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标题: 这个公式编译通过也触发不了跟踪止损，有没有大神指点一下问题在哪里 [打印本页]

作者: baby9112 时间: 2018-12-22 17:13:00 标题: 这个公式编译通过也触发不了跟踪止损，有没有大神指点一下问题在哪里

         Params
//此处添加参
   Numeric StartPer1(5);  //1级跟踪止盈，盈利10%启动
   Numeric StopPer1(20); //1级跟踪止盈，盈利回撤100%触发
   Numeric StartPer2(10); //2级跟踪止盈，盈利20%启动
   Numeric StopPer2(30);  //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(1); // 止损2%

Vars
//此处添加变量
   NumericSeries HighestAfterEntry;       // 开仓后出现的最高价
   NumericSeries LowestAfterEntry;       // 开仓后出现的最低价
//记录开仓后高低点
   if (BarsSinceEntry == 1)
      {
            HighestAfterEntry = High;
            LowestAfterEntry = Low;
      } Else If(BarsSinceEntry > 1)
      {
            HighestAfterEntry = Max(HighestAfterEntry[1],High[1]);
            LowestAfterEntry = Min(LowestAfterEntry[1],Low[1]);
      }
      Else
      {
            HighestAfterEntry = HighestAfterEntry[1];
            LowestAfterEntry = LowestAfterEntry[1];
      }
         Commentary("HighestAfterEntry="+Text(HighestAfterEntry));
         Commentary("LowestAfterEntry="+Text(LowestAfterEntry));

   //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(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(Text(StopLoss)+"%止损");
      }
      End

作者: 小米 时间: 2018-12-26 15:21:54

可以使用commentary等注释语句，对信号条件的值进行注释输出，以人工对比判断到底是什么条件没有满足，从而没有按原想法出信号。

作者: Goldinvp 时间: 2018-12-27 21:06:11

（1）没有进场的指令。BarsinceEntry根本无法执行，因为没有Entry
（2）另外，这个止盈的分级没有任何意义。只要最低的条件符合，后面这些都没有用。

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