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請(qǐng)教：當(dāng)贏利＞=1%，回吐到70%平倉(cāng)，問(wèn)題在哪　[金字塔]

作者：金字塔來(lái)源：cxh99.com 發(fā)布時(shí)間：2014年03月14日點(diǎn)擊數(shù)：　【收藏到本網(wǎng)的會(huì)員中心】

咨詢(xún)內(nèi)容：
基本思路，就是根據(jù)開(kāi)盤(pán)價(jià)，比開(kāi)盤(pán)價(jià)高N1就開(kāi)多，低N1開(kāi)空，價(jià)格虧損N2元就止損，贏利超過(guò)0.5%-1% ，回吐到50%平倉(cāng)，贏利超過(guò)1%，回吐到70%平倉(cāng)，第一次平倉(cāng)是對(duì)的，再次開(kāi)倉(cāng)之后的平倉(cāng)就不行了，開(kāi)倉(cāng)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(diǎn)開(kāi)倉(cāng)

open5_1:callstock('',vtopen,2,-1);//5分鐘周期的開(kāi)盤(pán)價(jià)
close5_1:callstock('',vtclose,2,-1);//5分鐘周期的收盤(pán)價(jià)

open3_1:callstock('',vtopen,17,-1);//3分鐘周期的開(kāi)盤(pán)價(jià)
close3_1:callstock('',vtclose,17,-1);//3分鐘周期的收盤(pán)價(jià)

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(kāi)盤(pán)價(jià):=dayopen,noaxis,linethick0;
成交量:=REF(vol,1),noaxis,linethick0;

if time=130100 then
begin

loss:=0; //限制開(kāi)倉(cāng)方式一，只開(kāi)一次
count1:=1;
count2:=1;

end

計(jì)數(shù)一:=count1,noaxis,linethick0;
計(jì)數(shù)二:=count2,noaxis,linethick0;
計(jì)數(shù)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(shì)超過(guò)開(kāi)盤(pán)價(jià)n1元就開(kāi)多單
count1:=0;
loss:=1;
end

if l<=dayopen-n1

   then
   begin
   buyshort(1,lots,limitr,dayopen-n1); //9：00走勢(shì)低于開(kāi)盤(pán)
價(jià)n1元就開(kāi)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(kāi)多單，止損設(shè)置低于成交價(jià)n2元

end

if holding<0 and h>=ENTERPRICE+n2
then
begin
sellshort(1,holding,limitr,enterprice+n2); //9.00開(kāi)空單，止損設(shè)置高于成交價(jià)n2元

end

end

再次開(kāi)多、空倉(cāng)

………………

//開(kāi)多單的平倉(cāng)

if holding>0 and enterbars>0 then

begin

if enterbars>=1 and HigherAfterEntry>=enterprice*(1+1/100)       //成交贏利超過(guò)1%，回吐到70%出場(chǎng)
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(guò)1%，大于0.5%,回吐到50%出場(chǎng)
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(kāi)空單的平倉(cāng)

if holding<0 and enterbars>0 then

begin

if enterbars>=1    and lowerAfterEntry<=enterprice*(1-1/100)       //成交贏利超過(guò)1%，回吐到70%贏利出場(chǎng)
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(guò)1%，大于0.5%,回吐到50%出場(chǎng)
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(pán)平倉(cāng)
if time>=183000 then begin
sell(1,holding,thisclose);
sellshort(1,holding,thisclose);
end
金字塔客服：
下單價(jià)格不合理，價(jià)格超出k線范圍，導(dǎo)致了該單子被系統(tǒng)檢測(cè)為無(wú)法成交的單子，所以要在所有下單函數(shù)語(yǔ)句后面加上,IGNORECHECKPRICE

下面是經(jīng)過(guò)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(diǎn)開(kāi)倉(cāng)

open5_1:callstock('',vtopen,2,-1);//5分鐘周期的開(kāi)盤(pán)價(jià)
close5_1:callstock('',vtclose,2,-1);//5分鐘周期的收盤(pán)價(jià)

open3_1:callstock('',vtopen,17,-1);//3分鐘周期的開(kāi)盤(pán)價(jià)
close3_1:callstock('',vtclose,17,-1);//3分鐘周期的收盤(pán)價(jià)

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(kāi)盤(pán)價(jià):=dayopen,noaxis,linethick0;
成交量:=REF(vol,1),noaxis,linethick0;

if time=130100 then
begin

loss:=0; //限制開(kāi)倉(cāng)方式一，只開(kāi)一次
count1:=1;
count2:=1;

end

計(jì)數(shù)一:=count1,noaxis,linethick0;
計(jì)數(shù)二:=count2,noaxis,linethick0;
計(jì)數(shù)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(shì)超過(guò)開(kāi)盤(pán)價(jià)n1元就開(kāi)多單
count1:=0;
loss:=1;
end

if l<=dayopen-n1

   then
   begin
   buyshort(1,lots,limitr,dayopen-n1),IGNORECHECKPRICE; //9：00走勢(shì)低于開(kāi)盤(pán)價(jià)n1元就開(kāi)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(kāi)多單，止損設(shè)置低于成交價(jià)n2元

end

if holding<0 and h>=ENTERPRICE+n2
then
begin
sellshort(1,holding,limitr,enterprice+n2),IGNORECHECKPRICE; //9.00開(kāi)空單，止損設(shè)置高于成交價(jià)n2元

end

end

//開(kāi)多單的平倉(cāng)

if holding>0 and enterbars>0 then

begin

if enterbars>=1 and HigherAfterEntry>=enterprice*(1+1/100)       //成交贏利超過(guò)1%，回吐到70%出場(chǎng)
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(guò)1%，大于0.5%,回吐到50%出場(chǎng)
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(kāi)空單的平倉(cāng)

if holding<0 and enterbars>0 then

begin

if enterbars>=1    and lowerAfterEntry<=enterprice*(1-1/100)       //成交贏利超過(guò)1%，回吐到70%贏利出場(chǎng)
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(guò)1%，大于0.5%,回吐到50%出場(chǎng)
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(pán)平倉(cāng)
if time>=183000 then begin
sell(1,holding,thisclose);
sellshort(1,holding,thisclose);
end
用戶(hù)回復(fù)： 添加了IGNORECHECKPRICE函數(shù)，也沒(méi)有用，是怎么回事，請(qǐng)幫幫忙，圖形仍是一樣的

有思路，想編寫(xiě)各種指標(biāo)公式，程序化交易模型，選股公式，預(yù)警公式的朋友

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請(qǐng)教：當(dāng)贏利＞=1%，回吐到70%平倉(cāng)，問(wèn)題在哪　[金字塔]

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