咨詢(xún)內(nèi)容：我的策略是日內(nèi)虧損達(dá)到1000后就平倉(cāng)，當(dāng)頭不再開(kāi)倉(cāng)，可在測(cè)試焦炭指數(shù)的時(shí)候有虧損達(dá)到3000以上的，不知道為什么，語(yǔ)句如下：INPUT:N(1,1,100,1),NMIN(10,1,100,1),SS(1,1,10000,1),x(20,10,100,1),q(10,1,50,1);VARIABLE:趨買(mǎi)勢(shì):=0,k1:=0.7,k2:=0.7,y=:0; M:=NUMTOSTR(N,0);p:=NUMTOSTR(q,0);S:=TODAYBAR;HH:=HHV(H,S);//當(dāng)日最高價(jià)LL:=LLV(L,S);//當(dāng)日最低價(jià)OO:=STKINDI('','MAO.MAO1(1)',0，6，0);//當(dāng)日開(kāi)盤(pán)價(jià)昨收:=stkindi('','MAO.MAO2(1)',0,6,-1);昨昨收:=stkindi('','MAO.MAO2(1)',0,6,-2);//昨天的前一天的收盤(pán)價(jià)，暫稱(chēng)為昨昨收 昨高:=STKINDI('','MAO.hh('&M&')',0,6,-1);昨低:=STKINDI('','MAO.ll('&M&')',0,6,-1);高收:=STKINDI('','MAO.hc('&M&')',0,6,-1);低收:=STKINDI('','MAO.lc('&M&')',0,6,-1);關(guān)鍵點(diǎn):=(stkindi('','MAO.MAO2(1)',0,6,-1)-stkindi('','MAO.MAO2(1)',0,6,-q))/(stkindi('','MAO.hh(&q&)',0,6,-1)-stkindi('','MAO.ll(&q&)',0,6,-1))*100； 浮動(dòng)區(qū)間:=MAX(昨高-低收,高收-昨低);//RANGE if 昨收>昨昨收 then begin if 關(guān)鍵點(diǎn)<x then begin k1:=0.35; k2:=0.7; end if 關(guān)鍵點(diǎn)>=x then BEGIN k1:=0.7; k2:=0.35; endend if 昨收<=昨昨收 then begin if 關(guān)鍵點(diǎn)<x then begin k1:=0.7; k2:=0.35; end if 關(guān)鍵點(diǎn)>=x then BEGIN k1:=0.35; k2:=0.7; endend 上軌:OO+K1*浮動(dòng)區(qū)間;下軌:OO-K2*浮動(dòng)區(qū)間;T1:=TIME>OPENTIME(1) AND TIME<CLOSETIME(0)-NMIN*100;T2:=TIME>=CLOSETIME(0)-NMIN*100;手?jǐn)?shù):=SS;a1:=ref(asset,todaybar);if a1-asset>1000 then y:=1; //交易條件開(kāi)多條件:=C>上軌 AND (HOLDING=0 or holding<0) and y=0;開(kāi)空條件:=C<下軌 AND (HOLDING=0 or holding>0) and y=0;平空條件:=C>上軌 AND HOLDING<0;平多條件:=C<下軌 AND HOLDING>0;//交易系統(tǒng)平空:sellshort(平空條件 and t1,手?jǐn)?shù),market);開(kāi)多:BUY(開(kāi)多條件 AND T1,手?jǐn)?shù),MARKET);平多:sell(平多條件 and t1,手?jǐn)?shù),market);開(kāi)空:BUYSHORT(開(kāi)空條件 AND T1,手?jǐn)?shù),MARKET); //虧損1000元自動(dòng)止損可以寫(xiě)成這樣if asset-a1<=-1000 then begin sell(1,0,market); sellshort(1,0,market);end收盤(pán)平多:SELL(T2,手?jǐn)?shù),MARKET);收盤(pán)平空:SELLSHORT(T2,手?jǐn)?shù),MARKET); ak1:k1,LINETHICK0;ak2:k2,LINETHICK0; if time=closetime(0) then y:=0; //最后每天收盤(pán)時(shí)重置全局變量虧損:a1,LINETHICK0;總虧損:a1-asset,LINETHICK0;浮動(dòng)盈虧:OPENPROFIT,LINETHICK0;當(dāng)前持倉(cāng):HOLDING,COLORGRAY,LINETHICK0;當(dāng)前資產(chǎn):ASSET,NOAXIS,COLORGRAY;//輸出當(dāng)前資產(chǎn)，但不影響坐標(biāo)最高最低值
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