在搞個(gè)系統(tǒng)，圖表成功后想再后臺(tái)交易，請(qǐng)幫忙！　[金字塔]

INPUT:P(50,2,200,1){建倉(cāng)量},P1(1,0,50,1){初始止損幅度}，P2(5,2,100,1){止盈幅度}，P3(30,5,60,5){回撤止盈};
VARIABLE:MAXPROFIT=0,{有倉(cāng)位時(shí)最大獲利幅度}VMIN = 090000;{用于隔夜高開(kāi)或低開(kāi)時(shí)間差}????????????????
WIN1:=0;???????????????????????????????????????????????????????????
WIN2:=0;//止盈、止損、回撤控制
?
交易時(shí)間:=TIME>VMIN AND TIME<151430;

a:=open+10;
b:=open-10;

HNL:=IF(HIGH>REF(HHV(HIGH,3),1),LOW,0);
L1:=IF(HNL>REF(L,1),REF(L,1),IF(HNL>REF(L,2),REF(L,2),IF(HNL>REF(L,3),REF(L,3),IF(HNL>REF(L,4),REF(L,4),0))));
L2:=IF(L1>REF(L,1),REF(L,1),IF(L1>REF(L,2),REF(L,2),IF(L1>REF(L,3),REF(L,3),IF(L1>REF(L,4),REF(L,4),0))));
L3:=VALUEWHEN(L2>0,L2);
LNH:=IF(LOW<REF(LLV(LOW,3),1),HIGH,99999);
H1:=IF(LNH<REF(H,1),REF(H,1),IF(LNH<REF(H,2),REF(H,2),IF(LNH<REF(H,3),REF(H,3),IF(LNH<REF(H,4),REF(H,4),99999))));
H2:=IF(H1<REF(H,1),REF(H,1),IF(H1<REF(H,2),REF(H,2),IF(H1<REF(H,3),REF(H,3),IF(H1<REF(H,4),REF(H,4),0))));
H3:=VALUEWHEN(H2>0,H2);
SEL:=VALUEWHEN((CLOSE>H3 and REF(CLOSE,1)<=H3)or(CLOSE<L3 and REF(CLOSE,1)>=L3),IF(CLOSE>H3 and REF(CLOSE,1)<=H3,1,0));
LINE:IF(SEL=1,L3,H3),COLORblue,LINETHICK2;
DRAWNUMBER(ISLASTBAR,LINE,LINE,0,COLORblue);

//建立多頭的進(jìn)場(chǎng)條件
long:=c>a AND C>LINE ;
if long then
begin
sellshort(holding<0,0,MARKET);
buy(holding=0,p,limitr,a);
end

//建立空頭的進(jìn)場(chǎng)條件
short:=c<b AND C<LINE ;
if short then
begin
sell(holding>0,0,MARKET);
buyshort(holding=0,p,limitr,b);

end

//盈虧計(jì)算
???? IF ENTERBARS>0 THEN BEGIN
???????? WIN1:=(C-ENTERPRICE)/ENTERPRICE*100;
???????? IF WIN1>MAXPROFIT THEN
???????????? MAXPROFIT:=WIN1;
???????? WIN2:=(MAXPROFIT-WIN1)/MAXPROFIT*100;
???? END
?
???? //多頭初始浮虧 P1％ 止損
???? IF WIN1<-P1 THEN
???????? SELL(1,HOLDING,LIMITR,CLOSE);
?
???? //多頭利潤(rùn)大于 P2％ 止盈
???? IF WIN1>P2 THEN
???????? SELL(1,HOLDING,LIMITR,CLOSE);
?????
???? //多頭獲利后回撤 P3％止盈
???? IF WIN2>P3 AND OPENPROFIT>0 THEN
???????? SELL(1,HOLDING,LIMITR,CLOSE);
?//END
?
// IF HOLDING<0 THEN BEGIN
????
???? //空頭平倉(cāng)
//???? IF 平空 THEN
//???????? SELLSHORT(1,HOLDING,LIMITR,CLOSE);
?
???? //空頭收盤(pán)平倉(cāng)
??? // IF NOT(交易時(shí)間) THEN
????? //?? SELLSHORT(1,HOLDING,LIMITR,CLOSE);
?????
???? //盈虧計(jì)算
???? IF ENTERBARS>0 THEN BEGIN
???????? WIN1:=(ENTERPRICE-C)/ENTERPRICE*100;
???????? IF WIN1>MAXPROFIT THEN
???????????? MAXPROFIT:=WIN1;
???????? WIN2:=(MAXPROFIT-WIN1)/MAXPROFIT*100;
???? END
?
???? //空頭初始浮虧超過(guò) P1％ 止損
???? IF WIN1<-P1 THEN
???????? SELLSHORT(1,HOLDING,LIMITR,CLOSE);
?
???? //空頭利潤(rùn)大于 P2％止盈
???? IF WIN1>P2 THEN
???????? SELLSHORT(1,HOLDING,LIMITR,CLOSE);
?????
???? //空頭回撤 P3％ 止盈
???? IF WIN2>P3 AND OPENPROFIT>0 THEN
???????? SELLSHORT(1,HOLDING,LIMITR,CLOSE);
// END

