//定义参数
INPUT:N1(5,1,100,1),N2(10,1,120,1),N3(20,1,200,1),N4(40,1,200,1),N5(60,1,200,1);
INPUT : T20(20,15,60,1) ;
INPUT : T10(10,10,30,1);
INPUT : ATRLEN(20,15,30,1) ;
INPUT : POSNUM(1,1,20,1) ;
//绘制五条均线
MA1:MA(C,N1);
MA2:MA(C,N2);
MA3:MA(C,N3);
MA4:MA(C,N4);
MA5:MA(C,N5);
//声明变量
NT := 1 ; //调试信息带时间戳
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 = 0 ; //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
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
VARIABLE : MAXPROFIT=0; //有仓位时最大获利幅度
WIN1=0; //记录最大获利点数
WIN2=0; //获利回吐幅度
//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) ;
//开始执行时 初始化数据
IF BARPOS=1 THEN BEGIN
//POSITION := 0 ;
END //IF
//如果当前是没有持仓的状态
IF POSITION=0 AND BARPOS>T20 AND H>L THEN BEGIN//有end
//建立多头进场条件
LONG := H > T20HI ;
COND1:=MA1>MA2 AND MA2>MA3 AND MA3>MA4 AND MA4>MA5 ;
//多头进场
IF LONG AND COND1 THEN BEGIN//有end
MYENTRYPRICE := IF(OPEN>T20HI+MINDIFF ,OPEN ,T20HI+MINDIFF ) ;
BUY( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE);
POSITION := 1 ;//仓位状态
TURTLEUNITS := 1 ;//交易单位
N := AVGTR ;
BUYORDERTHISBAR := 1;//当前k线上有交易
MAXPROFIT:=0;//有仓位时最大获利幅度
END //IF
//建立空头进场条件
SHORT := L < T20LO ;
COND2:= MA1<MA2 AND MA2<MA3 AND MA3<MA4 AND MA4<MA5 ;
//空头进场
IF SHORT AND COND2 AND POSITION=0 THEN BEGIN//有end
MYENTRYPRICE := IF(OPEN<T20LO-MINDIFF ,OPEN ,T20LO-MINDIFF ) ;
BUYSHORT( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE);
POSITION := -1 ;
TURTLEUNITS := 1 ;
N := AVGTR ;
BUYORDERTHISBAR := 1;
MAXPROFIT:=0;
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;
MAXPROFIT:=0;//有仓位时最大获利幅度
END //WHILE
//多头离场条件1
WIN1:=(c-myenterprice)/myenterprice*100; //记录最大盈利
IF win1 > maxprofit then
maxprofit:=win1;
END
WIN2:=(maxprofit-win1)/maxprofit*100; //最大盈利后的回调幅
IF WIN1<=-2 OR WIN2<=60 AND BUYORDERTHISBAR=0 THEN BEGIN
SELL(_DEBUG ,0,LIMITR,dynainfo(7));
POSITION := 0 ;
TURTLEUNITS := 0 ;
END
//多头离场条件2
LONGX1 := (LOW < T10LO) ;
IF LONGX1 AND BUYORDERTHISBAR=0 THEN BEGIN
MYEXITPRICE := IF(OPEN<T10LO-MINDIFF ,OPEN ,T10LO-MINDIFF ) ;
SELL( _DEBUG ,0,LIMITR,MYEXITPRICE);
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 没有“begin”
//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;
MAXPROFIT=0;
END //while
//空头离场条件1
WIN1:=(myenterprice-c)/myenterprice*100; //记录最大盈利
IF win1 > maxprofit then
maxprofit:=win1;
END
WIN2:=(maxprofit-win1)/maxprofit*100; //最大盈利后的回调幅
IF WIN1<=-2 OR WIN2>=60 AND BUYORDERTHISBAR=0 THEN BEGIN
SELLSHORT(_DEBUG ,0,LIMITR,dynainfo(7));
POSITION := 0 ;
TURTLEUNITS := 0 ; 句尾没有分号
END
//建立空头离场条件2
SHORTX1 := H > T10HI
IF SHORTX1 AND BUYORDERTHISBAR=0 THEN BEGIN
MYEXITPRICE := IF(OPEN>T10HI+MINDIFF ,OPEN ,T10HI+MINDIFF ) ;
SELLSHORT( _DEBUG,0,LIMITR,MYEXITPRICE);
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:ASSET,LINETHICK0;
可用现金:CASH(0),LINETHICK0;
POS:HOLDING,LINETHICK0;
交易次数:TOTALDAYTRADE, LINETHICK0 ;
IF _DEBUGOUT>0 THEN BEGIN
DEBUGFILE2('C:\DEBUGFILE.TXT','BARPOS=%.0F' ,BARPOS,NT ) ;
DEBUGFILE2('C:\DEBUGFILE.TXT','T20HI=%.2F' ,T20HI ,NT) ;
DEBUGFILE2('C:\DEBUGFILE.TXT','N=%.2F' ,N ,NT) ;
DEBUGFILE2('C:\DEBUGFILE.TXT','CLOSE=%.2F' ,C ,NT) ;
DEBUGFILE2('C:\DEBUGFILE.TXT','POSITION=%.0F' ,POSITION,NT ) ;
DEBUGFILE2('C:\DEBUGFILE.TXT','TURTLEUNITS=%.0F' ,TURTLEUNITS,NT ) ;
DEBUGFILE2('C:\DEBUGFILE.TXT','MYENTRYPRICE=%.0F' ,MYENTRYPRICE ,NT) ;
DEBUGFILE2('C:\DEBUGFILE.TXT','MYEXITPRICE=%.0F' ,MYEXITPRICE ,NT) ;
END //IF
当前持仓:HOLDING,COLORGRAY,LINETHICK0;
当前资产:ASSET,NOAXIS,COLORGRAY;