请教前辈这个程序按策略写出来错在哪里？ [复制链接]

nini123

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发表于 2012-4-11 16:14:38 |显示全部楼层

本帖最后由 nini123 于 2012-4-20 17:08 编辑

本人是新手，刚接触TB编程不久，语法没有问题但是跟要得到的结果不一样，希望各位前辈帮忙指正修改下
程序：
Params
   Numeric TradeEndTime(150500);
   Numeric Lots(1);
   Numeric Stoploss(5);
   Numeric Length1(5);
   Numeric Length2(10);
   Numeric Length3(20);
   Numeric Length4(60);
Vars
   NumericSeries MA5;
   NumericSeries MA10;
   NumericSeries MA20;
   NumericSeries MA60;
   NumericSeries EntryPrice;
   NumericSeries ExitPrice;
   NumericSeries high;
   NumericSeries Low;
   NumericSeries MidLine;
   Numeric TargetPrice(0);
   Numeric StopPrice(0);
   Bool Buycondition(False);
   Bool Sellcondition(False);
   Bool condition(False);
   Bool flag(False);
Begin
MA5=AverageFC(Close,Length1);
MA10=AverageFC(Close,Length2);
MA20=AverageFC(Close,Length3);
MA60=AverageFC(Close,Length4);
PlotNumeric("MA5",MA5);
PlotNumeric("MA10",MA10);
PlotNumeric("MA20",MA20);
PlotNumeric("MA60",MA60);
StopPrice=MA60-Stoploss*minmove*PriceScale;
if(date==date[1]&&Time<TradeEndTime*0.000001)
{if(CrossOver(MA5[1],MA20[1]))
   {Buycondition=True;
   EntryPrice=Open;
   Buy(Lots,EntryPrice);
            }//5日均线上穿20日均线，多头进场一手
if(Buycondition&&Close[1]<MA60[1])//进场后，如果价格仍然处于MA60之下
{TargetPrice=EntryPrice+2*minmove*priceScale;
   if(CrossUnder(MA5[1],MA20[1]))//5日均线下20日均线时平仓止损
   {Sell(lots,Open);
   Buycondition=False;
   Sellcondition=False;
   }
   else if(Open-EntryPrice>=5*minmove*PriceScale&&High>=TargetPrice)//有盈利超过五点，则跟踪止盈设在进场点上方两个点
   {ExitPrice=Max(TargetPrice,Open);
   Sell(Lots,ExitPrice);
   }
}
/*B条件*/if(Buycondition&&CrossOver(Close[1],MA60[1]))//进场后价格上穿MA60
   {EntryPrice=MA60+MinMove*3*PriceScale;
      Buy(Lots,EntryPrice);//在MA60上方3点处加仓一手
      if(Low<=MidLine)//止损设于布林通道中轨处
      {ExitPrice=min(MidLine,Open);
            sell(lots,Exitprice);
            Buycondition=False;//多单进场条件清零
      condition=True;
         }
   }
/*C条件*/if(condition&&CrossUnder(MA5[1],MA20[1]))
      {SellShort(Lots,open);
      StopPrice=MA60-Stoploss*minmove*PriceScale;
      flag=true;
      if(high>=StopPrice)
      {ExitPrice=Min(StopPrice,open);
      Buytocover(lots,ExitPrice);
      Buycondition=False;
      Sellcondition=False;
      }
      else
      {if(CrossOver(MA5[1],MA10[1]))
      buytocover(lots,open);
      else if(Close<=midline)
      {Buytocover(lots,open);
      }
      }
   }
      if(condition&&flag&&CrossOver(MA5[1],MA20[1]))
      {buy(lots,open);
      TargetPrice=open+10*minmove*PriceScale;
      if(High>=TargetPrice)
      sell(lots,min(TargetPrice,open));
      else if(CrossUnder(MA5[1],MA10[1]))
      sell(lots,open);
      }
   }
   else
   {Sell(0,open);
   Buytocover(0,open);
   Buycondition=False;
   Sellcondition=False;
   }
End

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