资产:ASSET,PRECISION0,NOAXIS,COLORFF00FF;
可用现金:CASH(0),PRECISION0,LINETHICK0;
持仓:HOLDING,LINETHICK0;
胜率:PERCENTWIN,LINETHICK0;
交易次数:TOTALTRADE,LINETHICK0;
input:P(4,1,20),STEP(2,1,6),MAXP(20,5,100);
SAR1:SAR(P,STEP,MAXP),CIRCLEDOT;
BUY1:=SAR1+0.003;{止损放到sar上面0.003}
SELL1:=SAR1-0.003;{止损放到sar下面0.003}
ENTERLONG1:=cross(h,BUY1);
EXITLONG1:=cross(SELL1,l);
if ENTERLONG1 then
begin
sellshort(holding<0,holding,market);
buy(ENTERLONG1 and holding=0,10%,stopr,BUY1); //按照10%仓位下单
end
if EXITLONG1 then
begin
sell(holding>0,holding,market);
buyshort(EXITLONG1 and holding=0,10%,stopr,SELL1);
end
反手这样写