标题：[求助]请教版主在止损后再次满足了开仓条件重新进场的问题

1楼

期种武器 发表于：2013/12/31 13:02:09

//交易系统

IF (HOLDING=0) THEN BEGIN

//多单入场

IF 开多条件 THEN BEGIN

BUY(HOLDING=0,1,MARKET);

//止损

IF (LOW<=ENTERPRICE-STOPLOSS*MINDIFF) THEN

SELL(1,HOLDING,LIMITR,ENTERPRICE-STOPLOSS*MINDIFF);

END

//空单入场

IF 开空条件 THEN BEGIN

BUYSHORT(HOLDING=0,1,MARKET);

//止损

IF (HIGH>=ENTERPRICE+STOPLOSS*MINDIFF) THEN

SELLSHORT(1,HOLDING,LIMITR,ENTERPRICE+STOPLOSS*MINDIFF);

END

IF (HOLDING<0) THEN BEGIN

IF 开多条件 THEN BEGIN

SELLSHORT(HOLDING<0,0,MARKET),ORDERQUEUE;

BUY(HOLDING=0,1,MARKET),ORDERQUEUE;

END

IF (HOLDING>0) THEN BEGIN

IF 开空条件 THEN BEGIN

SELL(HOLDING>0,0,MARKET),ORDERQUEUE;

BUYSHORT(HOLDING=0,1,MARKET),ORDERQUEUE;

END

以上为交易部分的代码,请教版主如何调整,在止损触发平仓之后,再次满足开仓条件,继续进行开仓操作,如果再止损,仍旧按照止损---再开仓的动作,直到出现下边的反转信号,进入之前的开仓---止损(如果被打到)---开仓---反手的循环

谢谢版主,辛苦了! 自己试了很久,也没成功,不然不会麻烦到版主

2楼

jinzhe 发表于：2013/12/31 13:20:47

               //多单入场
                IF 开多条件 THEN BEGIN
                   BUY(HOLDING=0,1,MARKET);
                   //止损
                   IF (LOW<=ENTERPRICE-STOPLOSS*MINDIFF) THEN
           SELL(1,HOLDING,LIMITR,ENTERPRICE-STOPLOSS*MINDIFF);
                END
               //空单入场
                IF 开空条件 THEN BEGIN
                   BUYSHORT(HOLDING=0,1,MARKET);
                   //止损
                   IF (HIGH>=ENTERPRICE+STOPLOSS*MINDIFF) THEN
   SELLSHORT(1,HOLDING,LIMITR,ENTERPRICE+STOPLOSS*MINDIFF);
   END

        IF    (HOLDING<0) THEN BEGIN
                IF    开多条件 THEN BEGIN
                        SELLSHORT(HOLDING<0,0,MARKET),ORDERQUEUE;
                        BUY(HOLDING=0,1,MARKET),ORDERQUEUE;
                END
        END

        IF    (HOLDING>0) THEN BEGIN
                IF    开空条件 THEN BEGIN
                        SELL(HOLDING>0,0,MARKET),ORDERQUEUE;
                        BUYSHORT(HOLDING=0,1,MARKET),ORDERQUEUE;
                END
        END

去掉了最外面的holding=0的判断，不然写了这个除非是再开仓那根线上，不然是不会止损的

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