請教:當贏利>=1%,回吐到70%平倉,問題在哪 [金字塔]
- 咨詢內容:
基本思路,就是根據開盤價,比開盤價高N1就開多,低N1開空,價格虧損N2元就止損,贏利超過0.5%-1% ,回吐到50%平倉,贏利超過1%,回吐到70%平倉,第一次平倉是對的,再次開倉之后的平倉就不行了,開倉即平。
variable:HigherAfterEntry=0,LowerAfterEntry=999999;
input:n1(10,5,30,1);
input:n2(20,5,40,1);
input:n6(6,4,30,1);
input:n7(2,1,20,1);
//9點開倉open5_1:callstock('',vtopen,2,-1);//5分鐘周期的開盤價
close5_1:callstock('',vtclose,2,-1);//5分鐘周期的收盤價open3_1:callstock('',vtopen,17,-1);//3分鐘周期的開盤價
close3_1:callstock('',vtclose,17,-1);//3分鐘周期的收盤價vols20_1:=callstock('',vtvol,22,20);//20秒周期的成交量
vol1_1:=callstock('',vtvol,1,-1);//1分鐘周期的成交量
dayopen:=valuewhen(time=130100,open);開盤價:=dayopen,noaxis,linethick0;
成交量:=REF(vol,1),noaxis,linethick0;if time=130100 then
beginloss:=0; //限制開倉方式一,只開一次
count1:=1;
count2:=1;end
計數一:=count1,noaxis,linethick0;
計數二:=count2,noaxis,linethick0;
計數三:=loss,noaxis,linethick0;h_1:=ref(h,1);
l_1:=ref(l,1);c_1:=ref(c,1);
o_1:=ref(o,1);
vol_1:=ref(vol,1);
vol_2:=ref(vol,2);
vol_3:=ref(vol,3);
vol_4:=ref(vol,4);
sumvol:vol_2+vol_3+vol_4,noaxis,linethick0;
lots:=1;
if time>=130000 and holding=0 and count1=1 and loss=0 then
begin
if h>=dayopen+n1
then
begin
buy(1,lots,limitr,dayopen+n1); //如果9:00走勢超過開盤價n1元就開多單
count1:=0;
loss:=1;
end
if l<=dayopen-n1
then
begin
buyshort(1,lots,limitr,dayopen-n1); //9:00走勢低于開盤
價n1元就開空單
count1:=0;
loss:=1;
end
end
If enterbars=0 then
begin
HigherAfterEntry:=enterprice;
LowerAfterEntry:=enterprice;
end;
else If enterbars>=1 then
begin
HigherAfterEntry:=max(HigherAfterEntry,h_1);
LowerAfterEntry:=min(LowerAfterEntry,l_1);
end;
//hh:HigherAfterEntry,noaxis,linethick0;
//ll:LowerAfterEntry,noaxis,linethick0;if time>=130101 and time<180000 then
BEGIN
if holding>0 and l<=ENTERPRICE-n2
then
begin
sell(1,holding,limitr,enterprice-n2); //9.00開多單,止損設置低于成交價n2元end
if holding<0 and h>=ENTERPRICE+n2
then
begin
sellshort(1,holding,limitr,enterprice+n2); //9.00開空單,止損設置高于成交價n2元end
end
再次開多、空倉………………
//開多單的平倉
if holding>0 and enterbars>0 then
begin
if enterbars>=1 and HigherAfterEntry>=enterprice*(1+1/100) //成交贏利超過1%,回吐到70%出場
then
begin
price:=EnterPrice+(HigherAfterEntry-EnterPrice)*70/100;
if low<=price then
begin
sell(1,holding,limitr,min(open,price)) ;
count2:=1;
end;
end;
if enterbars>=1 and HigherAfterEntry<=enterprice*(1+1/100) and HigherAfterEntry>=enterprice*(1+0.5/100) //成交贏利不超過1%,大于0.5%,回吐到50%出場
then
begin
price:=EnterPrice+(HigherAfterEntry-EnterPrice)*50/100;
if low<=price then
begin
sell(1,holding,limitr,min(open,price)) ;
count2:=1;
end;
end;
end
//開空單的平倉
if holding<0 and enterbars>0 then
begin
if enterbars>=1 and lowerAfterEntry<=enterprice*(1-1/100) //成交贏利超過1%,回吐到70%贏利出場
then
begin
price:=EnterPrice - (EnterPrice-LowerAfterEntry)*70/100;
if high>=price then
begin
sellshort(1,holding,limitr,max(open,price)) ;
count2:=1;
end;
end;
if enterbars>=1 and lowerAfterEntry>=enterprice*(1-1/100) and lowerAfterEntry<=enterprice*(1-0.5/100) //成交贏利不超過1%,大于0.5%,回吐到50%出場
then
begin
price:=EnterPrice - (EnterPrice-LowerAfterEntry)*50/100;
if high>=price then
begin
sellshort(1,holding,limitr,max(open,price)) ;
count2:=1;
end;
end;
end
//收盤平倉
if time>=183000 then begin
sell(1,holding,thisclose);
sellshort(1,holding,thisclose);
end
- 金字塔客服:
下單價格不合理,價格超出k線范圍,導致了該單子被系統檢測為無法成交的單子,所以要在所有下單函數語句后面加上,IGNORECHECKPRICE
下面是經過修改后的代碼:
