?當多單開倉后,假設A=100.想實現,如果持倉最大盈利10個價差,最大浮動利潤回撤到50%平倉,如果持倉最大盈利50個價差,最大浮動利潤回撤到75%平倉,如果持倉最大盈利100個價差,最大浮動利潤回撤到79%平倉。以下這樣表述,對不對?
(BKHIGH-BKPRICE>=A/10*MINPRICE AND (C-BKPRICE)<=0.5*(BKHIGH-BKPRICE)) OR (BKHIGH-BKPRICE>=A/2*MINPRICE AND (C-BKPRICE)<0.75*(BKHIGH-BKPRICE)) OR (BKHIGH-BKPRICE>=A*MINPRICE AND (C-BKPRICE)<0.79*(BKHIGH-BKPRICE)),SP;
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?來源:程序化99