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//------------------------------------------------------------------------
// 简称: RRKK_C04
// 名称:
// 类别: 公式应用
// 类型: 用户应用
// 输出: Void
//------------------------------------------------------------------------
//说明：单均线策略
//源码是交易开拓者(TB)源码，交易周期日线
//交易品种：c9000、cf000、hc000、i9000、j9000、m9000、rb000、ru000、zc000等商品指数期货
Params
Numeric Length1(20); //均价线长度20
Numeric S1(2); //开仓确认周期数
Numeric S2(2); //平仓确认周期数
Numeric Lots(1); //交易手数1手
Numeric StartPer1(10); //1级跟踪止盈，盈利10%启动
Numeric StopPer1(100); //1级跟踪止盈，盈利回撤100%触发
Numeric StartPer2(20); //2级跟踪止盈，盈利20%启动
Numeric StopPer2(50); //2级跟踪止盈，盈利回撤50%触发
Numeric StartPer3(30); //3级跟踪止盈，盈利30%启动
Numeric StopPer3(30); //3级跟踪止盈，盈利回撤30%触发
Numeric StartPer4(50); //3级跟踪止盈，盈利50%启动
Numeric StopPer4(15); //3级跟踪止盈，盈利回撤15%触发
Numeric StopLoss(5); // 止损5%
Vars
NumericSeries MA1; //均价线
Bool BuyEntry(False);
Bool SellEntry(False);
Bool BuyExit(False);
Bool SellExit(False);
NumericSeries HighestAfterEntry; // 开仓后出现的最高价
NumericSeries LowestAfterEntry; // 开仓后出现的最低价
Begin
//过滤日线集合竞价
If(!CallAuctionFilter()) return;
//MA1
MA1=AverageFC(Close,Length1);
PlotNumeric("MA1",MA1);
//开平仓条件
BuyEntry=CountIf(Close[1]>MA1[1],S1)==S1;
SellEntry=CountIf(Close[1]<MA1[1],S1)==S1;
SellExit=CountIf(Close[1]>MA1[1],S2)==S2;
BuyExit=CountIf(Close[1]<MA1[1],S2)==S2;
//程序主体
If(MarketPosition!=1 && BuyEntry) //满足开多条件
{
Buy(Lots,Open);
Commentary("开多");
}
Else If(MarketPosition!=-1 && SellEntry) //满足开空条件
{
SellShort(Lots,Open);
Commentary("开空");
}
Else If(MarketPosition==-1 && SellExit) //满足平空条件
{
BuyToCover(0,Open);
Commentary("平空");
}
Else If(MarketPosition==1 && BuyExit) //满足平多条件
{
Sell(0,Open);
Commentary("平多");
}
//1级跟踪止盈，盈利10%启动，盈利回撤100%触发
If(MarketPosition==-1 && BarsSinceLastEntry>0 && LowestAfterEntry[1]<=LastEntryPrice*(1-0.01*StartPer1) && High>=LowestAfterEntry[1]+(LastEntryPrice-LowestAfterEntry[1])*0.01*StopPer1)
{
BuyToCover(0,Max(Open,LowestAfterEntry[1]+(LastEntryPrice-LowestAfterEntry[1])*0.01*StopPer1));
}
If(MarketPosition==1 && BarsSinceLastEntry>0 && HighestAfterEntry[1]>=LastEntryPrice*(1+0.01*StartPer1) && Low<=HighestAfterEntry[1]-(HighestAfterEntry[1]-LastEntryPrice)*0.01*StopPer1)
{
Sell(0,Min(Open,HighestAfterEntry[1]-(HighestAfterEntry[1]-LastEntryPrice)*0.01*StopPer1));
}
//2级跟踪止盈，盈利20%启动，盈利回撤50%触发
If(MarketPosition==-1 && BarsSinceLastEntry>0 && LowestAfterEntry[1]<=LastEntryPrice*(1-0.01*StartPer2) && High>=LowestAfterEntry[1]+(LastEntryPrice-LowestAfterEntry[1])*0.01*StopPer2)
{
