全局变量使用问题 - 公式模型编写问题提交 - 金字塔客服中心 - 专业程序化交易软件提供商

软件自带代码，STRENTRYBARPOS:=STRCAT(STKLABEL,'ENTRYBARPOS')， ，ENTRYBARPOS就出现一次，也没有定义赋值，是不是有错误？

//该模型运行于后台程序化模式

//http://www.weistock.com/bbs/dispbbs.asp?boardid=10&Id=48570

//《定制的海龟交易系统V1.0后台版本》							

// 适用于多时间框架图表										

// 仅能工作于金字塔的后台								

// 工作模式：轮询法，建议设置1秒，数据长度<300根		

// 说明：

// 		1、如果最后一根K线发生过进场或者加仓，则该K线不执行出场

// 		2、如果最后一根K线发生过出场，则该K线不执行进场

// DESIGNED BY LIKAI								

// 2010.07.20											

//===========================================================

 WARNING_DISABLE:4;

//声明参数

INPUT : T20(20,15,60,1) ;				//进场的周期

INPUT : T10(10,10,30,1);				//出场的周期

INPUT : ATRLEN(20,15,30,1) ;

INPUT : POSNUM(2,1,20,1) ;				//每次交易的手数

//声明变量

BUYORDERTHISBAR := 0 ;		//当前BAR有过交易

VARIABLE : _DEBUG = 1 ;					//是否输出前台交易指令

VARIABLE : _TDEBUG = 1 ;				//是否输出后台交易指令

VARIABLE : _DEBUGOUT = 1 ;				//是否输出后台交易的调试信息

VARIABLE : MYENTRYPRICE =0 ;		//开仓价格

VARIABLE : MYEXITPRICE =0 ;			//平仓价格

VARIABLE : TURTLEUNITS=0 ;			//交易单位,持仓数量

VARIABLE : POSITION=0 ;			//仓位状态

//0表示没有仓位，1表示持有多头， -1表示持有空头

VARIABLE : T20HI=CLOSE ;			//20周期的高点

VARIABLE : T20LO=CLOSE ;			//20周期的低点

VARIABLE : T10HI=CLOSE ;			//10周期的高点

VARIABLE : T10LO=CLOSE ;			//10周期的低点

//准备需要计算的变量

T20HI := REF(HHV(H,T20),1) ;

T20LO := REF(LLV(L,T20),1) ;

T10HI := REF(HHV(H,T10),1) ;

T10LO := REF(LLV(L,T10),1) ;

AVGTR :=  REF(MA(TR,ATRLEN),1) ;

//采用全局变量保存最后一根K线的计算状态

STRENTRYBARPOS:=STRCAT(STKLABEL,'ENTRYBARPOS') ;

STREXITBARPOS:=STRCAT(STKLABEL,'EXITBARPOS') ;

STRPREENTRYPRICE:=STRCAT(STKLABEL,'PREENTRYPRICE') ;

STRTURTLEUNITS:=STRCAT(STKLABEL,'TURTLEUNITS') ;

STRPOSITION:=STRCAT(STKLABEL,'POSITION') ;

STRPREN:=STRCAT(STKLABEL,'PREN') ;

IF NOT ( WORKMODE=1 ) THEN BEGIN

	DRAWTEXTEX(1 ,0 ,0 ,0 ,'提示：本公式仅用于后台交易！'  ),COLORYELLOW ;

	EXIT ;

END //IF

//开始执行时 初始化数据

//注意：第一个数据的BARPOS=1

IF BARPOS=1 THEN BEGIN

	//POSITION := 0 ;

END //IF

//如果当前棒是最后一根K线，执行

IF ISLASTBAR THEN BEGIN

	// 如果最后一根K线发生过出场信号，则那一根K线不再交易

	IF EXTGBDATA(STREXITBARPOS) = BARPOS THEN BEGIN

		GOTO CONTINUELINE ;

