求交易策略公式改編

作者：金字塔來源：cxh99.com 發布時間：2025年03月31日

咨詢內容： 以下是系統示范的顧比倒數策略公式，懇請技術老師幫忙插入止盈止損的程序片斷，以開倉價為基準，波動1.5%設置止盈止損。謝謝??！

//定義參數
H11:=HIGH;
L11:=LOW;
A:=IFELSE(HIGH>=REF(HIGH,1)&&HIGH>=REF(HIGH,2)&&HIGH>=REF(HIGH,3) &&HIGH>=REF(HIGH,4)&&HIGH>=REF(HIGH,5),LOW,0);
B:=IFELSE(LOW<=REF(LOW,1)&&LOW<=REF(LOW,2)&&LOW<=REF(LOW,3) &&LOW<=REF(LOW,4)&&LOW<=REF(LOW,5),HIGH,888888);
P1:=IFELSE(A>REF(L11,1),REF(L11,1),0);
P2:=IFELSE(A>REF(L11,2)&&A<=REF(L11,1),REF(L,2),0);
P3:=IFELSE(A>REF(L11,3)&&A<=REF(L11,1)&&A<=REF(L11,2),REF(L11,3),0);
P4:=IFELSE(A>REF(L11,4)&&A<=REF(L11,1)&&A<=REF(L11,2)&&A<=REF(L11,3),REF(L11,4),0);
P5:=IFELSE(A>REF(L11,5)&&A<=REF(L11,1)&&A<=REF(L11,2)&&A<=REF(L11,3)&&A<=REF(L11,4),REF(L11,5),0);
P6:=IFELSE(A>REF(L11,6)&&A<=REF(L11,1)&&A<=REF(L11,2)&&A<=REF(L11,3)&&A<=REF(L11,4)&&A<=REF(L11,5),REF(L11,6),0);
P7:=IFELSE(A>REF(L11,7)&&A<=REF(L11,1)&&A<=REF(L11,2)&&A<=REF(L11,3)&&A<=REF(L11,4)&&A<=REF(L11,5)&&A<=REF(L11,6),REF(L11,7),0);
P8:=IFELSE(A>REF(L11,8)&&A<=REF(L11,1)&&A<=REF(L11,2)&&A<=REF(L11,3)&&A<=REF(L11,4)&&A<=REF(L11,5)&&A<=REF(L11,6)&&A<=REF(L11,7),REF(L11,8),0);
P9:=IFELSE(A>REF(L11,9)&&A<=REF(L11,1)&&A<=REF(L11,2)&&A<=REF(L11,3)&&A<=REF(L11,4)&&A<=REF(L11,5)&&A<=REF(L11,6)&&A<=REF(L11,7)&&A<=REF(L11,8),REF(L11,9),0);
P10:=IFELSE(A>REF(L11,10)&&A<=REF(L11,1)&&A<=REF(L11,2)&&A<=REF(L11,3)&&A<=REF(L11,4)&&A<=REF(L11,5)&&A<=REF(L11,6)&&A<=REF(L11,7)&&A<=REF(L11,8)&&A<=REF(L11,9),REF(L11,10),0);
AA:=P1+P2+P3+P4+P5+P6+P7+P8+P9+P10;
PP1:=IFELSE(AA>REF(L11,1),REF(L11,1),0);
PP2:=IFELSE(AA>REF(L11,2)&&AA<=REF(L11,1),REF(L11,2),0);
PP3:=IFELSE(AA>REF(L11,3)&&AA<=REF(L11,1)&&AA<=REF(L11,2),REF(L11,3),0);
PP4:=IFELSE(AA>REF(L11,4)&&AA<=REF(L11,1)&&AA<=REF(L11,2)&&AA<=REF(L11,3),REF(L11,4),0);
PP5:=IFELSE(AA>REF(L11,5)&&AA<=REF(L11,1)&&AA<=REF(L11,2)&&AA<=REF(L11,3)&&AA<=REF(L11,4),REF(L11,5),0);
PP6:=IFELSE(AA>REF(L11,6)&&AA<=REF(L11,1)&&AA<=REF(L11,2)&&AA<=REF(L11,3)&&AA<=REF(L11,4)&&AA<=REF(L11,5),REF(L11,6),0);
PP7:=IFELSE(AA>REF(L11,7)&&AA<=REF(L11,1)&&AA<=REF(L11,2)&&AA<=REF(L11,3)&&AA<=REF(L11,4)&&AA<=REF(L11,5)&&AA<=REF(L11,6),REF(L11,7),0);
PP8:=IFELSE(AA>REF(L11,8)&&AA<=REF(L11,1)&&AA<=REF(L11,2)&&AA<=REF(L11,3)&&AA<=REF(L11,4)&&AA<=REF(L11,5)&&AA<=REF(L11,6)&&AA<=REF(L11,7),REF(L11,8),0);
PP9:=IFELSE(AA>REF(L11,9)&&AA<=REF(L11,1)&&AA<=REF(L11,2)&&AA<=REF(L11,3)&&AA<=REF(L11,4)&&AA<=REF(L11,5)&&AA<=REF(L11,6)&&AA<=REF(L11,7)&&AA<=REF(L11,8),REF(L11,9),0);
PP10:=IFELSE(AA>REF(L11,10)&&AA<=REF(L11,1)&&AA<=REF(L11,2)&&AA<=REF(L11,3)&&AA<=REF(L11,4)&&AA<=REF(L11,5)&&AA<=REF(L11,6)&&AA<=REF(L11,7)&&AA<=REF(L11,8)&&AA<=REF(L11,9),REF(L11,10),0);
AAA:=PP1+PP2+PP3+PP4+PP5+PP6+PP7+PP8+PP9+PP10;
C11:=VALUEWHEN(AAA>0,AAA);
T1:=IFELSE(B<REF(H11,1),REF(H11,1),0);
T2:=IFELSE(B<REF(H11,2)&&B>=REF(H11,1),REF(H11,2),0);
T3:=IFELSE(B<REF(H11,3)&&B>=REF(H11,1)&&B>=REF(H11,2),REF(H11,3),0);
