请教利润回撤百分比跟踪止损的问题 [复制链接]

tonyb2

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发表于 2013-7-14 09:11:01 |只看该作者 |倒序浏览

本帖最后由 tonyb2 于 2013-7-20 20:34 编辑

请教利润回撤百分比跟踪止损的问题

根据TB指南中的固定点数跟踪止损代码修改，由原来的高点回落固定点数修改为当利润回撤一定百分比时进行跟踪止盈，

例如多头开仓后，当最大利润达到100点后触发跟踪止盈，止盈条件为当前盈利< 自入场后的最大利润的40%即止盈出场。

但为何这段代码放到代码中不触发跟踪止盈？百思不得其解....

确认行情已经超过跟踪止盈的 TrailingStopstartvalue起始点了。。回撤时没有止盈信号。。。
开仓、平仓、初始止损都没问题，就是不止盈。。。

请版主或高手帮看下代码问题出在哪里？

Params
Numeric TrailingStopvalue(40); //percent
Numeric TrailingStopstartvalue(100);//100点为开启止盈的起始点
Vars
Numeric MyPrice;
Numeric MinPoint;
NumericSeries MyExitPrice;
NumericSeries HigherAfterEntry;
NumericSeries LowerAfterEntry;
Begin
if (BarsSinceEntry == 1)
{
HigherAfterEntry = AvgEntryPrice;
LowerAfterEntry = AvgEntryPrice;
} Else If(BarsSinceEntry > 1)
{
HigherAfterEntry = Max(HigherAfterEntry[1],High[1]);
LowerAfterEntry = Min(LowerAfterEntry[1],Low[1]);
}
Else
{
HigherAfterEntry = HigherAfterEntry[1];
LowerAfterEntry = LowerAfterEntry[1];
}
//MinPoint = MinMove * PriceScale;
If (开多仓条件 ){
Buy(Units,Open+minmove*PriceScale*2);
Commentary("多头开仓:"+Text(Open+minmove*PriceScale*2));
trades1=1;
}
If（开空仓条件 ){
SellShort(Units,Open-minmove*PriceScale*2);
Commentary("空头开仓:"+Text(Open-minmove*PriceScale*2));
trades2=1;
}
If(MarketPosition ==1 && BarsSinceEntry>0)
{
If(HighestAfterEntry[1] >= AvgEntryPrice + TrailingStopstartvalue*MinPoint) // 多头跟踪止盈起始条件表达式
{
If( low[1]-AvgEntryPrice-TrailingStopstartvalue>0 and low[1]-AvgEntryPrice-(HigherAfterEntry [1]-AvgEntryPrice)*trailingStopvalue*0.01<0) //利润回撤百分之40时进行止盈
{
MyPrice = low[1];
If(Open < MyPrice) MyPrice = Open;
Sell(1,MyPrice);
Commentary("多头跟踪止盈:"+Text(MyPrice));
}
}
If(low[1]<=AvgEntryPrice-ATRValue*atrSet) //多头亏损初始止损
{ Sell(Units,MIN(open,AvgEntryPrice-ATRValue*atrSet)-minmove*PriceScale*2);
//SellShort(Units,MIN(open,AvgEntryPrice-ATRValue*atrSet)-minmove*PriceScale*2);
Commentary("多头亏损止损:"+Text(MIN(open,AvgEntryPrice-ATRValue*atrSet)-minmove*PriceScale*2));
}
}
If(MarketPosition ==-1 && BarsSinceEntry>0)
{
If(LowestAfterEntry[1] <= AvgEntryPrice - TrailingStopstartvalue*MinPoint)// 跟踪止盈的条件表达式
{
If( AvgEntryPrice-high[1]-TrailingStopstartvalue>0 and AvgEntryPrice-high[1]-(AvgEntryPrice-LowerAfterEntry[1])*trailingStopvalue*0.01<0)
{
MyPrice =High[1];
If(Open > MyPrice) MyPrice = Open;
BuyToCover(1,MyPrice);
Commentary("空头跟踪止盈:"+Text(MyPrice));
}
}
if(high>=AvgEntryPrice+ATRValue*atrSet) //空头亏损初始止损
{
BuyToCover(Units,max(open,AvgEntryPrice+ATRValue*atrSet)+minmove*PriceScale*2);
// Buy(Units,max(open,AvgEntryPrice+ATRValue*atrSet)+minmove*PriceScale*2);
Commentary("空头亏损止损:"+Text(max(open,AvgEntryPrice+ATRValue*atrSet)+minmove*PriceScale*2));
}
}
End