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请教:当赢利>=1%,回吐到70%平仓,问题在哪 [金字塔]

  • 咨询内容:

    基本思路,就是根据开盘价,比开盘价高N1就开多,低N1开空,价格亏损N2元就止损,赢利超过0.5%-1% ,回吐到50%平仓,赢利超过1%,回吐到70%平仓,第一次平仓是对的,再次开仓之后的平仓就不行了,开仓即平。


    variable:HigherAfterEntry=0,LowerAfterEntry=999999;


    input:n1(10,5,30,1);
    input:n2(20,5,40,1);
    input:n6(6,4,30,1);
    input:n7(2,1,20,1);


    //9点开仓

    open5_1:callstock('',vtopen,2,-1);//5分钟周期的开盘价
    close5_1:callstock('',vtclose,2,-1);//5分钟周期的收盘价

    open3_1:callstock('',vtopen,17,-1);//3分钟周期的开盘价
    close3_1:callstock('',vtclose,17,-1);//3分钟周期的收盘价

    vols20_1:=callstock('',vtvol,22,20);//20秒周期的成交量
    vol1_1:=callstock('',vtvol,1,-1);//1分钟周期的成交量


    dayopen:=valuewhen(time=130100,open);

    开盘价:=dayopen,noaxis,linethick0;
    成交量:=REF(vol,1),noaxis,linethick0;

    if time=130100 then
    begin

    loss:=0; //限制开仓方式一,只开一次
    count1:=1;
    count2:=1;

    end

    计数一:=count1,noaxis,linethick0;
    计数二:=count2,noaxis,linethick0;
    计数三:=loss,noaxis,linethick0;

    h_1:=ref(h,1);
    l_1:=ref(l,1);

    c_1:=ref(c,1);

    o_1:=ref(o,1);

    vol_1:=ref(vol,1);

    vol_2:=ref(vol,2);

    vol_3:=ref(vol,3);

    vol_4:=ref(vol,4);

    sumvol:vol_2+vol_3+vol_4,noaxis,linethick0;

    lots:=1;

    if time>=130000 and holding=0 and count1=1 and loss=0 then

     begin
     
     if h>=dayopen+n1 
     then
     begin
     buy(1,lots,limitr,dayopen+n1);  //如果9:00走势超过开盘价n1元就开多单
     count1:=0;
     loss:=1;
     end
     
     if l<=dayopen-n1 
     
       then
       begin
       buyshort(1,lots,limitr,dayopen-n1); //9:00走势低于开盘
    价n1元就开空单
       count1:=0;
       loss:=1;
       end
     
     end
     
     If enterbars=0 then
     begin
     HigherAfterEntry:=enterprice;
     LowerAfterEntry:=enterprice;
     end;
    else If enterbars>=1 then
     begin
     HigherAfterEntry:=max(HigherAfterEntry,h_1);
     LowerAfterEntry:=min(LowerAfterEntry,l_1);
     end;
     //hh:HigherAfterEntry,noaxis,linethick0;
    //ll:LowerAfterEntry,noaxis,linethick0;

    if time>=130101 and time<180000  then
     
     BEGIN
     
     if holding>0  and  l<=ENTERPRICE-n2
     
     then 
     begin
     sell(1,holding,limitr,enterprice-n2); //9.00开多单,止损设置低于成交价n2元

     end
     
     if holding<0  and  h>=ENTERPRICE+n2
     then 
     begin
     sellshort(1,holding,limitr,enterprice+n2); //9.00开空单,止损设置高于成交价n2元

     end
     
     end 
     
     
     再次开多、空仓

    ………………

     

     
     //开多单的平仓
     
     if holding>0 and enterbars>0  then
     
     begin
     
     

     
     if  enterbars>=1  and HigherAfterEntry>=enterprice*(1+1/100)       //成交赢利超过1%,回吐到70%出场
     then
     begin
     price:=EnterPrice+(HigherAfterEntry-EnterPrice)*70/100;
     if low<=price then
     begin
     sell(1,holding,limitr,min(open,price)) ;
     count2:=1;
     end;
     end;
     
    if  enterbars>=1   and HigherAfterEntry<=enterprice*(1+1/100) and HigherAfterEntry>=enterprice*(1+0.5/100)       //成交赢利不超过1%,大于0.5%,回吐到50%出场
     then
     begin
     price:=EnterPrice+(HigherAfterEntry-EnterPrice)*50/100;
     if low<=price then
     begin
     sell(1,holding,limitr,min(open,price)) ;
      count2:=1;
     end;
     end;
     
     end
     
     
    //开空单的平仓
     
     if holding<0 and enterbars>0  then
     
     begin
     
     
     
     if  enterbars>=1    and lowerAfterEntry<=enterprice*(1-1/100)       //成交赢利超过1%,回吐到70%赢利出场
     then
     begin
     price:=EnterPrice - (EnterPrice-LowerAfterEntry)*70/100;
     if high>=price then
     begin
     sellshort(1,holding,limitr,max(open,price)) ;
      count2:=1;
     end;
     end;
     
      if  enterbars>=1   and lowerAfterEntry>=enterprice*(1-1/100)  and lowerAfterEntry<=enterprice*(1-0.5/100)      //成交赢利不超过1%,大于0.5%,回吐到50%出场
     then
     begin
     price:=EnterPrice - (EnterPrice-LowerAfterEntry)*50/100;
     if high>=price then
     begin
     sellshort(1,holding,limitr,max(open,price)) ;
     count2:=1;
     end;
     end;
     
     end
     
     

     
     
     //收盘平仓
    if time>=183000 then begin
      sell(1,holding,thisclose);
      sellshort(1,holding,thisclose);
    end
     

     

  • 金字塔客服:

