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if shortx1 and buyorderthisbar=0 then begin
像類似這樣平倉(cāng)語(yǔ)句里面有全局變量操作的，要在平倉(cāng)條件的if里面加上holding判斷
比如平多就要加holding>0的判斷，平空就要加holding<0的判斷
input :k(20,5,30,1)
input:avglen(30,10,100,5);
input : atrlen(20,5,30,1) ;
input : ss(2,1,1000,1) ;
//聲明變量
nt := 1 ; //調(diào)試信息帶時(shí)間戳
buyorderthisbar := 0 ; //當(dāng)前bar有過(guò)交易
variable : _debug = 1 ; //是否輸出前臺(tái)交易指令
variable : turtleunits=0 ; //交易單位
variable : myentryprice1=0;
variable : myentryprice2=0;
variable : myexitprice=0;
variable : n=0;
variable : m=0;
variable : yk=0;
//準(zhǔn)備需要計(jì)算的變量
zhh:ref(high,k);
zll:ref(low,k);
kqls:=enterbars+1;
khh:=hhv(high,kqls);
kll:=llv(low,kqls);
avgtr :=ref(ma(tr,atrlen),1);
//開(kāi)始執(zhí)行時(shí) 初始化數(shù)據(jù)
if barpos=1 then begin
position :=0 ;
posnum:=ss;
end
//如果當(dāng)前是沒(méi)有持倉(cāng)的狀態(tài)
if position=0 and barpos>20 and h>l then begin
//建立多頭進(jìn)場(chǎng)條件
long:=high>=zhh ;
//多頭進(jìn)場(chǎng)
if long and holding=0 then begin
myentryprice1 :=if(open>zhh+0.2 ,open+0.6 ,zhh+0.6);
buy( _debug,posnum,limitr,myentryprice1);
jqsh:=1;
position := 1 ;
turtleunits := 1 ;
// n:= avgtr ;
buyorderthisbar := 1;
end
//建立空頭進(jìn)場(chǎng)條件
short:=low<=zll ;
//空頭進(jìn)場(chǎng)
if short and position=0 and holding=0 then begin
myentryprice2:= if(open<zll-0.2 ,open-0.6 ,zll-0.6) ;
buyshort( _debug,posnum,limitr,myentryprice2);
jqsh:=1;
position := -1 ;
turtleunits := 1 ;
//n := avgtr ;
buyorderthisbar := 1;
end
end
//如果當(dāng)前持有多頭倉(cāng)位的狀態(tài)
if position=1 and barpos>20 and h>l then begin
//多頭加倉(cāng)條件
{while (close>myentryprice+0.5*n) and turtleunits<4 and jqsh=1 do begin
myentryprice := if(open>myentryprice+0.5*n ,open+0.6 ,myentryprice+0.5*n+0.6 ) ;
myentryprice:= ceiling(myentryprice/mindiff)*mindiff ;
buy( _debug, posnum, limitr,myentryprice );
turtleunits := turtleunits+1 ;
buyorderthisbar := 1;
end }
//建立多頭離場(chǎng)條件
longx1 := low<zll-mindiff;
myexitprice:=zll-mindiff;
if longx1 and buyorderthisbar=0 and holding>0 then begin
myexitprice := if(open<myexitprice-0.2 ,open-0.6 ,myexitprice-0.6) ;
sell( _debug ,0,limitr,myexitprice);
position := 0 ;
turtleunits := 0 ;
yk:=myexitprice- myentryprice2;
if yk>0 then begin
n:=0;
m:=m+1;
end
if yk<0 then begin
n:=n+1;
m:=0;
end
// if n>=3 then posnum:=ss;
end // if m>=3 then posnum:=0.5*ss;
//建立多頭止損條件
longx2 := low<(khh-2*n);
if longx2 and position=1 and buyorderthisbar=0 and holding>0 then begin
myexitprice := if(open<khh-2*n ,open-0.6 ,khh-2*n-0.6) ;
myexitprice := floor(myexitprice/mindiff)*mindiff ;
sell( _debug ,0,limitr,myexitprice);
position := 0 ;
turtleunits := 0 ;
yk:=myexitprice- myentryprice2;
if yk>0 then begin
n:=0;
m:=m+1;
end
if yk<0 then begin
n:=n+1;
m:=0;
end
end
end
//如果當(dāng)前持有空頭倉(cāng)位的狀態(tài)
if position = -1 and barpos>20 and h>l then begin
//空頭加倉(cāng)條件
{while (close<myentryprice-0.5*n) and turtleunits<4 and jqsh=1 do begin
myentryprice := if(open<myentryprice-0.5*n ,open-0.6 ,myentryprice-0.5*n-0.6 ) ;
kkj := floor(myentryprice/mindiff)*mindiff ;
buyshort( _debug,posnum, limitr,myentryprice );
turtleunits := turtleunits+1 ;
buyorderthisbar := 1;
end }
//建立空頭離場(chǎng)條件
shortx1 := high>zhh+mindiff;
myexitprice:=zhh+mindiff;
if shortx1 and buyorderthisbar=0 and holding<0 then begin
myexitprice := if(open>myexitprice,open+0.6, myexitprice+0.6);
sellshort( _debug,0,limitr,myexitprice);
position := 0 ;
turtleunits := 0 ;
yk:=myentryprice2-myexitprice;
if yk>0 then begin
n:=0;
m:=m+1;
end
if yk<0 then begin
n:=n+1;
m:=0;
end
//if n>=3 then posnum:=ss;
//if m>=3 then posnum:=0.5*ss;
end
//建立空頭止損條件
shortx2 := high>kll+2*n ;
if shortx2 and position = -1 and buyorderthisbar=0 and holding<0 then begin
myexitprice:= if(open>kll+2*n ,open+0.6 ,kll+2*n+0.6) ;
myexitprice := ceiling(myexitprice/mindiff)*mindiff ;
sellshort( _debug,0,limitr,myexitprice);
position := 0 ;
turtleunits := 0 ;
yk:=myentryprice2-myexitprice;
if yk>0 then begin
n:=0;
m:=m+1;
end
if yk<0 then begin
n:=n+1;
m:=0;
end
// if n>=3 then posnum:=ss;
//if m>=3 then posnum:=0.5*ss;
end
end
if n>=3 and ref(n,1)=2 then posnum:=ss;
if m>=3 and ref(m,1)=2 then posnum:=0.5*ss;