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--  公式模型编写问题提交  (http://222.73.7.161/bbs/list.asp?boardid=4)
----  请教老师，这个海龟策略怎么通不过  (http://222.73.7.161/bbs/dispbbs.asp?boardid=4&id=166014)
--  作者：FEITAO8848
--  发布时间：2018/10/22 17:28:08
--  请教老师，这个海龟策略怎么通不过
Runmade:0;

Input:riskratio(1,0,2,1)
Input:atrlength(20,5,30,5);
Input:entryperiod(20,5,60,5);
Input:exitperiod(10,5,60,5);

Variable:times=0;

atr:=ref(ma(tr,atrlength),1);
Marginratio:=10/100;

Entryupperband:=ref(hhv(high, entryperiod),1),1+mindff;
Entrylowerband:=ref(llv(low, entryperiod),1)-mindff;

Exitupperband=ref(hhv (high, entryperiod),1)+mindff;
Exitlowerband:=ref(llv(low, entryperiod),1)-mindff;

Entrylongcond:= high>=entryupperband;
Entryshortcond:= low>=entrylowerband;

Exitlongcond:= low<= eixtlowerband;
Exitshortcond:= high<= eixtupperband;

If holding=0 then begin
    Price:=0;
    Lots:=0;

    If entrylongcond then
         Price:=max(open, entryupperband);
         
    If price>0 then begin
         Mycash:=cash(0);

           Lots1:=intpart(mycash/(price*multiplier*marginratio));
           Lots2:=intpart((mycash*riskratio/100)/(atr*multiplier));
           Lots:=max(1,min(Lots1, Lots2));
    end
    
    If lots>=1 then begin
       Buy(1,lots,limitr,price);
       times=1;
    end
end

If holding>0 then begin
    While high>=enterprice+atr/2 and times<4 do begin
       Price:=max(open,enterprice+atr/2);
       Lots:=0;

        If price>0 then begin
           mycash:=cash(0);
           
           Lots1:=intpart(mycash/(price*multiplier*marginratio));
           Lots2:=intpart((mycash*riskratio/100)/(atr*multiplier));
           Lots:=max(1,min(Lots1, Lots2));
         end
        
         if lots>=1 then begin
            buy(1,lots,limitr,price);
            times=times+1;
         end
    end
end
    
If holding=0 then begin
   Price:=0;
   Lots:=0;

   If entrylongcond then
      price:=min(open,entrylowerband);

   If Price>0 then begin
      mycash:=cash(0);
      
      Lots1:=intpart(mycash/(price*multiplier*marginratio));
      Lots2:=intpart((mycash*riskratio/100)/(atr*multiplier));
      Lots:=max(1,min(Lots1, Lots2));
   end

   If lots>=1 then begin
       buyshort(1,lots,limitr,price);
       times:=1;
   end
end

If holding<0 then begin
    While low<=enterprice-atr/2 and times<4 do begin
          price:=min(open,enterprice-atr/2);
          Lots:=0;

          If Price>0 then begin
          Mycash:=cash(0);
          
          Lots1:=intpart(mycash/(price*multiplier*marginratio));
          Lots2:=intpart((mycash*riskratio/100)/(atr*multiplier));
          Lots:=max(1,min(Lots1, Lots2));
      end

      If lots>=1 then begin
         buyshort(1,lots,limitr,price);
          times=times+1;
         end
    end
end
    
    
If holding>0 then begin
     Price: =0

   If entrylongcond then
       Price:=min(open,exitlowerband);

   If low<=enterprice-2*art and enterbars>=1 then 
       Price:=min(open,enterprice-2*atr);

   If price>0 then 
       Sell(1,holding,limitr,price);
end

If holding<0 then begin
   Price: =0

   If exitshortcond then
       Price:=max(open,exitupperband);

   If high>= enterprice+2*art and enterbars>=1 then 
       Price:=max(open,enterprice+2*atr);

   If Price>0 then
       Sellshort(1,holdine,limitr,price);
end

盈亏：Asset-500000,noaxis,colorred,linethick2;
--  作者：wenarm
--  发布时间：2018/10/22 20:13:48
--  
这段代码是你自己写的？错误百出。很多地方缺少分号，，并且很多变量未定义以及语句部分语句不知何意等。建议你根据报错提示，逐步修改自己的策略。
Input:riskratio(1,0,2,1)；//少分号
Input:atrlength(20,5,30,5);


Entryupperband:=ref(hhv(high, entryperiod),1),1+mindff;//????????