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  • 和风版海龟源码 支持多空(源码 金字塔 贴图)

    正文概述    2024-04-14 10:59:47  

    input:inb(20,1,500,1),outb(10,1,500,1),risk(2,0,10,0.1);
    //和风版海龟源码
    variable:times=0,i=0,n=0;
    rn:=ema(ref(tr,1),20);
    n:=valuewhen(holding=0,rn);
    rh:=ref(h,1);
    rl:=ref(l,1);
    h1:hhv(rh,inb);
    h2:hhv(rh,outb),linedot;
    l1:llv(rl,inb);
    l2:llv(rl,outb),linedot;
    lotst:asset*risk*0.01/(n*2*multiplier),linethick0;
    lots:=if(risk=0,1,lotst); //如果risk取0,表示固定开1手
    tbc:=h<>l;//判断是否停板
    partline(holding>0,enterprice-2*n);
    if barpos<inb+1 then exit;
    if holding=0 and tbc then //不是停板才可以交易
    begin
    if h>h1 then //开多
    begin
    buyp:=max(o,h1);
    buy(1,lots,limitr,buyp);
    times:=1;
    while h>enterprice+n*0.5 and times<4 do
    begin
    buyp:=max(o,enterprice+n*0.5);
    buy(1,lots,limitr,buyp);
    times:=times+1;
    end;//连续开仓
    end;//开多结束
    else if l<l1 then //开空
    begin
    sellp:=min(o,l1);
    buyshort(1,lots,limitr,sellp);
    times:=1;
    while l<enterprice-n*0.5 and times<4 do
    begin
    sellp:=min(o,enterprice-n*0.5);
    buyshort(1,lots,limitr,sellp);
    times:=times+1;
    end;//连续开仓
    end;
    end;//holding=0
    if holding>0 and tbc then //已有多仓
    begin
    exitlongp:=max(enterprice-2*n,l2);
    if l<exitlongp and enterbars<>0 then //出场
    begin
    exitp:=min(o,exitlongp);
    sell(1,0,limitr,exitp);
    times:=0;
    end;//出场
    else
    begin
    while h>enterprice+n*0.5 and times<4 do //开多
    begin
    buyp:=max(o,enterprice+n*0.5);
    buy(1,lots,limitr,buyp);
    times:=times+1;
    end;//连续开仓
    end;//else

    end;//holding>0
    if holding<0 and tbc then //已有空仓
    begin
    exitlongp:=min(enterprice+2*n,h2);
    if h>exitlongp and enterbars<>0 then //出场
    begin
    exitp:=max(o,exitlongp);
    sellshort(1,0,limitr,exitp);
    times:=0;
    end;//出场
    else
    begin
    while l<enterprice-n*0.5 and times<4 do //开多
    begin
    sellp:=min(o,enterprice-n*0.5);
    buyshort(1,lots,limitr,sellp);
    times:=times+1;
    end;//连续开仓
    end;//else
    end;//holding<0

    和风版海龟源码 支持多空(源码 金字塔 贴图)

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