策略编写求助区-请教一下如何编写资金管理的程序金字塔客服中心 - 专业程序化交易软件提供商

INPUT:M(26,5,500,30);

INPUT:N(2,0.1,10,1);

INPUT:X(0.2,0.2,10,0.2);

MID : MA(CLOSE,M);

UPPER: MID + N*STD(CLOSE,M);

LOWER: MID - N*STD(CLOSE,M);

多:=ALL(C>O+15*X,2) AND ALL(O>MID,2);

空:=ALL(C<O-15*X,2) AND ALL(O<MID,2);

if 多 then begin

sellshort(holding<0, 0, thisclose);

buy(holding=0 {AND TIME<144000}, 100%, LIMIT);

end

HH:=HHV(H,BARSLAST(HOLDING<=0));

多止损1:HH<Enterprice+60*X AND C<=HH-60*X ,LINETHICK0;

多止损2:Enterprice*1.02>=HH AND HH>=Enterprice+60*X AND C<Enterprice+2*X ,LINETHICK0;

多止损3:HH>Enterprice*1.02 AND C<HH*0.98 ,LINETHICK0;

多止损4:TIME>144000 AND C<Enterprice*1.02 ,LINETHICK0;

if 多止损1 OR 多止损2 OR 多止损3 OR 多止损4 then sell(holding>0, 0, thisclose);

if 空 then begin

sell(holding>0, 0, thisclose);

buyshort(holding=0 {AND TIME<144000}, 100%, thisclose);

end

LL:=LLV(L,BARSLAST(HOLDING>=0));

空止损1:LL>Enterprice-60*X AND C>=LL+60*X ,LINETHICK0;

空止损2:Enterprice<=LL*1.02 AND LL<=Enterprice-60*X AND C>Enterprice-2*X ,LINETHICK0;

空止损3:LL*1.02<Enterprice AND C*0.98>LL ,LINETHICK0;

空止损4:TIME>144000 AND C*1.02>Enterprice ,LINETHICK0;

if 空止损1 OR 空止损2 OR 空止损3 OR 空止损4 then sellshort(holding<0, 0, thisclose);