原来是在TB交易开拓者运行的策略源码，现想请技术员修改某些语句代码以便能加载到金字塔运行。
Params
Numeric AfStep( 0.02);
Numeric AfLimit( 0.2 ) ;
Numeric Length(50);
//均线周期
Numeric Tiao(0);
//跳数
Numeric Lots(1);
//仓量
Numeric lostPoint(100); // 50个点，止损
Vars
Numeric oParCl( 0 );
Numeric oParOp( 0 );
Numeric oPosition( 0 );
Numeric oTransition( 0 );
NumericSeries sar;
Numeric ma;
NumericSeries isDo;
NumericSeries lastOpen;
//
NumericSeries sar;
Numeric minpoint;
NumericSeries myenterPrice;
Numeric zhisunPrice;
Begin
ma = AverageFC(Close[1],Length);
ParabolicSAR( AfStep, AfLimit, oParCl, oParOp, oPosition, oTransition ) ;
COMMENTARY("oParCl="+ Text(oParCl));
// COMMENTARY("oParOp"+ Text(oParOp));
// COMMENTARY("oPosition"+ Text(oPosition));
// COMMENTARY("oTransition"+ Text(oTransition));
// COMMENTARY("MarketPosition"+ Text(MarketPosition));
// COMMENTARY("isDo[0]"+ Text(isDo));
// COMMENTARY("isDo[1]"+ Text(isDo[1]));
COMMENTARY("ma="+ Text(ma));
PlotNumeric("oParCl" , oParCl);
minpoint = MinMove*PriceScale;
zhisunPrice = MinMove * PriceScale * lostPoint;
isDo = oParCl - ma - 10 * Tiao;
If(MarketPosition==1 )
{
// If(isDo[0] > 0 && isDo[1] <= 0){
If(oParCl > H){
Sell(Lots, (h+l)/2);
SellShort(Lots, (h+l)/2);
lastOpen = O;
}
// zhisunPrice
else if(close[1] < lastOpen - zhisunPrice)
{
sell(LOTS, open);
}
}Else If(MarketPosition==-1){
If(oParCl < L){
BuyToCover(Lots, (h+l)/2);
Buy(Lots, (h+l)/2);
lastOpen = O;
// zhisunPrice
}else if (close[1] > lastOpen + zhisunPrice)
{
BuyToCover(LOTS,o);
}
}Else If(MarketPosition==0){
If(oParCl < L){
Buy(Lots, O);
lastOpen = O;
}Else If(oParCl > H){
SellShort(Lots, O);
lastOpen = O;
}
}
End
因为代码不兼容，基本上需要全部修改一遍。工作人员需要尝试一下。此类需求建议直接提供策略思路会好点，因为有些软件代码系统和我们金字塔的差异还是非常大的。修改得话，我们还要去查阅其他软件的文档才能实现。