{海龟头寸_大智慧_分析家通用公式}VARIABLE:dayCount=1, PositionCount=1, SellSign=0;VARIABLE:EntAndExitSign=1, EntPoint=0, ExitPoint=0;VARIABLE:True=1, False=0, N=0;TR:=MAX(HIGH,CLOSE[1])-MIN(LOW,CLOSE[1]);IF BARPOS>=20 THEN BEGIN IF BARPOS=20 THEN N:=MA(TR,20); IF DayCount=5 OR BARPOS=20 THEN BEGIN {5天调整N值} N:=(19*N+TR)/20; {计算N值} DayCount:=1; END DayCount:=DayCount+1; EntPoint:=ENTERBARS+1; IF EntPoint=EntAndExitSign THEN BEGIN {说明STOP指令买进头寸成功} PositionCount:=PositionCount+1; {头寸计数} SellSign:=True; {开始以STOP卖出，如果达到指定的价格} END IF PositionCount=1 THEN BEGIN {第一头寸} HOW:=CASH*0.01/N; {波动性百分比决定头寸规模} BUY(HOW,STOP,HHV(H,20)); {在20日新高STOP指令买进} END IF PositionCount=2 THEN BEGIN {第二头寸} HOW:=CASH*0.01/N; {波动性百分比决定头寸规模} BUY(HOW,STOP,ENTERPRICE+0.5*N); {在上头寸(即第一头寸)+0.5个N以STOP指令买进} END IF PositionCount=3 THEN BEGIN {第三头寸} HOW:=CASH*0.01/N; BUY(HOW,STOP,ENTERPRICE+0.5*N); {在上头寸(即第二头寸)+0.5个N以STOP指令买进} END IF PositionCount=4 THEN BEGIN HOW:=CASH*0.01/N; BUY(HOW,STOP,ENTERPRICE+0.5*N); END IF SellSign=True THEN BEGIN ExitPoint:=EXITBARS+1; IF ExitPoint=EntAndExitSign THEN BEGIN {说明卖出成功} PositionCount:=1; {头寸计算复原} SellSign:=False; END IF ENTERPRICE-2*N<0 THEN BEGIN SELL(100%,STOP,LLV(L,10)); {退出离盈利头寸} END SELL(100%,STOP,ENTERPRICE-2*N); {退出亏损头寸} ENDEND; |
