组合编辑了一个模型，还需整理成真实能用好的策略。 - 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

{均线战法}
INPUT:N1(8,0.01,100,0.05);

VARIABLE:MAXPROFIT=0,{有仓位时最大获利幅度}VMIN = 090000;{用于隔夜高开或低开时间差}

ma1:ma(c,n1);

runmode:0;
YdZyD:=1,linethick0; {移动止盈总开关，1为开，0为关}
variable:baramount=0;
variable:barvol=0;

if barpos<=1 then exit;

if date<>date[barpos-1] then begin
baramount:=amount;
barvol:=vol;
end else begin
baramount:=baramount[barpos-1]+amount;
barvol:=barvol[barpos-1]+vol;
end

averageprice:=baramount/barvol/multiplier;
均价线:round(averageprice/mindiff)*mindiff,linethick2,coloryellow;

a:=open+3*mindiff;
b:=open-3*mindiff;

//建立多头的进场条件
long:=cross(ma1,averageprice);
if long then
begin
sellshort(holding<0,1,MKT),orderqueue;
buy(holding=0,1,limitr,a),orderqueue,;

end

//建立空头的进场条件
short:=cross(averageprice,ma1);
if short then
begin
sell(holding>0,1,MKT),orderqueue;
buyshort(holding=0,1,limitr,b),orderqueue;

end

//多移动止盈
If YdZyD=1 and Enterbars>=0 then begin
//a.每周期判断是否创新低
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
end

//b.当开仓后，盈利达到80到380点时，回撤80%，平仓
if c-enterprice>80*mindiff and c-enterprice<380*mindiff and holding>0 then
begin
SELL(win2 >= 20, 1,market);
end

//空移动止盈A
If YdZyD=1 and Enterbars>=0 then begin
//a.每周期判断是否创新低
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
end

//b.当开仓后，盈利达到80到380点时，回撤80%，平仓
if c-enterprice>80*mindiff and c-enterprice<380*mindiff and holding>0 then
begin
SELL(win2 >= 20, 1,market);
end

盈亏:asset,noaxis,colorgray;
收益:(asset-50000)/50000,linethick0;
次数:totaltrade,linethick0;
胜率:percentwin,linethick0;
连亏:maxseqloss,linethick0;
连赢:maxseqwin,linethick0;

主题：组合编辑了一个模型，还需整理成真实能用好的策略。