[求助]老师帮助改下代码 - 策略编写求助区 - 金字塔客服中心 - 专业程序化交易软件提供商

如果是想实现止损止盈,那就需要标准版及其以上

以下以高级图表程序化交易-----标准版功能,为例说明

//K线走完模式，逐K线模式
variable:maxprofit=0;//有仓位时最大获利幅度

VAR6:=(2*CLOSE+HIGH+OPEN+LOW)/8;

VAR7:=LLV(LOW,12);

VAR8:=HHV(HIGH,20);

VAR9:=EMA((VAR6-VAR7)/(VAR8-VAR7)*150,13);

VARA:=EMA(0.667*REF(VAR9,1)+0.333*VAR9,2);

SARLINE:=ABS(SAR(3,0.01,0.1));

T:=SUM(MAX(MAX(HIGH-LOW,ABS(HIGH-REF(CLOSE,1))),ABS(LOW-REF(CLOSE,1))),6);

HD:=HIGH-REF(HIGH,1);

LD:=REF(LOW,1)-LOW;

DMP:=SUM(IF(HD>0 and HD>LD,HD,0),6);

DMM:=SUM(IF(LD>0 and LD>HD,LD,0),6);

PDI:=DMP*100/T;

MDI:=DMM*100/T,;

ADX:=MA(ABS(MDI-PDI)/(MDI+PDI)*150,20),COLORRED;

ADXR:=(ADX+REF(ADX,14))/2,COLORGREEN;

MA10:=EMA(CLOSE,11);

MA1:=MA(CLOSE,5);

//平空开多
long:=MA10>REF(MA10,1) and CLOSE>REF(OPEN,1) and CLOSE>REF(OPEN,2) and CLOSE>REF(CLOSE,1) and CLOSE>REF(CLOSE,2) and CLOSE>MA1;//最新价高于前两个周期的开盘价和收盘价。
//平多开空
short:=MA10<REF(MA10,1) and CLOSE<REF(OPEN,1) and CLOSE<REF(OPEN,2) and CLOSE<REF(CLOSE,1) and CLOSE<REF(CLOSE,2) and CLOSE<MA1;//最新价低于前两个周期的开盘价和收盘价。

if long and VAR9>VARA and CLOSE>=SARLINE and ADX>30 and CLOSE>OPEN then
begin
sellshort(holding<0,1,market);
buy(holding=0,1,market);
maxprofit:=0;
end

if short and VAR9<=VARA and CLOSE<SARLINE and ADX<80 and CLOSE<OPEN then
begin
sell(holding>0,1,market);
buyshort(holding=0,1,market);
maxprofit:=0;
end

//判断当前持仓状态下的最大盈利
win:=0;
win2:=0;

if holding > 0 and enterbars > 0 then
begin
win:=(c-enterprice)/enterprice*100; //记录最大盈利
if win > maxprofit then
maxprofit:=win;

win2:=(maxprofit-win)/maxprofit*100; //最大盈利后的回调幅度
end

if holding < 0 and enterbars > 0 then
begin
win:=(enterprice-c)/enterprice*100; //记录最大盈利
if win > maxprofit then
maxprofit:=win;

win2:=(maxprofit-win)/maxprofit*100; //最大盈利后的回调幅度
end

//亏损达到30个点---30个最小变动价位，自动止损;
SELL((ENTERPRICE-c)>=30*mindiff and holding>0,0,MARKET);
SELLSHORT((c-ENTERPRICE)>=30*mindiff and holding<0,0,MARKET);

//当开仓后，盈利达到40到100点时，回撤80%，平仓;
if c-enterprice>40*mindiff and c-enterprice<100*mindiff and holding>0 then
begin
SELL(win2 >= 80, 0,market);
end
if enterprice-c>40*mindiff and enterprice-c<100*mindiff and holding<0 then
begin
SELL(win2 >= 80, 0,market);
end

//开仓后，盈利达到100点以上时，回撤30%，平仓。
if c-enterprice>=100*mindiff and holding>0 then
begin
SELL(win2 >= 30, 0,market);
end
if enterprice-c>=100*mindiff and holding<0 then
begin
SELL(win2 >= 30, 0,market);
end

主题：[求助]老师帮助改下代码