END

	//恢复上一秒计算时保存的数据

	//如果记录的进场BARPOS和当前的相等，说明上一个进场信号也是最后一根K线发出的。11：40		

	IF EXTGBDATA(STRENTRYBARPOS) = BARPOS THEN BEGIN

		MYENTRYPRICE := EXTGBDATA(STRPREENTRYPRICE) ;

		TURTLEUNITS := EXTGBDATA(STRTURTLEUNITS) ;

		POSITION := EXTGBDATA(STRPOSITION) ;

		N := EXTGBDATA(STRPREN) ;

END

	//如果当前是没有持仓的状态

	IF POSITION=0 AND BARPOS>T20 AND H>L THEN BEGIN

		//建立多头进场条件

		LONG := H > T20HI ;

		//多头进场符合

		IF LONG THEN BEGIN

			MYENTRYPRICE := IF(OPEN>T20HI+MINDIFF ,OPEN ,T20HI+MINDIFF ) ;			

			POSITION := 1 ;

			TURTLEUNITS := 1 ;

			N := AVGTR ;

			TBUY( _TDEBUG,POSNUM,LMT,H),ALLOWREPEAT ;

			EXTGBDATASET(STRENTRYBARPOS,BARPOS ) ;

			EXTGBDATASET(STRPREENTRYPRICE,MYENTRYPRICE ) ;

			EXTGBDATASET(STRTURTLEUNITS,TURTLEUNITS ) ;

			EXTGBDATASET(STRPOSITION,POSITION ) ;

			EXTGBDATASET(STRPREN,N ) ;

		END //IF多头进场符合

		//建立空头进场条件

		SHORT := L < T20LO ;

		//空头进场符合

		IF SHORT AND POSITION=0 THEN BEGIN			

			MYENTRYPRICE := IF(OPEN<T20LO-MINDIFF ,OPEN ,T20LO-MINDIFF ) ;			

			POSITION := -1 ;

			TURTLEUNITS := 1 ;

			N := AVGTR ;

			TBUYSHORT( _TDEBUG,POSNUM,LMT,L),ALLOWREPEAT;

			EXTGBDATASET(STRENTRYBARPOS,BARPOS ) ;

			EXTGBDATASET(STRPREENTRYPRICE,MYENTRYPRICE ) ;

			EXTGBDATASET(STRTURTLEUNITS,TURTLEUNITS ) ;

			EXTGBDATASET(STRPOSITION,POSITION ) ;

			EXTGBDATASET(STRPREN,N ) ;

		END //IF空头进场符合

		GOTO CONTINUELINE ;

	END  //IF如果当前是没有持仓的状态

	//如果当前持有多头仓位的状态

	IF POSITION=1 AND BARPOS>T20 AND H>L THEN BEGIN

		//多头加仓条件

		IF (HIGH>MYENTRYPRICE+0.5*N) AND TURTLEUNITS<4 THEN BEGIN

			MYENTRYPRICE := IF(OPEN>MYENTRYPRICE+0.5*N ,OPEN ,MYENTRYPRICE+0.5*N ) ;

			MYENTRYPRICE := CEILING(MYENTRYPRICE/MINDIFF)*MINDIFF ;	

			TURTLEUNITS := TURTLEUNITS+1 ;

			TBUY( _TDEBUG,POSNUM,LMT,H),ALLOWREPEAT ;

			EXTGBDATASET(STRENTRYBARPOS,BARPOS ) ;

			EXTGBDATASET(STRPREENTRYPRICE,MYENTRYPRICE ) ;

			EXTGBDATASET(STRTURTLEUNITS,TURTLEUNITS ) ;

			EXTGBDATASET(STRPOSITION,POSITION ) ;

		END //IF多头加仓条件	

		//建立多头离场条件

		LONGX1 := (LOW < T10LO)  ;

		IF LONGX1 AND EXTGBDATA(STRENTRYBARPOS)<>BARPOS AND EXTGBDATA(STREXITBARPOS)<>BARPOS THEN BEGIN

			MYEXITPRICE := IF(OPEN<T10LO-MINDIFF ,OPEN ,T10LO-MINDIFF ) ;			

			POSITION := 0 ;

