参考:
N1:=10;
N2:=20;
N3:=30;
损幅:=1;
STARTPER1:=5; //1级跟踪止盈,盈利5%启动
STOPPER1:=100; //1级跟踪止盈,盈利回撤100%触发
STARTPER2:=10; //2级跟踪止盈,盈利10%启动
STOPPER2:=50; //2级跟踪止盈,盈利回撤50%触发
STARTPER3:=20; //3级跟踪止盈,盈利20%启动
STOPPER3:=20; //3级跟踪止盈,盈利回撤20%触发
MA1:MA(CLOSE,N1),COLORWHITE;
MA2:MA(CLOSE,N2),COLORGREEN;
MA3:MA(CLOSE,N3),COLORYELLOW;
CROSSUP(MA1,MA3),BPK;//5周期均线上穿10周期均线做多。
CROSSDOWN(MA1,MA3),SPK;//5周期均线下穿10周期均线做空。
TR:=MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));
ATR:=MA(TR,26),COLORYELLOW;//求真实波幅
CROSSDOWN(C,HV(H,10)-4*ATR),SP;
CROSS(C,LV(L,10)+4*ATR),BP;
C>=SKPRICE*(1+损幅*0.01),BP;//空头止损
C<=BKPRICE*(1-损幅*0.01),SP;//多头止损
BKHIGH>=(1+STARTPER1/100)*BKPRICE&&BKHIGH<(1+STARTPER2/100)*BKPRICE&&C<=BKHIGH-STARTPER1/100*(BKHIGH-BKPRICE),SP;
BKHIGH>=(1+STARTPER2/100)*BKPRICE&&BKHIGH<(1+STARTPER3/100)*BKPRICE&&C<=BKHIGH-STARTPER2/100*(BKHIGH-BKPRICE),SP;
BKHIGH>=(1+STARTPER3/100)*BKPRICE&&C<=BKHIGH-STARTPER3/100*(BKHIGH-BKPRICE),SP;
SKLOW<=(1-STARTPER1/100)*SKPRICE&&SKLOW>(1-STARTPER2/100)*SKPRICE&&C>=SKLOW+STARTPER1/100*(SKPRICE-SKLOW),BP;
SKLOW<=(1-STARTPER2/100)*SKPRICE&&SKLOW>(1-STARTPER3/100)*SKPRICE&&C>=SKLOW+STARTPER2/100*(SKPRICE-SKLOW),BP;
SKLOW<=(1-STARTPER3/100)*SKPRICE&&C>=SKLOW+STARTPER3/100*(SKPRICE-SKLOW),BP;
AUTOFILTER;