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源代碼：
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variable:bj=0; ???????????????????????????????????//全局變量
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//做多部分
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tr1 : max(max((high-low),abs(ref(close,1)-high)),abs(ref(close,1)-low));
atr : ma(tr1,20); ??????????????????????????????//atr公式
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ma20:ma(close,20); ??????????????????????????????//20日均線(xiàn)
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a1:=0.01*valuewhen(barpos=1,asset); ?????????????//初始資金的1%
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a2:=floor(a1/(2*atr)); ????????????????????????//開(kāi)倉(cāng)手?jǐn)?shù)
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a3:=ref(hhv(high,20),1); ??????????????????????//20日高點(diǎn)
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if holding=0 and close>a3 and close>ma20 and bj=0
then begin
buy(1,a2,marketr);
bj:=1;
end ??????????????????????????????????//第一次開(kāi)倉(cāng)
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a4:=enterprice+2*atr;
if holding>0 and close>a4 and bj=1
then begin
buy(1,a2,marketr);
end ?????????????????????????????????//第n次開(kāi)倉(cāng)
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a5:=enterprice-2*ref(atr,enterbars=1);
if holding=1 and low<=a5
then begin
sell(1,0,limitr,a4);
end ??????????????????????????????????//第一次開(kāi)倉(cāng)的離場(chǎng) ?
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e1:=ref(enterprice,enterbars);
e2:=ref(e1,enterbars);
e3:=(e1+e2)/2;
if holding>1 and close<e3
then begin
sell(1,0,marketr);
end ????????????????????????????????????//第n次開(kāi)倉(cāng)離場(chǎng)，即：收盤(pán)<（"holding=n"與“holding=n-1”）/2的位置 ???????
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//做空部分
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a1:=0.01*valuewhen(barpos=1,asset); ?????????????//初始資金的1%
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a2:=floor(a1/(2*atr)); ????????????????????????//開(kāi)倉(cāng)手?jǐn)?shù)
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a6:=ref(llv(low,20),1); ??????????????????????//20日低點(diǎn)
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if holding=0 and close<a6 and close<ma20 and bj=0
then begin
buyshort(1,a2,marketr);
bj:=1;
end ??????????????????????????????????//第一次開(kāi)倉(cāng)
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a7:=enterprice-2*atr;
if holding<0 and close<a7 and bj=1
then begin
buyshort(1,a2,marketr);
end ?????????????????????????????????//第n次開(kāi)倉(cāng)
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a8:=enterprice+2*ref(atr,enterbars=1);
if holding=1 and high>=a8
then begin
sellshort(1,0,limitr,a8);
end ??????????????????????????????????//第一次開(kāi)倉(cāng)的離場(chǎng) ?
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e1:=ref(enterprice,enterbars);
e2:=ref(e1,enterbars);
e3:=(e1+e2)/2;
if holding<-1 and close>e3
then begin
sellshort(1,0,marketr);
end ????????????????????????????????????//第n次開(kāi)倉(cāng)離場(chǎng)，即：收盤(pán) > （"holding=n"與“holding=n-1”）/2的位置
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測(cè)試結(jié)果：
此主題相關(guān)圖片如下：圖片1.jpg
此主題相關(guān)圖片如下：圖片2.png
問(wèn)題：
1.從2009年測(cè)試至今，為什么只交易了一次，其他條件都沒(méi)成立？
2.第二次開(kāi)倉(cāng)與第一次開(kāi)倉(cāng)點(diǎn)位相差根本不多，為什么開(kāi)倉(cāng)手?jǐn)?shù)相差了一倍？
3.隨后的平倉(cāng)都還沒(méi)有到達(dá)平倉(cāng)條件怎么就被平掉了？
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1、自己在圖上輸出下交易條件，然后進(jìn)行下分析。很多問(wèn)題不要一看到問(wèn)題自己不做調(diào)試，圖標(biāo)的調(diào)試非常容易的比如cond1:c>0;這種就是一個(gè)條件了
2、自己在圖上輸出下手?jǐn)?shù)看是數(shù)字幾，然后分析下，為何兩次的數(shù)值差那么多