BuyToCover(0,Max(Open,LowestAfterEntry[1]+(LastEntryPrice-LowestAfterEntry[1])*0.01*StopPer2));
}
If(MarketPosition==1 && BarsSinceLastEntry>0 && HighestAfterEntry[1]>=LastEntryPrice*(1+0.01*StartPer2) && Low<=HighestAfterEntry[1]-(HighestAfterEntry[1]-LastEntryPrice)*0.01*StopPer2)
{
Sell(0,Min(Open,HighestAfterEntry[1]-(HighestAfterEntry[1]-LastEntryPrice)*0.01*StopPer2));
}
//3级跟踪止盈，盈利30%启动，盈利回撤30%触发
If(MarketPosition==-1 && BarsSinceLastEntry>0 && LowestAfterEntry[1]<=LastEntryPrice*(1-0.01*StartPer3) && High>=LowestAfterEntry[1]+(LastEntryPrice-LowestAfterEntry[1])*0.01*StopPer3)
{
BuyToCover(0,Max(Open,LowestAfterEntry[1]+(LastEntryPrice-LowestAfterEntry[1])*0.01*StopPer3));
}
If(MarketPosition==1 && BarsSinceLastEntry>0 && HighestAfterEntry[1]>=LastEntryPrice*(1+0.01*StartPer3) && Low<=HighestAfterEntry[1]-(HighestAfterEntry[1]-LastEntryPrice)*0.01*StopPer3)
{
Sell(0,Min(Open,HighestAfterEntry[1]-(HighestAfterEntry[1]-LastEntryPrice)*0.01*StopPer3));
}
//4级跟踪止盈，盈利50%启动，盈利回撤15%触发
If(MarketPosition==-1 && BarsSinceLastEntry>0 && LowestAfterEntry[1]<=LastEntryPrice*(1-0.01*StartPer4) && High>=LowestAfterEntry[1]+(LastEntryPrice-LowestAfterEntry[1])*0.01*StopPer4)
{
BuyToCover(0,Max(Open,LowestAfterEntry[1]+(LastEntryPrice-LowestAfterEntry[1])*0.01*StopPer4));
}
If(MarketPosition==1 && BarsSinceLastEntry>0 && HighestAfterEntry[1]>=LastEntryPrice*(1+0.01*StartPer4) && Low<=HighestAfterEntry[1]-(HighestAfterEntry[1]-LastEntryPrice)*0.01*StopPer4)
{
Sell(0,Min(Open,HighestAfterEntry[1]-(HighestAfterEntry[1]-LastEntryPrice)*0.01*StopPer4));
}
// 启动止损
If(MarketPosition==-1 && BarsSinceLastEntry>0 && High>=LastEntryPrice*(1+StopLoss*0.01))
{
BuyToCover(0,Max(LastEntryPrice*(1+StopLoss*0.01),Open));
Commentary("空头亏损"+Text(StopLoss)+"%止损");
}
If(MarketPosition==1 && BarsSinceLastEntry>0 && Low<=LastEntryPrice*(1-StopLoss*0.01))
{
Sell(0,Min(LastEntryPrice*(1-StopLoss*0.01),Open));
Commentary("多头亏损"+Text(StopLoss)+"%止损");
}
//记录开仓后高低点
If(BarsSinceentry == 0)
{
HighestAfterEntry = High;
LowestAfterEntry = Low;
}else
{
HighestAfterEntry = Max(HighestAfterEntry,High); // 记录下当前Bar的最高点，用于下一个Bar的跟踪止损判断
LowestAfterEntry = Min(LowestAfterEntry,Low); // 记录下当前Bar的最低点，用于下一个Bar的跟踪止损判断
}
End
//------------------------------------------------------------------------
// 编译版本: 2017-07-11 091043
// 内核版本: V2.6.2.14
// 版权所有 zxjt30920087
// 更改声明 TradeBlazer Software保留对TradeBlazer平台
// 每一版本的TradeBlazer公式修改和重写的权利
//------------------------------------------------------------------------

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