			TURTLEUNITS := 0 ;

			TSELL( _TDEBUG ,0,LMT,L),ALLOWREPEAT;

			EXTGBDATASET(STREXITBARPOS,BARPOS ) ;

			EXTGBDATASET(STRTURTLEUNITS,TURTLEUNITS ) ;

			EXTGBDATASET(STRPOSITION,POSITION ) ;

END

		//建立多头止损条件

		LONGX2 := (LOW<MYENTRYPRICE-2*N)  ;

		IF LONGX2 AND POSITION=1 AND EXTGBDATA(STRENTRYBARPOS)<>BARPOS AND EXTGBDATA(STREXITBARPOS)<>BARPOS THEN BEGIN

			MYEXITPRICE := IF(OPEN<MYENTRYPRICE-2*N ,OPEN ,MYENTRYPRICE-2*N ) ;		

			MYEXITPRICE := FLOOR(MYEXITPRICE/MINDIFF)*MINDIFF ;	

			POSITION := 0 ;

			TURTLEUNITS := 0 ;

			TSELL( _TDEBUG ,0,LMT,L),ALLOWREPEAT;

			EXTGBDATASET(STREXITBARPOS,BARPOS ) ;

			EXTGBDATASET(STRTURTLEUNITS,TURTLEUNITS ) ;

			EXTGBDATASET(STRPOSITION,POSITION ) ;

END

		GOTO CONTINUELINE ;

	END  //IF如果当前持有多头仓位的状态

	//如果当前持有空头仓位的状态

	IF POSITION = -1 AND BARPOS>T20 AND H>L THEN BEGIN

		//空头加仓条件

		IF (LOW<MYENTRYPRICE-0.5*N) AND TURTLEUNITS<4 THEN BEGIN

			MYENTRYPRICE := IF(OPEN<MYENTRYPRICE-0.5*N ,OPEN ,MYENTRYPRICE-0.5*N ) ;			

			MYENTRYPRICE := FLOOR(MYENTRYPRICE/MINDIFF)*MINDIFF ;	

			TURTLEUNITS := TURTLEUNITS+1 ;

			TBUYSHORT( _TDEBUG,POSNUM,LMT,L),ALLOWREPEAT;

			EXTGBDATASET(STRENTRYBARPOS,BARPOS ) ;

			EXTGBDATASET(STRPREENTRYPRICE,MYENTRYPRICE ) ;

			EXTGBDATASET(STRTURTLEUNITS,TURTLEUNITS ) ;

			EXTGBDATASET(STRPOSITION,POSITION ) ;

		END //IF空头加仓条件	

		//建立空头离场条件

		SHORTX1 := H > T10HI  ;

		IF SHORTX1 AND EXTGBDATA(STRENTRYBARPOS)<>BARPOS AND EXTGBDATA(STREXITBARPOS)<>BARPOS THEN BEGIN

			MYEXITPRICE := IF(OPEN>T10HI+MINDIFF ,OPEN ,T10HI+MINDIFF ) ;			

			POSITION := 0 ;

			TURTLEUNITS := 0 ;

			TSELLSHORT( _TDEBUG,0,LMT,H),ALLOWREPEAT;

			EXTGBDATASET(STREXITBARPOS,BARPOS ) ;

			EXTGBDATASET(STRTURTLEUNITS,TURTLEUNITS ) ;

			EXTGBDATASET(STRPOSITION,POSITION ) ;

END

		//建立空头止损条件

		SHORTX2 := HIGH > MYENTRYPRICE + 2*N  ;

		IF SHORTX2 AND POSITION = -1 AND EXTGBDATA(STRENTRYBARPOS)<>BARPOS AND EXTGBDATA(STREXITBARPOS)<>BARPOS THEN BEGIN

			MYEXITPRICE := IF(OPEN>MYENTRYPRICE+2*N ,OPEN ,MYENTRYPRICE+2*N ) ;			

			MYEXITPRICE := CEILING(MYEXITPRICE/MINDIFF)*MINDIFF ;	

