INPUT:周期(9,1,99,1); INPUT:交易次數(shù)(99,1,99,1); 多空資產(chǎn):=TRMA( (#DK.多空資產(chǎn)()#),周期),NOAXIS,COLORRED,LINETHICK1; 可用現(xiàn)金:=TRMA( (#DK.可用現(xiàn)金()#),周期),NOAXIS,COLORGREEN,LINETHICK1; 差額:=TRMA(多空資產(chǎn)-可用現(xiàn)金,周期),NOAXIS,LINETHICK1; 開(kāi)期:=ENTERBARS,NOAXIS,LINETHICK0; 平期:=EXITBARS,NOAXIS,LINETHICK0; KD:=(差額>REF(差額,1)) AND HOLDING=0 AND IF(EXITBARS=-1,周期,EXITBARS>=周期+TOTALDAYTRADE); //開(kāi)多條件 PD:=(差額=周期+TOTALDAYTRADE); //平多條件 KK:=(差額=周期+TOTALDAYTRADE); //開(kāi)空條件 PK:=(差額>REF(差額,1)) AND IF(ENTERBARS=-1,周期,ENTERBARS>=周期+TOTALDAYTRADE); //平空條件 IF TOTALDAYTRADE>=交易次數(shù) THEN SETTRADESIGN(0); ELSE SETTRADESIGN(1); 平空:SELLSHORT(PK,0,NEXTOPEN); //平空信號(hào) 開(kāi)多:BUY(KD AND HOLDING=0,1,NEXTOPEN); //開(kāi)多信號(hào) 平多:SELL(PD,0,NEXTOPEN); //平多信號(hào) 開(kāi)空:BUYSHORT(KK AND HOLDING=0,1,NEXTOPEN); //開(kāi)空信號(hào) {} INPUT:盈率0停正開(kāi)(0,0,99,1); INPUT:虧率0停負(fù)開(kāi)(0,-99,0,1); 策保:ROUNDS( ("$HIGH##DAY" * MULTIPLIER * ( TACCOUNT(41)+TACCOUNT(42) )/2 ),0),NOAXIS,LINETHICK0; 策率:ROUNDS( 100*ROUNDS(OPENPROFIT/(策保*ABS(HOLDING) ),4),1),NOAXIS,LINETHICK0,COLORGRAY; 帳率:ROUNDS( 100*ROUNDS( (TACCOUNT(4))/(TACCOUNT(28) ),4),1),NOAXIS,LINETHICK0,COLORGRAY; 登陸:TACCOUNT(53),,LINETHICK0; IF 登陸=1 THEN 盈虧率:=帳率,NOAXIS,LINETHICK0,COLORGRAY;{帳戶登陸} ELSE 盈虧率:=策率,NOAXIS,LINETHICK0,COLORGRAY;{帳戶退出} IF 盈虧率>盈率0停正開(kāi) AND 盈率0停正開(kāi)<>0 THEN BEGIN SETTRADESIGN(1); 多止盈:SELL(1,0,NEXTOPEN); 空止盈:SELLSHORT(1,0,NEXTOPEN); END IF 盈虧率<虧率0停負(fù)開(kāi) AND 虧率0停負(fù)開(kāi)<>0 THEN BEGIN SETTRADESIGN(1); 多止損:SELL(1,0,NEXTOPEN); 空止損:SELLSHORT(1,0,NEXTOPEN); END {} 倉(cāng):HOLDING,LINETHICK0; 資:ASSET,NOAXIS,LINETHICK0; 凈:NETPROFIT,NOAXIS,LINETHICK1; 浮:OPENPROFIT,NOAXIS,LINETHICK0;?
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