?

?

?

?

您這模型是圖表程序劃交易成功了，還是光看圖表成功了？

我也是個(gè)新手啊，別挑我~

?您的交易時(shí)間 從末尾時(shí)間是股指? 開(kāi)盤(pán)時(shí)間是商品? VMIN = 090000;? TIME<151430;

我也復(fù)制進(jìn)軟件看了看，勝率高的離譜了 都90%以上，? 還有一些問(wèn)題，可能是我嫩點(diǎn)，沒(méi)完全讀出您的模型意思，希望您再斟酌斟酌！

?

?

因?yàn)闃侵鳑](méi)有搞清楚后臺(tái)自動(dòng)交易的原理，所以我們采用了依舊取前臺(tái)信號(hào)，后臺(tái)下單的方法來(lái)解決問(wèn)題。

希望樓主仔細(xì)研究下面的代碼，至于后臺(tái)的工作機(jī)理部分，希望樓主日后熟練使用金字塔的交易策略后再來(lái)自己嘗試編寫(xiě)更復(fù)雜的后臺(tái)策略。

下面代碼紅色部分就是我們給你添加的代碼。

?

?

INPUT:P(50,2,200,1){建倉(cāng)量},P1(1,0,50,1){初始止損幅度}，P2(5,2,100,1){止盈幅度}，P3(30,5,60,5){回撤止盈};
VARIABLE:MAXPROFIT=0,{有倉(cāng)位時(shí)最大獲利幅度}VMIN = 090000;{用于隔夜高開(kāi)或低開(kāi)時(shí)間差}????????????????
WIN1:=0;???????????????????????????????????????????????????????????
WIN2:=0;//止盈、止損、回撤控制
?
交易時(shí)間:=TIME>VMIN AND TIME<151430;

a:=open+10;
b:=open-10;

HNL:=IF(HIGH>REF(HHV(HIGH,3),1),LOW,0);
L1:=IF(HNL>REF(L,1),REF(L,1),IF(HNL>REF(L,2),REF(L,2),IF(HNL>REF(L,3),REF(L,3),IF(HNL>REF(L,4),REF(L,4),0))));
L2:=IF(L1>REF(L,1),REF(L,1),IF(L1>REF(L,2),REF(L,2),IF(L1>REF(L,3),REF(L,3),IF(L1>REF(L,4),REF(L,4),0))));
L3:=VALUEWHEN(L2>0,L2);
LNH:=IF(LOW<REF(LLV(LOW,3),1),HIGH,99999);
H1:=IF(LNH<REF(H,1),REF(H,1),IF(LNH<REF(H,2),REF(H,2),IF(LNH<REF(H,3),REF(H,3),IF(LNH<REF(H,4),REF(H,4),99999))));
H2:=IF(H1<REF(H,1),REF(H,1),IF(H1<REF(H,2),REF(H,2),IF(H1<REF(H,3),REF(H,3),IF(H1<REF(H,4),REF(H,4),0))));
H3:=VALUEWHEN(H2>0,H2);
SEL:=VALUEWHEN((CLOSE>H3 and REF(CLOSE,1)<=H3)or(CLOSE<L3 and REF(CLOSE,1)>=L3),IF(CLOSE>H3 and REF(CLOSE,1)<=H3,1,0));
LINE:IF(SEL=1,L3,H3),COLORblue,LINETHICK2;
DRAWNUMBER(ISLASTBAR,LINE,LINE,0,COLORblue);