variable:HigherAfterEntry=0,LowerAfterEntry=999999;
input:n1(10,5,30,1);
input:n2(20,5,40,1);
input:n6(6,4,30,1);
input:n7(2,1,20,1);
//9點開倉open5_1:callstock('',vtopen,2,-1);//5分鐘周期的開盤價
close5_1:callstock('',vtclose,2,-1);//5分鐘周期的收盤價open3_1:callstock('',vtopen,17,-1);//3分鐘周期的開盤價
close3_1:callstock('',vtclose,17,-1);//3分鐘周期的收盤價vols20_1:=callstock('',vtvol,22,20);//20秒周期的成交量
vol1_1:=callstock('',vtvol,1,-1);//1分鐘周期的成交量
dayopen:=valuewhen(time=130100,open);開盤價:=dayopen,noaxis,linethick0;
成交量:=REF(vol,1),noaxis,linethick0;if time=130100 then
beginloss:=0; //限制開倉方式一,只開一次
count1:=1;
count2:=1;end
計數一:=count1,noaxis,linethick0;
計數二:=count2,noaxis,linethick0;
計數三:=loss,noaxis,linethick0;h_1:=ref(h,1);
l_1:=ref(l,1);c_1:=ref(c,1);
o_1:=ref(o,1);
vol_1:=ref(vol,1);
vol_2:=ref(vol,2);
vol_3:=ref(vol,3);
vol_4:=ref(vol,4);
sumvol:vol_2+vol_3+vol_4,noaxis,linethick0;
lots:=1;
if time>=130000 and holding=0 and count1=1 and loss=0 then
begin
if h>=dayopen+n1
then
begin
buy(1,lots,limitr,dayopen+n1),IGNORECHECKPRICE; //如果9:00走勢超過開盤價n1元就開多單
count1:=0;
loss:=1;
end
if l<=dayopen-n1
then
begin
buyshort(1,lots,limitr,dayopen-n1),IGNORECHECKPRICE; //9:00走勢低于開盤價n1元就開空單
count1:=0;
loss:=1;
end
end
If enterbars=0 then
begin
HigherAfterEntry:=enterprice;
LowerAfterEntry:=enterprice;
end;
else If enterbars>=1 then
begin
HigherAfterEntry:=max(HigherAfterEntry,h_1);
LowerAfterEntry:=min(LowerAfterEntry,l_1);
end;
//hh:HigherAfterEntry,noaxis,linethick0;
//ll:LowerAfterEntry,noaxis,linethick0;if time>=130101 and time<180000 then
BEGIN
if holding>0 and l<=ENTERPRICE-n2
then
begin
sell(1,holding,limitr,enterprice-n2),IGNORECHECKPRICE; //9.00開多單,止損設置低于成交價n2元end
if holding<0 and h>=ENTERPRICE+n2
then
begin
sellshort(1,holding,limitr,enterprice+n2),IGNORECHECKPRICE; //9.00開空單,止損設置高于成交價n2元end
end
//開多單的平倉
if holding>0 and enterbars>0 then
begin
if enterbars>=1 and HigherAfterEntry>=enterprice*(1+1/100) //成交贏利超過1%,回吐到70%出場
then
begin
price:=EnterPrice+(HigherAfterEntry-EnterPrice)*70/100;
if low<=price then
begin
sell(1,holding,limitr,min(open,price)),IGNORECHECKPRICE ;
count2:=1;
end;
end;
if enterbars>=1 and HigherAfterEntry<=enterprice*(1+1/100) and HigherAfterEntry>=enterprice*(1+0.5/100) //成交贏利不超過1%,大于0.5%,回吐到50%出場
then
begin
price:=EnterPrice+(HigherAfterEntry-EnterPrice)*50/100;
if low<=price then
begin
sell(1,holding,limitr,min(open,price)),IGNORECHECKPRICE ;
count2:=1;
end;
end;
end
//開空單的平倉
if holding<0 and enterbars>0 then
begin
if enterbars>=1 and lowerAfterEntry<=enterprice*(1-1/100) //成交贏利超過1%,回吐到70%贏利出場
then
begin
price:=EnterPrice - (EnterPrice-LowerAfterEntry)*70/100;
if high>=price then
begin
sellshort(1,holding,limitr,max(open,price)) ,IGNORECHECKPRICE;
count2:=1;
end;
end;
if enterbars>=1 and lowerAfterEntry>=enterprice*(1-1/100) and lowerAfterEntry<=enterprice*(1-0.5/100) //成交贏利不超過1%,大于0.5%,回吐到50%出場
then
begin
price:=EnterPrice - (EnterPrice-LowerAfterEntry)*50/100;
if high>=price then
begin
sellshort(1,holding,limitr,max(open,price)) ,IGNORECHECKPRICE;
count2:=1;
end;
end;
end
//收盤平倉
if time>=183000 then begin
sell(1,holding,thisclose);
sellshort(1,holding,thisclose);
end - 用戶回復: 添加了IGNORECHECKPRICE函數,也沒有用,是怎么回事,請幫幫忙,圖形仍是一樣的
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