文華技術人員:?參考: VARIABLE:DLIQPOINT:0,KLIQPOINT:0,LIQKA:=0,高軌:=0,低軌:=0;VARIABLE:HH:=0,LL:=0,LOWERAFTERENTRY:=0,HIGHERAFTERENTRY:=0;IF BKVOL=0 && 開多條件1 && DIR<>-1? THEN BEGIN? //&& A1.買入 1,BK(開倉量X); LOWERAFTERENTRY:=C;ENDIF SKVOL=0 && 開空條件1? && DIR<>1? THEN BEGIN? //&& A1.賣出 1,SK(開倉量X);//空頭開倉; HIGHERAFTERENTRY:=C;END//------------------------------------------------------------------------------------------------//記錄入場后的最高價和最低價//------------------------------------------------------------------------------------------------? ?IF SKVOL > 0? THEN BEGIN //&&? BKVOL=0 HIGHERAFTERENTRY:=MIN(HIGHERAFTERENTRY,H); END IF BKVOL > 0? THEN BEGIN //&&? SKVOL = 0 LOWERAFTERENTRY:=MAX(LOWERAFTERENTRY,L); END?? ? IF BKVOL > 0 OR SKVOL>0 && BARPOS>0 THEN BEGIN HIGHERAFTERENTRY:=MIN(HIGHERAFTERENTRY,REF(HIGH,1)); LOWERAFTERENTRY:=MAX(LOWERAFTERENTRY, REF(L,1)); END //------------------------------------------------------------------------------------------------ //跟蹤止損條件 //------------------------------------------------------------------------------------------------??IF? SKVOL=0 && BKVOL=0 THEN BEGIN? // 自適應參數默認值; LIQKA:= 1; END IF (SKVOL>0 OR BKVOL>0) THEN BEGIN //當有持倉的情況下,LIQKA會隨著持倉時間的增加而逐漸減小,即止損止盈幅度乘數的減少。? ? ? ? LIQKA:=LIQKA-0.1;? LIQKA:=MAX(LIQKA,0.5); END IF BKVOL>0 THEN BEGIN? DLIQPOINT:LOWERAFTERENTRY - (OPEN*TRS/(1000))*LIQKA;? ?//經過計算,這根吊燈出場線會隨著持倉時間的增加變的越來越敏感; END IF SKVOL>0 THEN BEGIN KLIQPOINT:HIGHERAFTERENTRY + (C*TRS/(1000))*LIQKA;? ? //經過計算,這根吊燈出場線會隨著持倉時間的增加變的越來越敏感; END QQ:BARPOS;? ?IF QQ=1? THEN BEGIN? //&& A1.買入 低軌:=C;? ?END? ?IF QQ=1? THEN BEGIN? //&& A1.賣出 高軌:=C;? ?END ? ?IF QQ>2? THEN BEGIN //&&? BKVOL=0 高軌:=MIN(高軌,H); END IF QQ>2? THEN BEGIN //&&? SKVOL = 0 低軌:=MAX(低軌,L);? END?? ? IF C>高軌? OR C<低軌 && BARPOS>0 THEN BEGIN HIGHERAFTERENTRY:=MIN(HIGHERAFTERENTRY,REF(HIGH,1)); LOWERAFTERENTRY:=MAX(LOWERAFTERENTRY, REF(L,1)); END //------------------------------------------------------------------------------------------------ //跟蹤止損條件 //------------------------------------------------------------------------------------------------??IF? C>高軌? OR C<低軌? ?THEN BEGIN? // 自適應參數默認值; LIQKA:= 1; END IF? C>高軌? OR C<低軌 THEN BEGIN //當有持倉的情況下,LIQKA會隨著持倉時間的增加而逐漸減小,即止損止盈幅度乘數的減少。? ? ? ? LIQKA:=LIQKA-0.1;? LIQKA:=MAX(LIQKA,0.5); END IF C>高軌? THEN BEGIN? ??DLIQPOINT:低軌 - (OPEN*TRS/(1000))*LIQKA;? ?//經過計算,這根吊燈出場線會隨著持倉時間的增加變的越來越敏感; END //經過計算,這根吊燈出場線會隨著持倉時間的增加變的越來越敏感; IF C<低軌 THEN BEGIN KLIQPOINT:高軌 + (C*TRS/(1000))*LIQKA;? ? //經過計算,這根吊燈出場線會隨著持倉時間的增加變的越來越敏感; END
這樣看一下;