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标题: 关于盈利之后暂停交易一段时间的问题，急求！ [打印本页]

作者: fl1652546 时间: 2016-1-26 13:41:46 标题: 关于盈利之后暂停交易一段时间的问题，急求！

我想实现一个信号盈利超过一定范围后暂停交易几根K线（例如螺纹盈利超过1000（100点）后，自平仓K线起50根K线不在交易），我利用entryprice，exitprice进行判断不行，利用持仓盈利也不行。请大神们帮忙指点一下，源码如下：
Params
Numeric Length1(13);
Numeric Length2(55);

Numeric lev1_profit(200);//止盈参数
Numeric lev2_profit(500);
Numeric lev3_profit(1000);
Numeric LV1(0);
Numeric LV2(0.5);
Numeric LV3(0.9);
Numeric Maxloss(0.01);//止损参数
Numeric Lots(1);//交易手数
Vars
NumericSeries BuyPosition(0);
NumericSeries SellPosition(0);
Bool Conbuy(False);
Bool ConSellShort(False);

NumericSeries Tradecontrol(0);//盈利后暂停交易控制器，1为暂停50根K线，2为暂停100根K线
NumericSeries Tradebutton(1);//是否交易的开关,1为交易，0为暂停交易
Begin
//指标公式
BuyPosition = XAverage(C,Length1);
SellPosition = XAverage(LinearRegSlope(C,21)*20+C,Length2);
PlotNumeric("买线",BuyPosition,0);
PlotNumeric("卖线",SellPosition,0);
//入场条件
Conbuy=CrossOver(BuyPosition[1],SellPosition[1]);
ConSellShort=CrossUnder(BuyPosition[1],SellPosition[1]);

if(Tradebutton==1)
      {
if (Conbuy )
            {
               Buy(Lots,open);
            PlotString("多开","多开",Low-5,Yellow,1);
            }
if (ConSellShort)
            {
                 SellShort(Lots,open);
              PlotString("空开","空开",High+5,Yellow,1);
              }
      }
// 初始止损
if (marketposition>0 and close[1]<entryprice*(1-Maxloss))
      {
      sell(0,open);
PlotString("多损","多损",High+5,Yellow,1);
}
if (marketposition<0 and close[1]>entryprice*(1+Maxloss))
      {
      buytocover(0,open);
PlotString("空损","空损",Low-5,Yellow,1);
}

// 多单盈利离场
if (marketposition>0 and maxpositionprofit>lev3_profit)
      {
      if (positionprofit<maxpositionprofit*LV3)
      {
              sell (0,open);
PlotString("多离3","多离3",High+5,Yellow,1);
Tradecontrol=2;
}
}
if (marketposition>0 and maxpositionprofit>lev2_profit)
      {
      if (positionprofit<maxpositionprofit*LV2)
      {
              sell (0,open);
PlotString("多离2","多离2",High+5,Yellow,1);
Tradecontrol=1;
}
}
if (marketposition>0 and maxpositionprofit>lev1_profit)
      {
      if (positionprofit<maxpositionprofit*LV1)
      {
              sell (0,open);
PlotString("多离1","多离1",High+5,Yellow,1);
}
}

// 空单盈利离场

if (marketposition<0 and maxpositionprofit>lev3_profit)
      {
if (positionprofit<maxpositionprofit*LV3)
      {
             buytocover(0,open);
PlotString("空离3","空离3",Low-5,Yellow,1);
Tradecontrol=2;
}
}
if (marketposition<0 and maxpositionprofit>lev2_profit)
      {
if (positionprofit<maxpositionprofit*LV2)
      {
           buytocover(0,open);
PlotString("空离2","空离2",Low-5,Yellow,1);
Tradecontrol=1;
}
}
if (marketposition<0 and maxpositionprofit>lev1_profit)
      {
if (positionprofit<maxpositionprofit*LV1)
      {
             buytocover(0,open);
PlotString("空离1","空离1",Low-5,Yellow,1);
}
}
//大幅盈利之后暂停交易
if (Tradecontrol==2 and BarsSinceExit<50 )
      {
      Tradebutton=0;
}else
      if (Tradecontrol==1 and BarsSinceExit<30 )
      {
         Tradebutton=0;
      }else
      {
      Tradebutton=1;
}
End

