咨詢內(nèi)容：我的策略是日內(nèi)虧損達到1000后就平倉，當(dāng)頭不再開倉，可在測試焦炭指數(shù)的時候有虧損達到3000以上的，不知道為什么，語句如下：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:趨買勢:=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LL:=LLV(L,S);//當(dāng)日最低價OO:=STKINDI('','MAO.MAO1(1)',0，6，0);//當(dāng)日開盤價昨收:=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價，暫稱為昨昨收 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:=(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<x then begin k1:=0.35; k2:=0.7; end if 關(guān)鍵點>=x then BEGIN k1:=0.7; k2:=0.35; endend if 昨收<=昨昨收 then begin if 關(guān)鍵點<x then begin k1:=0.7; k2:=0.35; end if 關(guān)鍵點>=x then BEGIN k1:=0.35; k2:=0.7; endend 上軌:OO+K1*浮動區(qū)間;下軌:OO-K2*浮動區(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; //交易條件開多條件:=C>上軌 AND (HOLDING=0 or holding<0) and y=0;開空條件:=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);開多:BUY(開多條件 AND T1,手?jǐn)?shù),MARKET);平多:sell(平多條件 and t1,手?jǐn)?shù),market);開空:BUYSHORT(開空條件 AND T1,手?jǐn)?shù),MARKET); //虧損1000元自動止損可以寫成這樣if asset-a1<=-1000 then begin sell(1,0,market); sellshort(1,0,market);end收盤平多:SELL(T2,手?jǐn)?shù),MARKET);收盤平空:SELLSHORT(T2,手?jǐn)?shù),MARKET); ak1:k1,LINETHICK0;ak2:k2,LINETHICK0; if time=closetime(0) then y:=0; //最后每天收盤時重置全局變量虧損:a1,LINETHICK0;總虧損:a1-asset,LINETHICK0;浮動盈虧:OPENPROFIT,LINETHICK0;當(dāng)前持倉: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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