T4:=IFELSE(B<REF(H11,4)&&B>=REF(H11,1)&&B>=REF(H11,2)&&B>=REF(H11,3),REF(H11,4),0);
T5:=IFELSE(B<REF(H11,5)&&B>=REF(H11,1)&&B>=REF(H11,2)&&B>=REF(H11,3)&&B>=REF(H11,4),REF(H11,5),0);
T6:=IFELSE(B<REF(H11,6)&&B>=REF(H11,1)&&B>=REF(H11,2)&&B>=REF(H11,3)&&B>=REF(H11,4)&&B>=REF(H11,5),REF(H11,6),0);
T7:=IFELSE(B<REF(H11,7)&&B>=REF(H11,1)&&B>=REF(H11,2)&&B>=REF(H11,3)&&B>=REF(H11,4)&&B>=REF(H11,5)&&B>=REF(H11,6),REF(H11,7),0);
T8:=IFELSE(B<REF(H11,8)&&B>=REF(H11,1)&&B>=REF(H11,2)&&B>=REF(H11,3)&&B>=REF(H11,4)&&B>=REF(H11,5)&&B>=REF(H11,6)&&B>=REF(H11,7),REF(H11,8),0);
T9:=IFELSE(B<REF(H11,9)&&B>=REF(H11,1)&&B>=REF(H11,2)&&B>=REF(H11,3)&&B>=REF(H11,4)&&B>=REF(H11,5)&&B>=REF(H11,6)&&B>=REF(H11,7)&&B>=REF(H11,8),REF(H11,9),0);
T10:=IFELSE(B<REF(H11,10)&&B>=REF(H11,1)&&B>=REF(H11,2)&&B>=REF(H11,3)&&B>=REF(H11,4)&&B>=REF(H11,5)&&B>=REF(H11,6)&&B>=REF(H11,7)&&B>=REF(H11,8)&&B>=REF(H11,9),REF(H11,10),0);
BB:=IFELSE((T1+T2+T3+T4+T5+T6+T7+T8+T9+T10)=0,888888,T1+T2+T3+T4+T5+T6+T7+T8+T9+T10);
TT1:=IFELSE(BB<REF(H11,1),REF(H11,1),0);
TT2:=IFELSE(BB<REF(H11,2)&&BB>=REF(H11,1),REF(H11,2),0);
TT3:=IFELSE(BB<REF(H11,3)&&BB>=REF(H11,1)&&BB>=REF(H11,2),REF(H11,3),0);
TT4:=IFELSE(BB<REF(H11,4)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3),REF(H11,4),0);
TT5:=IFELSE(BB<REF(H11,5)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3)&&BB>=REF(H11,4),REF(H11,5),0);
TT6:=IFELSE(BB<REF(H11,6)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3)&&BB>=REF(H11,4)&&BB>=REF(H11,5),REF(H11,6),0);
TT7:=IFELSE(BB<REF(H11,7)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3)&&BB>=REF(H11,4)&&BB>=REF(H11,5)&&BB>=REF(H11,6),REF(H11,7),0);
TT8:=IFELSE(BB<REF(H11,8)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3)&&BB>=REF(H11,4)&&BB>=REF(H11,5)&&BB>=REF(H11,6)&&BB>=REF(H11,7),REF(H11,8),0);
TT9:=IFELSE(BB<REF(H11,9)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3)&&BB>=REF(H11,4)&&BB>=REF(H11,5)&&BB>=REF(H11,6)&&BB>=REF(H11,7)&&BB>=REF(H11,8),REF(H11,9),0);
TT10:=IFELSE(BB<REF(H11,10)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3)&&BB>=REF(H11,4)&&BB>=REF(H11,5)&&BB>=REF(H11,6)&&BB>=REF(H11,7)&&BB>=REF(H11,8)&&BB>=REF(H11,9),REF(H11,10),0);
BBB:=TT1+TT2+TT3+TT4+TT5+TT6+TT7+TT8+TT9+TT10;
D:=VALUEWHEN(BBB>0,BBB);
UD:=IFELSE(CLOSE>D&&REF(CLOSE,1)<=D,1,IFELSE(CLOSE<C11&&REF(CLOSE,1)>=C11,-3,0));
K:=VALUEWHEN(UD<>0,UD);
G:=IFELSE(K=1,C11,D),COLORRED;
G1:=VALUEWHEN(ISLASTBAR,G);
TMP:=-K;
//TMP>0,SPK;
//TMP<=0,BPK;
IF HOLDING=0 THEN BEGIN //若持倉為0
IF TMP<=0 THEN //且TMP<=0
BUY(1,1,LIMITR,CLOSE);//開多單
END
IF HOLDING=0 THEN BEGIN //若持倉為0
IF TMP>0 THEN //且TMP>0
BUYSHORT(1,1,LIMITR,CLOSE);//開空單
END
IF HOLDING>0 THEN BEGIN //若持有多單
IF TMP>0 THEN BEGIN //且TMP>0
SELL(1,HOLDING,LIMITR,CLOSE); //平多單
BUYSHORT(1,1,LIMITR,CLOSE); //開空單
END
END
IF HOLDING<0 THEN BEGIN //若持有空單
IF TMP<=0 THEN BEGIN //且TMP<=0
SELLSHORT(1,HOLDING,LIMITR,CLOSE);//平空單
BUY(1,1,LIMITR,CLOSE); //開多單
END
END

