公式模型编写问题提交-[求助]求高人将下面的程序改成适合在金字塔中运行的语句金字塔客服中心 - 专业程序化交易软件提供商

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-  金字塔客服中心 - 专业程序化交易软件提供商  (http://222.73.7.161/bbs/index.asp)
--  公式模型编写问题提交  (http://222.73.7.161/bbs/list.asp?boardid=4)
----  [求助]求高人将下面的程序改成适合在金字塔中运行的语句  (http://222.73.7.161/bbs/dispbbs.asp?boardid=4&id=5246)

--  作者：ppliu
--  发布时间：2011/2/22 9:43:11
--  [求助]求高人将下面的程序改成适合在金字塔中运行的语句

以下程序是交易开拓中的程序代码，我试着自己改写过，但总存在大大小小的问题，求高人帮忙改写以下，感激不尽！

Params
Numeric PercentOfRange(0.3);   //params是定义参数，相当于INPUT，NUMERIC表示数值型的//
Numeric MinRange(0.2);
Numeric StopLossSet(0.5);
Numeric TrailingStart(0.8);
Numeric TrailingStop(0.5);
Vars
NumericSeries DayOpen;
                                            //Vars是申明变量，相当于Variable//  Numeric MinPoint; Numeric preDayHigh;

Numeric preDayLow;
NumericSeries preDayRange;
Numeric UpperBand;
Numeric LowerBand;
NumericSeries HigherAfterEntry;
NumericSeries LowerAfterEntry;

BoolSeries bLongStoped;             //boolseries是布尔型，返回值是false或者true，这里初值都是false//
BoolSeries bShortStoped;

Numeric StopLine;
Numeric MyPrice;
Begin                              //begin表示主程序开始//
  preDayHigh = HighD(1); //HIGHD(1)表示前一天的最高价，LOWD（1）表示前一天的最低价，该程序一般用在分钟线上，这相当于跨周期取数据//    preDayLow = LowD(1);
If(Date!=Date[1])           //date[1]相当于金字塔中的REF(DATE,1)//

{
  DayOpen = Open;
  preDayRange = preDayHigh - preDayLow;
  If(preDayRange < Open*MinRange*0.01) preDayRange = Open*MinRange*0.01;
}Else
{
  DayOpen = DayOpen[1];
  preDayRange = preDayRange[1];
  bLongStoped = bLongStoped[1];
  bShortStoped = bShortStoped[1];

  If(BarsSinceEntry == 1)     //BarsSinceEntry相当于金字塔中的ENTERBARS//
  {
   HigherAfterEntry = AvgEntryPrice;      //AvgEntryPrice相当于金字塔中的AVGENTERPRICE//
   LowerAfterEntry = HigherAfterEntry;
  }Else If(BarsSinceEntry > 1)
  {
   HigherAfterEntry = max(HigherAfterEntry[1],High[1]); //HIGH[1]表示向前引用1个周期的数据，同REF//
   LowerAfterEntry = min(LowerAfterEntry[1],Low[1]);
  }Else
  {
   HigherAfterEntry = HigherAfterEntry[1];
   LowerAfterEntry = LowerAfterEntry[1];
  }
}
UpperBand = DayOpen + preDayRange*PercentOfRange;
LowerBand = DayOpen - preDayRange*PercentOfRange;

// 多头开仓
If(MarketPosition==0 && High>=UpperBand && Time < 140000 && bLongStoped==False)

                                                                                                             //MarketPosition==0，表示当前持仓为0，可同于holding//
{
  MyPrice = UpperBand;
  If(Open > MyPrice) MyPrice = Open;
  Buy(1,MyPrice);                             //buy开仓，以价格myprice开一手//

bLongStoped = False;
    Return;
}
// 空头开仓
If(MarketPosition==0 && Low<=LowerBand && Time < 140000&& bShortStoped==False)
{
  MyPrice = LowerBand;
  If(Open < MyPrice) MyPrice = Open;
  SellShort(1,MyPrice);                    //sellshort开空头，相当于金子塔中的buyshort//
    bShortStoped = False;
  Return;
}
  // 止损平仓
If(MarketPosition==1)      //相当于holding>0//
{
  If(HigherAfterEntry >= AvgEntryPrice + DayOpen*TrailingStart*0.01)//跟踪
  {
   StopLine = HigherAfterEntry - DayOpen*TrailingStop*0.01;
  }Else // 止损
  {
   StopLine = UpperBand-DayOpen*StopLossSet*0.01;
  }

