      begin  EXTGBDATASET(\'last_high\',high_0);
                                                             EXTGBDATASET(\'last_low\',low_0);
                                                             EXTGBDATASET(\'tx_holding\',-1);
                                                             EXTGBDATASET(\'kc_price\',close_0);
                                                      end 
              
             

// 平多仓后保存全局变量
if (( pd_tj_多头止损  or pd_tj_多头止赢 ) and tx_holding_0>0 ) then   
                                                                                                                 begin  EXTGBDATASET(\'last_high\',1);
                                                                                                                        EXTGBDATASET(\'last_low\',1);
                                                                                                                        EXTGBDATASET(\'tx_holding\',0);
                                                                                                                        EXTGBDATASET(\'kc_price\',1);
                                                                                                                  end

// 平空仓后保存全局变量                                                                                                                 
if (( pk_tj_空头止损  or pk_tj_空头止赢 ) and tx_holding_0<0 )   then   
                                                                                                                 begin  EXTGBDATASET(\'last_high\',1);
                                                                                                                        EXTGBDATASET(\'last_low\',1);
                                                                                                                        EXTGBDATASET(\'tx_holding\',0);
                                                                                                                        EXTGBDATASET(\'kc_price\',1);
                                                                                                                  end