主题：[求助]股指日内交易策略编写

正在编写,请耐心等待

以下代码实现多头开平仓,空头开平仓雷同,请您自行完善

//K线走完，逐K线，图表程序化交易

//准备需要的中间变量
ho3 := ref(hhv(open,3),1);
hc3 := ref(hhv(close,3),1);
ho2 := ref(hhv(open,2),1);
hc2 := ref(hhv(close,2),1);

hoc3:=max(ho3,hc3);
hoc2:=max(ho2,hc2);

//建立多头的进场条件
long := c>hoc3 and abs(ref(open,1)-ref(close,1))<5*mindiff;

if long then
 begin
 buy(holding = 0, 1, limit, c);
 end
 
//多头止损 
sell(c<=enterprice-20*mindiff and holding>0,1,market);

//多头止赢
if (abs(open-close)>=5*mindiff or c>hoc2) and enterbars>0 then
sell(holding>0 ,1,market);

//K线走完，后台程序化交易

//准备需要的中间变量
ho3 := ref(hhv(open,3),1);
hc3 := ref(hhv(close,3),1);
ho2 := ref(hhv(open,2),1);
hc2 := ref(hhv(close,2),1);

hoc3:=max(ho3,hc3);
hoc2:=max(ho2,hc2);

//建立多头的进场条件
long := c>hoc3 and abs(ref(open,1)-ref(close,1))<5*mindiff;

if long and tholding=0 then
 begin
 tbuy(1, 1, mkt, 0,0,'');
 end
 
//多头止损
if c<=tenterprice-20*mindiff and tholding>0 and tenterbars>0 then
tsell(1,1,mkt,0,0,'');

//多头止赢
if (abs(open-close)>=5*mindiff or c>hoc2) and tholding>0 and tenterbars>0 then
tsell(1 ,1,mkt,0,0,'');

如果需要止损,止盈,请参考5楼写法

//最近4条K线走完，若第4根K线的收盘价高于前3根K线的开盘或者收盘的最高值，平空开多；

//最近4条K线走完，若第4根K线的收盘价低于前3根K线的开盘或者收盘的最低值，平多开空；

//且第三根K线的开盘和收盘价的绝对差在小于或等于5点以内

//K线走完，逐K线，图表程序化交易

if long then
 begin
 sellshort(holding < 0, 1, thisclose);
 buy(holding = 0, 1, thisclose);
 end
 
//建立头的进场条件
short := c<loc3 and abs(ref(open,1)-ref(close,1))<5*mindiff;
if short then
 begin
 sell(holding > 0, 1, thisclose);
 buyshort(holding = 0, 1, thisclose);
 end