//建立多頭的進(jìn)場(chǎng)條件
long:=c>a AND C>LINE ;
if long then
begin

tsellshort(holding<0,0,mkt);
sellshort(holding<0,0,MARKET);

tbuy(holding=0,lmt,a);
buy(holding=0,p,limitr,a);

end

//建立空頭的進(jìn)場(chǎng)條件
short:=c<b AND C<LINE ;
if short then
begin

tsell(holding>0,0,mkt);
sell(holding>0,0,MARKET);

tbuyshort(holding=0,p,lmt,b);
buyshort(holding=0,p,limitr,b);

end

//盈虧計(jì)算
???? IF ENTERBARS>0 THEN BEGIN
???????? WIN1:=(C-ENTERPRICE)/ENTERPRICE*100;
???????? IF WIN1>MAXPROFIT THEN
???????????? MAXPROFIT:=WIN1;
???????? WIN2:=(MAXPROFIT-WIN1)/MAXPROFIT*100;
???? END
?
???? //多頭初始浮虧 P1％ 止損
???? IF WIN1<-P1 THEN?

???? begin

????????? TSELL(1,HOLDING,MKT);?
???????? SELL(1,HOLDING,LIMITR,CLOSE);?

??????end
?
???? //多頭利潤(rùn)大于 P2％ 止盈
???? IF WIN1>P2 THEN?

???? begin

???????? TSELL(1,HOLDING,MKT);?
???????? SELL(1,HOLDING,LIMITR,CLOSE);?
?????end

???? //多頭獲利后回撤 P3％止盈
???? IF WIN2>P3 AND OPENPROFIT>0 THEN?

??? begin

???????? TSELL(1,HOLDING,MKT);?
???????? SELL(1,HOLDING,LIMITR,CLOSE);?

??? end

?//END
?
// IF HOLDING<0 THEN BEGIN
????
???? //空頭平倉(cāng)
//???? IF 平空 THEN
//???????? SELLSHORT(1,HOLDING,LIMITR,CLOSE);
?
???? //空頭收盤(pán)平倉(cāng)
??? // IF NOT(交易時(shí)間) THEN
????? //?? SELLSHORT(1,HOLDING,LIMITR,CLOSE);
?????
???? //盈虧計(jì)算
???? IF ENTERBARS>0 THEN BEGIN
???????? WIN1:=(ENTERPRICE-C)/ENTERPRICE*100;
???????? IF WIN1>MAXPROFIT THEN
???????????? MAXPROFIT:=WIN1;
???????? WIN2:=(MAXPROFIT-WIN1)/MAXPROFIT*100;
???? END
?
???? //空頭初始浮虧超過(guò) P1％ 止損
???? IF WIN1<-P1 THEN?

???? BEGIN

???????? TSELLSHORT(1,HOLDING,MKT);?
???????? SELLSHORT(1,HOLDING,LIMITR,CLOSE);?

?????END
?
???? //空頭利潤(rùn)大于 P2％止盈
???? IF WIN1>P2 THEN?

???? BEGIN

???????? TSELLSHORT(1,HOLDING,MKT);?
???????? SELLSHORT(1,HOLDING,LIMITR,CLOSE);?

???? END
??????
???? //空頭回撤 P3％ 止盈
???? IF WIN2>P3 AND OPENPROFIT>0 THEN?

???? BEGIN

???????? TSELLSHORT(1,HOLDING,MKT);?
???????? SELLSHORT(1,HOLDING,LIMITR,CLOSE);

?????END
// END