作者: tbheyihao 时间: 2016-1-26 16:45:55

建立一个序列变量，比如delaybars(0).
1、在盈利平仓时，将delaybars=50.
2、然后在程序开始阶段，写上一句，delaybars=delaybars-1;
3、开仓条件中补上 delaybars==0的附加条件。

作者: fl1652546 时间: 2016-1-27 09:46:27

能否在我的程序上加一下，根据你的描述我加上后没有信号了

作者: fl1652546 时间: 2016-1-27 13:45:09

Params
Numeric Length1(13);
Numeric Length2(55);

Numeric lev1_profit(200);//止盈参数
Numeric lev2_profit(500);
Numeric lev3_profit(1000);
Numeric LV1(0);
Numeric LV2(0.5);
Numeric LV3(0.9);
Numeric Maxloss(0.01);//止损参数
Numeric Lots(1);//交易手数
Vars
NumericSeries BuyPosition(0);
NumericSeries SellPosition(0);
Bool Conbuy(False);
Bool ConSellShort(False);
NumericSeries DelayTradeBars(0);

Begin
//指标公式
BuyPosition = XAverage(C,Length1);
SellPosition = XAverage(LinearRegSlope(C,21)*20+C,Length2);
PlotNumeric("买线",BuyPosition,0);
PlotNumeric("卖线",SellPosition,0);
//入场条件
Conbuy=CrossOver(BuyPosition[1],SellPosition[1]);
ConSellShort=CrossUnder(BuyPosition[1],SellPosition[1]);

if(DelayTradeBars==0)
      {
if (Conbuy )
            {
               Buy(Lots,open);
            PlotString("多开","多开",Low-5,Yellow,1);
            }
if (ConSellShort)
            {
                 SellShort(Lots,open);
              PlotString("空开","空开",High+5,Yellow,1);
              }
      }
// 初始止损
if (marketposition>0 and close[1]<entryprice*(1-Maxloss))
      {
      sell(0,open);
PlotString("多损","多损",High+5,Yellow,1);
}
if (marketposition<0 and close[1]>entryprice*(1+Maxloss))
      {
      buytocover(0,open);
PlotString("空损","空损",Low-5,Yellow,1);
}

// 多单盈利离场
DelayTradeBars=DelayTradeBars-1;
if (marketposition>0 and maxpositionprofit>lev3_profit)
      {
      if (positionprofit<maxpositionprofit*LV3)
      {
              sell (0,open);
DelayTradeBars=50;
PlotString("多离3","多离3",High+5,Yellow,1);
}
}
if (marketposition>0 and maxpositionprofit>lev2_profit)
      {
      if (positionprofit<maxpositionprofit*LV2)
      {
              sell (0,open);
PlotString("多离2","多离2",High+5,Yellow,1);
}
}
if (marketposition>0 and maxpositionprofit>lev1_profit)
      {
      if (positionprofit<maxpositionprofit*LV1)
      {
              sell (0,open);
PlotString("多离1","多离1",High+5,Yellow,1);
}
}

// 空单盈利离场

if (marketposition<0 and maxpositionprofit>lev3_profit)
      {
if (positionprofit<maxpositionprofit*LV3)
      {
             buytocover(0,open);
DelayTradeBars=50;
PlotString("空离3","空离3",Low-5,Yellow,1);
}
}
if (marketposition<0 and maxpositionprofit>lev2_profit)
      {
if (positionprofit<maxpositionprofit*LV2)
      {
           buytocover(0,open);
PlotString("空离2","空离2",Low-5,Yellow,1);
}
}
if (marketposition<0 and maxpositionprofit>lev1_profit)
      {
if (positionprofit<maxpositionprofit*LV1)
      {
             buytocover(0,open);
PlotString("空离1","空离1",Low-5,Yellow,1);
}
}
End

作者: fl1652546 时间: 2016-1-27 13:46:37

我这样改完之后信号就没有了，麻烦技术人员帮忙看一下哪里有问题

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