			POSITION := 0 ;

			TURTLEUNITS := 0 ;

			TSELLSHORT( _TDEBUG,0,LMT,H),ALLOWREPEAT;

			EXTGBDATASET(STREXITBARPOS,BARPOS ) ;

			EXTGBDATASET(STRTURTLEUNITS,TURTLEUNITS ) ;

			EXTGBDATASET(STRPOSITION,POSITION ) ;

END

		GOTO CONTINUELINE ;

	END  //IF如果当前持有空头仓位的状态

	//如果以上3种情形都没有成立，则直接结束本次判断

	GOTO CONTINUELINE ;

END //IF如果当前棒是最后一根K线

//////////////不是最后一根K线的情形

//如果当前是没有持仓的状态

IF POSITION=0 AND BARPOS>T20 AND H>L THEN BEGIN

	//建立多头进场条件

	LONG := H > T20HI ;

	//多头进场

	IF LONG THEN BEGIN

		MYENTRYPRICE := IF(OPEN>T20HI+MINDIFF ,OPEN ,T20HI+MINDIFF ) ;			

		//BUY( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE+MINDIFF);

		POSITION := 1 ;

		TURTLEUNITS := 1 ;

		N := AVGTR ;

		BUYORDERTHISBAR := 1;

	END //IF

	//建立空头进场条件

	SHORT := L < T20LO ;

	//空头进场

	IF SHORT AND POSITION=0 THEN BEGIN			

		MYENTRYPRICE := IF(OPEN<T20LO-MINDIFF ,OPEN ,T20LO-MINDIFF ) ;			

		//BUYSHORT( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE-MINDIFF);

		POSITION := -1 ;

		TURTLEUNITS := 1 ;

		N := AVGTR ;

		BUYORDERTHISBAR := 1;

END

	//不要跳转，让程序检查同一根K线是否可以加仓

	//GOTO CONTINUELINE ;

END  //IF

//如果当前持有多头仓位的状态

IF POSITION=1 AND BARPOS>T20 AND H>L THEN BEGIN

	//多头加仓条件

	WHILE (HIGH>MYENTRYPRICE+0.5*N) AND TURTLEUNITS<4 DO BEGIN

		MYENTRYPRICE := IF(OPEN>MYENTRYPRICE+0.5*N ,OPEN ,MYENTRYPRICE+0.5*N ) ;

		MYENTRYPRICE := CEILING(MYENTRYPRICE/MINDIFF)*MINDIFF ;	

		//BUY( _DEBUG, POSNUM, LIMITR, MYENTRYPRICE);

		TURTLEUNITS := TURTLEUNITS+1 ;

		BUYORDERTHISBAR := 1;

	END //WHILE	

	//建立多头离场条件

	LONGX1 := (LOW < T10LO)  ;

	IF LONGX1 AND BUYORDERTHISBAR=0 THEN BEGIN

		MYEXITPRICE := IF(OPEN<T10LO-MINDIFF ,OPEN ,T10LO-MINDIFF ) ;			

		//SELL( _DEBUG ,0,LIMITR,MYEXITPRICE-MINDIFF);

		POSITION := 0 ;

		TURTLEUNITS := 0 ;

END

	//建立多头止损条件

	LONGX2 := (LOW<MYENTRYPRICE-2*N)  ;

	IF LONGX2 AND POSITION=1 AND BUYORDERTHISBAR=0 THEN BEGIN

		MYEXITPRICE := IF(OPEN<MYENTRYPRICE-2*N ,OPEN ,MYENTRYPRICE-2*N ) ;		

		MYEXITPRICE := FLOOR(MYEXITPRICE/MINDIFF)*MINDIFF ;	

		//SELL( _DEBUG ,0,LIMITR,MYEXITPRICE);

		POSITION := 0 ;

		TURTLEUNITS := 0 ;

END

	GOTO CONTINUELINE ;

