主题：TB转金字塔

Params

    Numeric OFF(0); 

Numeric M(85);

Numeric ZJL(10);

Numeric STPRATE(3.5);

Vars

Numeric MN2;

Numeric MN3;

Series<Numeric> MA2;

Series<Numeric> MA3;

Numeric P;

Series<Numeric> MID1;

Series<Numeric> UPPER1;

Series<Numeric> LOWER1;

Series<Numeric> BLDK1;

Series<Bool> BuyConPre;

Series<Bool> SelConPre;

Bool BuyCon;

Bool SelCon;

Numeric BuyPrice;

Numeric SelPrice;

Numeric MINDIFF;

Numeric BuySTPPrice;

Numeric SelSTPPrice;

Series<Bool> BuyExitCon2PRE;

Series<Bool> BuyExitCon3PRE;

Series<Bool> BuyExitCon8PRE;

Series<Bool> SelExitCon2PRE;

Series<Bool> SelExitCon3PRE;

Series<Bool> SelExitCon8PRE;

Bool BuyExitCon2;

Bool BuyExitCon3;

Bool BuyExitCon8;

Bool SelExitCon2;

Bool SelExitCon3;

Bool SelExitCon8;

Numeric BuyExitPrice2;

Numeric SelExitPrice2;

Numeric BuyExitPrice3;

Numeric SelExitPrice3;

Numeric BuyExitPrice8;

Numeric SelExitPrice8;

Numeric LotsOrder;

Series<Numeric> XH;

Series<Numeric> XL;

Series<Numeric> MAH;

Series<Numeric> MAL;

Series<Numeric> ZH;

Series<Numeric> ZL;

Events

    onBar(ArrayRef<Integer> indexs)

    {    

    //------------------------------------------------------------------

    XH=(H+C)/2;

    XL=(L+C)/2;

    MAH=(AverageFC(XH,2)+AverageFC(XH,4))/2;

    MAL=(AverageFC(XL,2)+AverageFC(XL,4))/2;

    ZH=MAH*(1+1/10000);

    ZL=MAL*(1-1/10000);

    //------------------------------------------------------------------

    P=2;

    MID1 =  AverageFC(CLOSE,M);

    UPPER1= MID1 + P*StandardDev(CLOSE,M,2);

    LOWER1= MID1 - P*StandardDev(CLOSE,M,2);

    BLDK1 = (UPPER1-LOWER1)/MID1;

    //------------------------------------------------------------------

    MN2=INTPART(M/2);

    MN3=INTPART(2*M);

    MA2 = AverageFC(CLOSE,MN2);

    MA3 = AverageFC(CLOSE,MN3);

    //------------------------------------------------------------------

    MINDIFF = MinMove*PriceScale;

    //------------------------------------------------------------------

    BuyConPre = (CLOSE>MA2 AND MA2>=MID1 AND MID1>=MID1[1] AND MA3>=MA3[1] AND CLOSE>=UPPER1 AND ZH>=ZH[1]);

    SelConPre = (CLOSE<MA2 AND MA2<=MID1 AND MID1<=MID1[1] AND MA3<=MA3[1] AND CLOSE<=LOWER1 AND ZL<=ZL[1]);

    BuyCon = BuyConPre[1];

    SelCon = SelConPre[1];

    //---------------------------------------------------------------

    BuyPrice = OPEN+OFF*MINDIFF;

    SelPrice = OPEN-OFF*MINDIFF;

    //---------------------------------------------------------------

    LotsOrder = Max(1,max(FLOOR(ZJL*10000/(CLOSE[1]*ContractUnit*0.1),1),1));

    //---------------------------------------------------------------

    If(BuyCon and MarketPosition<=0)

    {

    If(MarketPosition<0)

    {

    BuyToCover(LotsOrder,BuyPrice);

    }

    If(BuyCon)

    {

    Buy(LotsOrder,BuyPrice);

    }

    }

    If(SelCon and MarketPosition>=0)

    {

    If(MarketPosition>0)

    {

    Sell(LotsOrder,SelPrice);

    }

    If(SelCon)

    {

    SELLSHORT(LotsOrder,SelPrice);

    }

    }

    //---------------------------------------------------------------

    BuySTPPrice = AvgEntryPrice*(1 - STPRATE/100);

    SelSTPPrice = AvgEntryPrice*(1 + STPRATE/100);

    //-------------------------------------------------------------------------

    //平仓条件区

    BuyExitCon2PRE = (CLOSE<MID1);

    SelExitCon2PRE = (CLOSE>MID1);

    BuyExitCon3PRE = (MA2<=MA3 AND CLOSE<MA2);

    SelExitCon3PRE = (MA2>=MA3 AND CLOSE>MA2);

    BuyExitCon8PRE = (LOW<=BuySTPPrice);

    SelExitCon8PRE = (High>=SelSTPPrice);

    //-------------------------------------------------------------------------

    BuyExitCon2 = (MarketPosition>0 and BuyExitCon2PRE[1]);

    SelExitCon2 = (MarketPosition<0 and SelExitCon2PRE[1]);

    BuyExitCon3 = (MarketPosition>0 and BuyExitCon3PRE[1]);

    SelExitCon3 = (MarketPosition<0 and SelExitCon3PRE[1]);

    BuyExitCon8 = (MarketPosition>0 and BuyExitCon8PRE);

    SelExitCon8 = (MarketPosition<0 and SelExitCon8PRE);

    //-------------------------------------------------------------------------

    BuyExitPrice2 = OPEN-OFF*MINDIFF;

    BuyExitPrice3 = OPEN-OFF*MINDIFF;

    SelExitPrice2 = OPEN-OFF*MINDIFF;

    SelExitPrice3 = OPEN-OFF*MINDIFF;

    BuyExitPrice8 = Min(OPEN,BuySTPPrice)-OFF*MINDIFF;

    SelExitPrice8 = Max(OPEN,SelSTPPrice)-OFF*MINDIFF;

    //-------------------------------------------------------------------------

    If(BuyExitCon2)

    {

    Sell(LotsOrder,BuyExitPrice2);

    }

    If(BuyExitCon3)

    {

    Sell(LotsOrder,BuyExitPrice3);

    }

    If(BuyExitCon8)

    {

    Sell(LotsOrder,BuyExitPrice8);

    }

    If(SelExitCon2)

    {

    BuyToCover(LotsOrder,SelExitPrice2);

    }

    If(SelExitCon3)

    {

    BuyToCover(LotsOrder,SelExitPrice3);

    }

    If(SelExitCon8)

    {

    BuyToCover(LotsOrder,SelExitPrice8);

    }

   

    }

//------------------------------------------------------------------------