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有点问题，老师改下。 [复制链接]

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电梯直达

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发表于 2016-10-10 09:04:37 |只看该作者 |倒序浏览

Params
//此处添加参数
Numeric Length(14); ////参照KDJ指标
Numeric SlowLength(3); ////参照KDJ指标
Numeric SmoothLength(3);    ////参照KDJ指标
Numeric MaxProfit(20);    ////最大盈利
Numeric MaxBack(10);    ////最大盈利回撤
Numeric StopLoss(10);    /////止损
Vars
//此处添加变量
NumericSeries HighestValue; ////参照KDJ指标
NumericSeries LowestValue; ////参照KDJ指标
NumericSeries KValue; ////参照KDJ指标
Numeric SumHLValue; ////参照KDJ指标
Numeric SumCLValue; ////参照KDJ指标
Numeric DValue; ////参照KDJ指标
NumericSeries LossCount(0);    //亏损次数
Numeric MinPoint;                      // 最小变动单位
Numeric shares(1) ;                   //开仓手数
NumericSeries openPrice(0);
NumericSeries StopPrice1(0);          //止损价
NumericSeries MyPrice(0);
NumericSeries HighSinceEntry(0);
NumericSeries LowSinceEntry(0);
NumericSeries MaxN(0);
Numeric N;
NumericSeries Lcount(0);             //多头次数
NumericSeries Scount(0);    //空头次数

BoolSeries condition11;
BoolSeries condition21;

Begin
//////begin KD计算公式，参照KDJ指标
HighestValue = HighestFC(High, Length);
LowestValue = LowestFC(Low, Length);
SumHLValue = SummationFC(HighestValue-LowestValue,SlowLength);
SumCLValue = SummationFC(Close - LowestValue,SlowLength);
If(SumHLValue <> 0)
{
KValue = SumCLValue/SumHLValue*100;
}Else
{
KValue = 0;
}
DValue = AverageFC(KValue,SmoothLength);
/* PlotNumeric("K",KValue);
PlotNumeric("D",DValue);*/
//PlotNumeric("J",3*KValue - 2*DValue);

//////End KD计算公式，参照KDJ指标
If(CurrentBar <= Length) Return;

MinPoint = MinMove*PriceScale;
shares = LossCount + 1 ; ////开仓手数
condition11 = CrossOver(KValue,DValue) ;
condition21 = CrossUnder(KValue,DValue) ;

/////////多头开仓
If(MarketPosition <> 1 && condition11 && Lcount==0 )
{
Buy(shares,Close);
Lcount =1;
Scount = 0;
MaxN = 0;
HighSinceEntry = EntryPrice;
openPrice = EntryPrice;
}

/////////多头平仓
If(MarketPosition == 1 && BarsSinceEntry >=1 )
{ ////////止损部分
StopPrice1 = openPrice - StopLoss * MinPoint ;  /////止损价
MyPrice = dealprice2(12,Open,High,Low,StopPrice1,MinPoint,0);  ////对价格进行特殊处理的函数
Commentary("MyPrice444="+Text(MyPrice));
If( MyPrice != 0 )
{
Sell(0,MyPrice);
LossCount = LossCount + 1;
}

/////止盈部分
If (High > HighSinceEntry ) HighSinceEntry = High;
N = IntPart( (HighSinceEntry - openPrice) / (MaxProfit * MinPoint) );
If(MaxN < N ) MaxN = N;
If(MaxN > 0 )
{
If(Low <= HighSinceEntry -MaxN * MaxBack * MinPoint )
{
Sell(0,HighSinceEntry -  MaxN * MaxBack * MinPoint );
LossCount = 0;
}
}
}

/////////空头开仓
If(MarketPosition <> -1 && condition21 && Scount==0)
{
SellShort(shares,Close);
Lcount = 0;
Scount = 1;
MaxN = 0;
LowSinceEntry = EntryPrice;
openPrice = EntryPrice;
}

/////////空头平仓
If(MarketPosition == -1 && BarsSinceEntry >=1 )
{
StopPrice1 = openPrice + StopLoss * MinPoint ;  /////止损价
MyPrice = dealprice2(22,Open,High,Low,StopPrice1,MinPoint,0);  ////对价格进行特殊处理的函数
If(MyPrice != 0)
{
BuyToCover(0,MyPrice);
LossCount = LossCount + 1;
}

/////止盈部分
If (Low < LowSinceEntry ) LowSinceEntry = High;
N = IntPart( (openPrice - LowSinceEntry ) / (MaxProfit * MinPoint) );
If(MaxN < N ) MaxN = N;
If(MaxN > 0 )
{
If(High >= LowSinceEntry + MaxN * MaxBack * MinPoint )
{
BuyToCover(0,LowSinceEntry +  MaxN * MaxBack * MinPoint );
LossCount = 0;
}
}
}

Commentary("EntryPrice="+Text(EntryPrice));
Commentary("MinPoint="+Text(MinPoint));
Commentary("shares="+Text(shares));
Commentary("HighSinceEntry="+Text(HighSinceEntry));
Commentary("LowSinceEntry="+Text(LowSinceEntry));
Commentary("StopPrice1="+Text(StopPrice1));
Commentary("MaxN="+Text(MaxN));
Commentary("openPrice="+Text(openPrice));
Commentary("Lcount="+Text(Lcount));
Commentary("Scount="+Text(Scount));

End
还有下边这个代码，也有点问题，老师帮我看下。
//------------------------------------------------------------------------
// 简称: dealprice2
// 名称: dealprice2
// 类别: 用户函数
// 类型: 用户函数
// 输出: Numeric
//------------------------------------------------------------------------
Params
Numeric DType(11); //11多开 12 多平 21空开 22空平
Numeric OpenPrice(0);
Numeric HighPrice(0);
Numeric LowPrice(0);
Numeric NewPrice(0);
Numeric MinPoint(0);
Numeric LossPoint(0); ////滑点

Vars
//此处添加变量

Begin
//此处添加代码正文
If(DType == 11)
{
If(OpenPrice > NewPrice)
{
Return OpenPrice + LossPoint*MinPoint;
}Else If(High >=NewPrice)
{
Return NewPrice;
}Else
      Return 0;

}

If(DType == 12)
{
If(Open < NewPrice)
{
Return OpenPrice - LossPoint*MinPoint;
}Else If(Low <= NewPrice)
{
Return NewPrice;
}Else
Return 0;
}

   If(DType == 21)
   {
If(Open < NewPrice)
{
Return OpenPrice - LossPoint*MinPoint;
}Else If(Low <= NewPrice)
{
Return NewPrice;
}Else
Return 0;
   }

If(DType == 22)
{
If(Open > NewPrice)
{
Return Open + LossPoint*MinPoint;
}Else If(High > NewPrice)
{
Return NewPrice;
}Else
Return 0 ;
}


End

//------------------------------------------------------------------------
// 编译版本: 2016-09-13 170352
// 内核版本: V2.1.2.8
// 版权所有 yaohoo
// 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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