END  //IF

//如果当前持有空头仓位的状态

IF POSITION = -1 AND BARPOS>T20 AND H>L THEN BEGIN

	//空头加仓条件

	WHILE (LOW<MYENTRYPRICE-0.5*N) AND TURTLEUNITS<4 DO BEGIN

		MYENTRYPRICE := IF(OPEN<MYENTRYPRICE-0.5*N ,OPEN ,MYENTRYPRICE-0.5*N ) ;			

		MYENTRYPRICE := FLOOR(MYENTRYPRICE/MINDIFF)*MINDIFF ;	

		//BUYSHORT( _DEBUG,POSNUM, LIMITR, MYENTRYPRICE);

		TURTLEUNITS := TURTLEUNITS+1 ;

		BUYORDERTHISBAR := 1;

	END //IF	

	//建立空头离场条件

	SHORTX1 := H > T10HI  ;

	IF SHORTX1 AND BUYORDERTHISBAR=0 THEN BEGIN

		MYEXITPRICE := IF(OPEN>T10HI+MINDIFF ,OPEN ,T10HI+MINDIFF ) ;			

		//SELLSHORT( _DEBUG,0,LIMITR,MYEXITPRICE+MINDIFF);

		POSITION := 0 ;

		TURTLEUNITS := 0 ;

END

	//建立空头止损条件

	SHORTX2 := HIGH > MYENTRYPRICE + 2*N  ;

	IF SHORTX2 AND POSITION = -1 AND BUYORDERTHISBAR=0  THEN BEGIN

		MYEXITPRICE := IF(OPEN>MYENTRYPRICE+2*N ,OPEN ,MYENTRYPRICE+2*N ) ;			

		MYEXITPRICE := CEILING(MYEXITPRICE/MINDIFF)*MINDIFF ;	

		//SELLSHORT( _DEBUG,0,LIMITR,MYEXITPRICE);

		POSITION := 0 ;

		TURTLEUNITS := 0 ;

END

END  //IF

//显示账户状态

CONTINUELINE@ 资产:TASSET,LINETHICK0;

//可用现金:CASH(0),LINETHICK0;

POS:THOLDING,LINETHICK0;

//交易次数:TOTALDAYTRADE, LINETHICK0 ;

//EP:MYENTRYPRICE ;

//	DEBUGOUT('POSITION=%.0F' ,POSITION ) ;

//	DEBUGOUT('TURTLEUNITS=%.0F' ,TURTLEUNITS ) ;

//	DEBUGOUT('BARPOS=%.0F' ,BARPOS ) ;

//	DEBUGOUT('MYENTRYPRICE=%.0F' ,MYENTRYPRICE ) ;

IF _DEBUGOUT>0  AND ISLASTBAR THEN BEGIN

	DEBUGFILE2('C:\DEBUGFILE.TXT','BARPOS=%.0F' ,BARPOS,1) ;

	DEBUGFILE2('C:\DEBUGFILE.TXT','T20HI=%.2F' ,T20HI ,1) ;

	DEBUGFILE2('C:\DEBUGFILE.TXT','N=%.2F' ,N ,1) ;

	DEBUGFILE2('C:\DEBUGFILE.TXT','AVGTR=%.2F' ,AVGTR ,1) ;

	DEBUGFILE2('C:\DEBUGFILE.TXT','POSITION=%.0F' ,POSITION,1 ) ;

	DEBUGFILE2('C:\DEBUGFILE.TXT','TURTLEUNITS=%.0F' ,TURTLEUNITS,1 ) ;

	DEBUGFILE2('C:\DEBUGFILE.TXT','OPEN=%.2F' ,O ,1) ;

	DEBUGFILE2('C:\DEBUGFILE.TXT','HIGH=%.2F' ,H ,1) ;

	DEBUGFILE2('C:\DEBUGFILE.TXT','LOW=%.2F' ,L ,1) ;

	DEBUGFILE2('C:\DEBUGFILE.TXT','CLOSE=%.2F' ,C ,1) ;

	DEBUGFILE2('C:\DEBUGFILE.TXT','MYENTRYPRICE=%.0F' ,MYENTRYPRICE ,1) ;

END //IF

主题：全局变量使用问题