  If(Low <= StopLine)
  {
   MyPrice = StopLine;
   If(Open < MyPrice) MyPrice = Open;
   Sell(1,MyPrice);
   bLongStoped = True;
   bShortStoped = False;
  }
}Else If(MarketPosition==-1)   //相当于holding<0//
{
  If(LowerAfterEntry <= AvgEntryPrice - DayOpen*TrailingStart*0.01)//跟踪
  {
   StopLine = LowerAfterEntry + DayOpen*TrailingStop*0.01;
  }Else // 止损
  {
   StopLine = LowerBand+DayOpen*StopLossSet*0.01;
  }

  If(High >= StopLine)
  {
   MyPrice = StopLine;
   If(Open > MyPrice) MyPrice = Open;
   BuyToCover(1,MyPrice);       // BuyToCover平空头，相当于sellshort//
   bLongStoped = False;
   bShortStoped = True;
  }
}

// 收盘平仓
If(Time >=145000)
{
  Sell(1,Open);
  BuyToCover(1,Open);    //以开盘价全部平仓//
}
End                               END表示程序结束

[此贴子已经被作者于2011-2-22 10:05:05编辑过]

--  作者：admin
--  发布时间：2011/2/22 9:49:07
--
格式太乱了，请用IE浏览器登录金字塔论坛

--  作者：ppliu
--  发布时间：2011/2/22 10:05:49
--
重新弄过了，您在瞅瞅，谢谢哈！

--  作者：z7c9
--  发布时间：2011/2/22 12:06:45
--

带跟踪止损的区间突破系统

--  作者：z7c9
--  发布时间：2011/2/22 13:23:53
--

runmode:0;

input:percentOfRange(0.3,0.1,1,0.1);
input:minRange(0.2,0.1,1,0.1);
input:stopLossSet(0.5,0.1,1,0.1);
input:trailingStart(0.8,0.1,1,0.1);
input:trailingStop(0.5,0.1,1,0.1);

variable:longStopped=false;
variable:shortStopped=false;
variable:stopLine=0;

preDayHigh:=callstock(stklabel,vthigh,6,-1);
preDayLow:=callstock(stklabel,vtlow,6,-1);

dayOpen:=valuewhen(date<>ref(date,1),open);
preDayRange:=preDayHigh-preDayLow;

if preDayRange<dayOpen*minRange*0.01 then
preDayRange:=dayOpen*minRange*0.01;

upperBand:=trimprice(dayOpen+preDayRange*percentOfRange);
lowerBand:=trimprice(dayOpen-preDayRange*percentOfRange);

enterTime:=time>=09100 and time<=140000;
exitTime:=time>=145000;

longCond:=enterTime and high>=upperBand and not(longStopped);
longPrice:=max(upperBand,open);

shortCond:=enterTime and low<=lowerBand and not(shortStopped);
shortPrice:=min(lowerBand,open);

if holding=0 then begin
if longCond then begin
  buy(1,1,limitr,longPrice);
  longStopped:=true;
end
end

if holding=0 then begin
if shortCond then begin
  buyshort(1,1,limitr,shortPrice);
  shortStopped:=true;
end
end

higherAfterEntry:=ref(hhv(high,enterbars),1);
lowerAfterEntry:=ref(llv(low,enterbars),1);

if holding>0 then begin
if higherAfterEntry>=avgenterprice+dayOpen*trailingStart*0.01 then
  stopline:=higherAfterEntry-dayOpen*trailingStop*0.01;
else
  stopline:=upperBand-dayOpen*stopLossSet*0.01;

if low<=stopLine then begin
  sell(1,holding,limitr,min(stopLine,open));
  longStopped:=true;
  shortStopped:=false;
end

if time>=exitTime then
  sell(1,holding,limitr,open);
end

if holding<0 then begin
if lowerAfterEntry<=avgenterprice-dayOpen*trailingStart*0.01 then
  stopline:=lowerAfterEntry+dayOpen*trailingStop*0.01;
else
  stopline:=lowerBand+dayOpen*stopLossSet*0.01;

if high>=stopLine then begin
  sellshort(1,holding,limitr,max(stopLine,open));
  shortStopped:=true;
  longStopped:=false;
end

if time>=exitTime then
  sellshort(1,holding,limitr,open);
end

[此贴子已经被作者于2011-2-22 14:10:11编辑过]

--  作者：ppliu
--  发布时间：2011/2/24 9:24:29
--
谢谢你哈！不过我将您改写的程序调试过，为什么开仓平仓都在同一根bar上呢，好像有点问题啊？