投资者咨询：老师请看一下 (文华财经)
来源:文华财经 日期:2020-10-16 20:29
老师好，请帮我把下面的加减仓模型的下单给改成国定手数，就是开仓多少手，平仓的时候也平多少手。
IF DATE<>REF(DATE,1) THEN BEGIN
MYCLOSE:=MYCLOSE+REF(C,1);//每天第一根K线获取上一根的收盘价保存及累加；
J:=J+1;//计数保存了多少日；
END
IF J=LENGTH THEN BEGIN
AVGMYCLOSE:=MYCLOSE/LENGTH;//计算跨周期的均线值
MYCLOSE:=0;//计算完毕后归零；
J:=0;//计算完毕后归零；
END
TR : MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));//求最高价减去最低价，一个周期前的收盘价减去最高价的绝对值，一个周期前的收盘价减去最低价的绝对值，这三个值中的最大值
LOTS:=MAX(1,INTPART(FUND/(OPEN*UNIT*0.1)));//计算开仓手数
MACDLINE:= EMA( CLOSE, FASTMA ) - EMA( CLOSE, FASTMA*2 ) ; //计算MACD快线
SIGNALLINE:= EMA( MACDLINE, FASTMA*4 ); //计算MACD慢线
AATR:=MA(TR,FASTMA*2); //计算ATR波动率
ZEROLINE:=0; //零轴
CON1:= CROSS(SIGNALLINE,ZEROLINE); //慢线上穿零轴
IF CON1 THEN BEGIN //当慢线上穿零轴时候,定义为多头趋势
UPTREND:=1;
DNTREND:=0;
SIGNALFLAG:=0;
SELLSETUP:=0;
END
CON2:= CROSS(ZEROLINE,SIGNALLINE); //慢线下穿零轴
IF CON2 THEN BEGIN //当慢线下穿零轴时候,定义为空头趋势
DNTREND:=1;
SIGNALFLAG:=0;
UPTREND:=0;
BUYSETUP:=0;
END
IF DNTREND = 1 THEN BEGIN
IF SIGNALFLAG = 0 THEN BEGIN //空头趋势时记录当前最低价以及设置入场条件
SELLSETUP:= 1;
END
END
IF UPTREND = 1 THEN BEGIN //多头趋势时记录当前最低价以及设置入场条件
IF SIGNALFLAG = 0 THEN BEGIN
BUYSETUP:= 1;
END
END
IF REF(SELLSETUP,1) = 1 AND REF(SELLSETUP,2) = 0 THEN BEGIN // 满足入场条件设定入场价格以及出场价格
LOWERBAND:= REF(L,1) - (EATRPCNT * REF(AATR,1));
EXITBAND_K:= REF(H,1) + (XATRPCNT * REF(AATR,1));
END
IF REF(BUYSETUP,1) = 1 AND REF(BUYSETUP,2) = 0 THEN BEGIN // 满足入场条件设定入场价格以及出场价格
UPPERBAND:= REF(H,1) + (EATRPCNT * REF(AATR,1)) ;
EXITBAND_D:= REF(L,1) - (XATRPCNT * REF(AATR,1)) ;
END
//??????
IF REF(SELLSETUP,1) = 1 AND SKVOL = 0 AND REF(C,1)<AVGMYCLOSE THEN BEGIN //做空
IF LOW <= LOWERBAND THEN BEGIN
1,SK(LOTS);
SELLSETUP:=0;
SIGNALFLAG:=1;
HIGHERAFTERENTRY:=C;
END
END
//??????
IF REF(BUYSETUP,1) = 1 AND BKVOL = 0 AND REF(C,1)>AVGMYCLOSE THEN BEGIN //做多
IF HIGH >= UPPERBAND THEN BEGIN
1,BK(LOTS);
BUYSETUP:=0;
SIGNALFLAG:=1;
LOWERAFTERENTRY:=C;
END
END
IF SKVOL>0 AND BARSSK > 0 THEN BEGIN //持有空单时不再满足入场条件
IF HIGH>= EXITBAND_K THEN BEGIN
1,BP(LOTS);
END
END
IF BKVOL>0 AND BARSBK > 0 THEN BEGIN //持有多单时不再满足入场条件
IF LOW<= EXITBAND_D THEN BEGIN
1,SP(LOTS);
END
END
//------------------------------------------------------------------------------------------------
//记录入场后的最高价和最低价
//------------------------------------------------------------------------------------------------
CLOSELP:=REF(CLOSE,1);
IF SKVOL = 1 AND BKVOL=0 THEN BEGIN
HIGHERAFTERENTRY:=MIN(HIGHERAFTERENTRY,H);
END
IF SKVOL = 1 AND BKVOL=0 THEN BEGIN
LOWERAFTERENTRY:=LOWERAFTERENTRY;
END
IF BKVOL =1 AND SKVOL = 0 THEN BEGIN
LOWERAFTERENTRY:=MAX(LOWERAFTERENTRY,L);
END
IF BKVOL =1 AND SKVOL = 0 THEN BEGIN
HIGHERAFTERENTRY:=HIGHERAFTERENTRY;
END
IF BKVOL > 0 OR SKVOL>0 AND BARPOS>0 THEN BEGIN
HIGHERAFTERENTRY:=MIN(HIGHERAFTERENTRY,REF(HIGH,1));
LOWERAFTERENTRY:=MAX(LOWERAFTERENTRY, REF(L,1));
END
IF SKVOL=0 AND BKVOL=0 THEN BEGIN // 自适应参数默认值；
LIQKA:= 1;
END
IF (SKVOL>0 OR BKVOL>0) THEN BEGIN //当有持仓的情况下，LIQKA会随着持仓时间的增加而逐渐减小，即止损止盈幅度乘数的减少。
LIQKA:=LIQKA - 0.1;
LIQKA:=MAX(LIQKA,0.5);
END
IF BKVOL>0 THEN BEGIN
DLIQPOINT:= LOWERAFTERENTRY - (OPEN*TRS/1000)*LIQKA; //经过计算，这根吊灯出场线会随着持仓时间的增加变的越来越敏感；
END
IF SKVOL>0 THEN BEGIN
KLIQPOINT:= HIGHERAFTERENTRY + (OPEN*TRS/1000)*LIQKA; //经过计算，这根吊灯出场线会随着持仓时间的增加变的越来越敏感；
END
//------------------------------------------------------------------------------------------------
//跟踪止损
//------------------------------------------------------------------------------------------------
// 持有多单时 价格下破自适应出场线，平多单
IF BKVOL >0 AND BARSBK >0 AND C <= DLIQPOINT AND REF(C,1) >= REF(DLIQPOINT,1) AND DLIQPOINT>0 THEN BEGIN
1,SP(BKVOL);
END
// 持有空单时 价格上破自适应出场线，平空单
IF SKVOL >0 AND BARSSK >0 AND C >= KLIQPOINT AND REF(C,1) <= REF(KLIQPOINT,1) AND KLIQPOINT>0 THEN BEGIN
1,BP(SKVOL);
END
技术人员回复
日期:2020-10-16 20:30
您通过REFSIG_VOL函数指定下平仓时的手数
投资者咨询：老师请看一下 (文华财经)
来源:文华财经 日期:2020-10-16 20:29
不懂啊，我不会，我是程序小白。。
技术人员回复
日期:2020-10-16 20:38