    下单价格不合理,价格超出k线范围,导致了该单子被系统检测为无法成交的单子,所以要在所有下单函数语句后面加上,IGNORECHECKPRICE

     

    下面是经过修改后的代码:

     

    variable:HigherAfterEntry=0,LowerAfterEntry=999999;


    input:n1(10,5,30,1);
    input:n2(20,5,40,1);
    input:n6(6,4,30,1);
    input:n7(2,1,20,1);


    //9点开仓

    open5_1:callstock('',vtopen,2,-1);//5分钟周期的开盘价
    close5_1:callstock('',vtclose,2,-1);//5分钟周期的收盘价

    open3_1:callstock('',vtopen,17,-1);//3分钟周期的开盘价
    close3_1:callstock('',vtclose,17,-1);//3分钟周期的收盘价

    vols20_1:=callstock('',vtvol,22,20);//20秒周期的成交量
    vol1_1:=callstock('',vtvol,1,-1);//1分钟周期的成交量


    dayopen:=valuewhen(time=130100,open);

    开盘价:=dayopen,noaxis,linethick0;
    成交量:=REF(vol,1),noaxis,linethick0;

    if time=130100 then
    begin

    loss:=0; //限制开仓方式一,只开一次
    count1:=1;
    count2:=1;

    end

    计数一:=count1,noaxis,linethick0;
    计数二:=count2,noaxis,linethick0;
    计数三:=loss,noaxis,linethick0;

    h_1:=ref(h,1);
    l_1:=ref(l,1);

    c_1:=ref(c,1);

    o_1:=ref(o,1);

    vol_1:=ref(vol,1);

    vol_2:=ref(vol,2);

    vol_3:=ref(vol,3);

    vol_4:=ref(vol,4);

    sumvol:vol_2+vol_3+vol_4,noaxis,linethick0;

    lots:=1;

    if time>=130000 and holding=0 and count1=1 and loss=0 then

     begin
     
     if h>=dayopen+n1 
     then
     begin
     buy(1,lots,limitr,dayopen+n1),IGNORECHECKPRICE;  //如果9:00走势超过开盘价n1元就开多单
     count1:=0;
     loss:=1;
     end
     
     if l<=dayopen-n1 
     
       then
       begin
       buyshort(1,lots,limitr,dayopen-n1),IGNORECHECKPRICE; //9:00走势低于开盘价n1元就开空单
       count1:=0;
       loss:=1;
       end
     
     end
     
     If enterbars=0 then
     begin
     HigherAfterEntry:=enterprice;
     LowerAfterEntry:=enterprice;
     end;
    else If enterbars>=1 then
     begin
     HigherAfterEntry:=max(HigherAfterEntry,h_1);
     LowerAfterEntry:=min(LowerAfterEntry,l_1);
     end;
     //hh:HigherAfterEntry,noaxis,linethick0;
    //ll:LowerAfterEntry,noaxis,linethick0;

    if time>=130101 and time<180000  then
     
     BEGIN
     
     if holding>0  and  l<=ENTERPRICE-n2
     
     then 
     begin
     sell(1,holding,limitr,enterprice-n2),IGNORECHECKPRICE; //9.00开多单,止损设置低于成交价n2元

     end
     
     if holding<0  and  h>=ENTERPRICE+n2
     then 
     begin
     sellshort(1,holding,limitr,enterprice+n2),IGNORECHECKPRICE; //9.00开空单,止损设置高于成交价n2元

     end
     
     end
     
     

     

     
     //开多单的平仓
     
     if holding>0 and enterbars>0  then
     
     begin
     
     

     
     if  enterbars>=1  and HigherAfterEntry>=enterprice*(1+1/100)       //成交赢利超过1%,回吐到70%出场
     then
     begin
     price:=EnterPrice+(HigherAfterEntry-EnterPrice)*70/100;
     if low<=price then
     begin
     sell(1,holding,limitr,min(open,price)),IGNORECHECKPRICE ;
     count2:=1;
     end;
     end;
     
    if  enterbars>=1   and HigherAfterEntry<=enterprice*(1+1/100) and HigherAfterEntry>=enterprice*(1+0.5/100)       //成交赢利不超过1%,大于0.5%,回吐到50%出场
     then
     begin
     price:=EnterPrice+(HigherAfterEntry-EnterPrice)*50/100;
     if low<=price then
     begin
     sell(1,holding,limitr,min(open,price)),IGNORECHECKPRICE ;
      count2:=1;
     end;
     end;
     
     end
     
     
    //开空单的平仓
     
     if holding<0 and enterbars>0  then
     
     begin
     
     
     
     if  enterbars>=1    and lowerAfterEntry<=enterprice*(1-1/100)       //成交赢利超过1%,回吐到70%赢利出场
     then
     begin
     price:=EnterPrice - (EnterPrice-LowerAfterEntry)*70/100;
     if high>=price then
     begin
     sellshort(1,holding,limitr,max(open,price)) ,IGNORECHECKPRICE;
      count2:=1;
     end;
     end;
     
      if  enterbars>=1   and lowerAfterEntry>=enterprice*(1-1/100)  and lowerAfterEntry<=enterprice*(1-0.5/100)      //成交赢利不超过1%,大于0.5%,回吐到50%出场
     then
     begin
     price:=EnterPrice - (EnterPrice-LowerAfterEntry)*50/100;
     if high>=price then
     begin
     sellshort(1,holding,limitr,max(open,price)) ,IGNORECHECKPRICE;
     count2:=1;
     end;
     end;
     
     end
     
     

     
     
     //收盘平仓
    if time>=183000 then begin
      sell(1,holding,thisclose);
      sellshort(1,holding,thisclose);
    end

     

  • 用户回复: 添加了IGNORECHECKPRICE函数,也没有用,是怎么回事,请帮帮忙,图形仍是一样的

 

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