//其他
次數:TOTALTRADE,LINETHICK0;
勝率:PERCENTWIN,LINETHICK0;
連虧:MAXSEQLOSS,LINETHICK0;
連贏:MAXSEQWIN,LINETHICK0;
當前持倉:HOLDING,COLORGRAY,LINETHICK0;
當前資產:ASSET,NOAXIS,COLORGRAY;

?來源: www.tumamayizhan.com

金字塔資深技術： //多頭止盈空頭止損
IF (C-AVGENTERPRICE)/AVGENTERPRICE>0.015 THEN BEGIN
SELL(1,HOLDING,MARKET);
SELLSHORT(1,HOLDING,MARKET);
END

//多頭止損空頭止盈
IF (AVGENTERPRICE-C)/AVGENTERPRICE>0.015 THEN BEGIN
SELL(1,HOLDING,MARKET);
SELLSHORT(1,HOLDING,MARKET);
END

技術交流： 感謝6號大咖！只是把這段加到最后測試改進效果很小，是不是放的位置不對我也不懂？另外我想止損后反向開新倉，又如何編輯呢？

技術交流： 放在“其他”的上面即可。這段代碼止盈止損的位置影響不會特別大。

[PEL] 復制代碼

//多頭止盈空頭止損
IF (C-AVGENTERPRICE)/AVGENTERPRICE>0.015 THEN BEGIN
	
	SELL(1,HOLDING,MARKET);

	if HOLDING<0 then BEGIN
		SELLSHORT(1,HOLDING,MARKET);
		BUY(1,1,MARKET);
	end

END

//多頭止損空頭止盈
IF (AVGENTERPRICE-C)/AVGENTERPRICE>0.015 THEN BEGIN

	if HOLDING>0 then BEGIN
		SELL(1,HOLDING,MARKET);
		BUYSHORT(1,1,MARKET);
	end
	SELLSHORT(1,HOLDING,MARKET);
END