你好!請幫我下面的策略增加止盈止損條件,(股指期貨:止損10個點,止盈5個點),謝謝。
H11:=HHV(HIGH,N);
L11:=LLV(LOW,N);
H1:=IFELSE(H11<REF(H11,1)&&L11<REF(L11,1)&&REF(OPEN,1)
>CLOSE&&OPEN>CLOSE&&(HHV(OPEN,Q)-CLOSE)>Q1,REF(H11,N1),0);
L1:=IFELSE(L11>REF(L11,1)&&H11>REF(H11,1)&&REF(OPEN,1)
<CLOSE&&OPEN<CLOSE&&(CLOSE-LLV(OPEN,Q))>Q1,REF(L11,N1),0);
H2:=VALUEWHEN(H1>0,H1);
L2:=VALUEWHEN(L1>0,L1);
K1:=IFELSE(CLOSE>H2,-3,IFELSE(CLOSE<L2,1,0));
K2:=VALUEWHEN(K1<>0,K1);
G:=IFELSE(K2=1,H2,L2);
G1:=VALUEWHEN(ISLASTBAR,G);
HT:=IFELSE(OPEN>CLOSE,OPEN,CLOSE);
LT:=IFELSE(OPEN<CLOSE,OPEN,CLOSE);
TMP:=K2;
W1:=K2;
W2:=OPEN-CLOSE;
MA5:=MA(CLOSE,5);
CROSS(TMP,0)||CROSS(TMP,0)&&CLOSE<=MA5,BPK;
CROSS(0,TMP)||CROSS(0,TMP)&&CLOSE>=MA5,SPK;
AUTOFILTER;
模型里加入下面語句,僅供參考。
C>BKPRICE+5*MINPRICE||C<BKPRICE-10*MINPRICE,SP;
C<SKPRICE-5*MINPRICE||C>SKPRICE+10*MINPRICE,BP;
在AUTOFILTER;之前加入下面2行
C>BKPRICE+5||C<BKPRICE-10,SP;
C<SKPRICE-5||C>SKPRICE+10,BP;