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- 2012-8-13
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if(Day !=Day[1])
{
SetTBProfileString(pKey,pKeyTradProve,Text(1));
SetTBProfileString(pKey,pKeyTradState,Text(0));
SetTBProfileString(pKey,pKeyTradCost,Text(0));
SetTBProfileString(pKey,pKeyTradNum,Text(0));
SetTBProfileString(pKey,pKeyTradIdx,Text(0));
tradMem=" ";
maxProfit=0;
maxLoss=0;
}
Else
{
//获取交易状态
tradProve=Value(GetTBProfileString(pKey,pKeyTradProve));
tradState=Value(GetTBProfileString(pKey,pKeyTradState));
tradCost=Value(GetTBProfileString(pKey,pKeyTradCost));
tradNum=Value(GetTBProfileString(pKey,pKeyTradNum));
tradIdx=Value(GetTBProfileString(pKey,pKeyTradIdx));
tradMem=" ";
maxProfit=maxProfit[1];
maxLoss=maxLoss[1];
m1=Average(Open,ma1);//指标
m2=Average(Open,ma2);//指标
//开仓条件
//跌停板附近不开多仓,涨停附近不开空仓
//--------------------------
//m1=iTodayEMA(Open,ma1);//指标
//m2=iTodayEMA(Open,ma2);//指标
//dopos=DoPosition(tradState,tradCyc,curProfit,maxProfit,stopLoss,stopProfis,tracProfis,tracLoss,returnProfis,minProfis,maxHolds,closeTime);
//是用户函数,自己编吧。
if(BarStatus==2)
{
b1=Close>(Q_LowerLimit()+15*MinMove());
s1=Close<(Q_UpperLimit()-15*MinMove()) ;
}
Else
{
b1=Not(High==Low And High==Close Or High[1]==Low[1] );
s1=Not(High==Low And High==Close Or High[1]==Low[1] );
}
If(tradNum<=maxTrad And Time>=0.0001*tradBegin And Time<=0.0001*tradEnd)
{
//开仓条件
bc=CrossOver(m1,m2) And b1 ;//
sc=CrossUnder(m1,m2) And b1 ;//
}
// 当前无仓-----------------------------------------------------------------Begin
if(tradState==0 )
{
// 当前无仓,开始建立多头
if(bc)
{
if(BarStatus==2) tradePrice= Q_AskPrice +splitDot; Else tradePrice=Open+splitDot;
If(Buy(maxLots,tradePrice))
{
SetTBProfileString(pKey,pKeyTradProve,Text(0));
SetTBProfileString(pKey,pKeyTradState,Text(1));
SetTBProfileString(pKey,pKeyTradCost,Text(tradePrice));
SetTBProfileString(pKey,pKeyTradNum,Text(1+tradNum));
SetTBProfileString(pKey,pKeyTradIdx,Text(CurrentBar()));
tradMem="开多-"+Text(tradePrice);
Commentary(tradMem);
}
}
Else
// 当前无仓,开始建立空头
If(sc)
{
if(BarStatus==2)tradePrice= Q_BidPrice -splitDot; Else tradePrice=Open-splitDot;
If(SellShort(maxLots,tradePrice))
{
SetTBProfileString(pKey,pKeyTradProve,Text(0));
SetTBProfileString(pKey,pKeyTradState,Text(-1));
SetTBProfileString(pKey,pKeyTradCost,Text(tradePrice));
SetTBProfileString(pKey,pKeyTradNum,Text(1+tradNum));
SetTBProfileString(pKey,pKeyTradIdx,Text(CurrentBar()));
tradMem="开空-"+Text(tradePrice);
Commentary(tradMem);
}
}
}
// 当前无仓-----------------------------------------------------------------end
// 当前有仓-----------------------------------------------------------------begin
Else
{
//计算当前盈亏和最大浮动盈亏
curProfit=tradState*(Close-tradCost);
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