多图层跨周期本金止损保护相关权益计算问题

单独写一个保护本金的策略附加到其他主策略上，或直接写入主策略，遇到一些问题，想咨询一下老师：多图层跨周期，大周期2图层，中周期1图层，小周期0图层，图层代码顺序2-1-0，图表周期顺序0-1-2，1图层按固定手数开仓，2图层在1图层有持仓的情况下采用可用资金开仓，计算结果发现各个图层的动态权益是一样的，累计总利润、累计总亏损、累计净利润不同，不清楚在多图层跨周期里这些权益相关的数据是如何统计的。相关问题：1、动态权益是按最小周期的开盘价或收盘价计算还是分图层计算的，图表图层顺序是否必须与代码图层顺序一致？代码图层顺序是否会影响动态权益的计算？2、累计总利润、累计总亏损、累计净利润是否是分图层统计的？3、如果在累计净利润为亏损大于本金的30%时全平所有多单和空单，然后程序自动终止，是否需要把各个图层的净利润加起来比较，还是直接可以在对应图层上根据动态权益的比较后执行？4、如果在任何一个图层上统计到动态权益或净利润为亏损大于本金的30%，价格突破前日收盘价或跌破前日收盘价时，全平自身仓位，同时平掉其他图层所有仓位，应该如何表达？5、采用data[ 图层自定义编号]的索引方式是否会因为回溯的问题出现错误和降低程序计算速度？Range[0:DataCount-1]与Range[0:DataSourceSize-1]有什么区别？在多图层跨周期中，是否不能混用，使用时应该注意什么？权益相关代码如下：//------------------------------------------------------------------------// 简称: S_BENJIN// 名称: S_BENJIN// 类别: 策略应用// 类型: 用户应用// 输出: VoID//------------------------------------------------------------------------Params Numeric BenJIN(100); //初始资金,单位万元 Numeric BenJin_Risk(30);//初始本金风险度控制系数（%） Numeric BeginBar_XH(10);//中周期信号起始Bar数 Bool IsRollover(True);//是否后复权 Bool IsRolloverRealPrice(True);//是否映射真实价格 Bool IsAutoSwapPosition(True);//是否自动换仓 Vars Global Integer i; Global Integer ID(0); Events OnInit() { //与数据源有关 Range[i=0:DataCount-1] { //=========数据源相关设置============== If(IsRollover) { AddDataFlag(Enum_Data_RolloverBackWard());//设置后复权 } If(IsRolloverRealPrice) { AddDataFlag(Enum_Data_RolloverRealPrice());//是否映射真实价格 } If(IsAutoSwapPosition) { AddDataFlag(Enum_Data_AutoSwapPosition());//设置自动换仓 } AddDataFlag(Enum_Data_IgnoreSwapSignalCalc()); //设置忽略换仓信号计算 SetSlippage(Enum_Rate_PointPerHand,2); //设置滑点为2跳/手 SetOrderPriceOffset(2); //设置委托价为叫买/卖价偏移2跳 SetOrderMap2MainSymbol(); //设置委托映射到主力 } //////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// //与数据源无关 SetBeginBarMaxCount(BeginBar_XH); //设置最大起始bar数为10 SetInitCapital(BenJIN*10000); } OnReady() { // Range[i=0:DataSourceSize-1] { // SetBackBarMaxCount(1+Max(Max(Max(Max(Length1,length2),Length3),Length4),Length5)); } } //Bar更新事件函数，参数indexs表示变化的数据源图层ID数组 OnBar(ArrayRef<Integer> indexs) { Range[i=0:DataSourceSize-1] { ID=i; Commentary("ID="+text(ID)); If(Rollover<>InvalIDNumeric And IsRollover == True ) { If (Frequency() == "1d" /*and BarStatus==2*/) { print("大周期-图层：" + text(i) + "//" + "时间：" + text(SystemTimestamp)); print("大周期-图层：" + text(i) + "//" + "Bar数：" + text(CurrentBar)); print("大周期-图层：" + text(i) + "//" + "复权系数：" + text(Rollover())); print("大周期-图层：" + text(i) + "//" + "OPEN=" + text(open/Rollover)); print("大周期-图层：" + text(i) + "//" + "开盘动态权益=" + text(Portfolio_CurrentCapital() + Portfolio_UsedMargin())); print("大周期-图层：" + text(i) + "//" + "Close=" + text(Close/Rollover)); print("大周期-图层：" + text(i) + "//" + "收盘动态权益=" + text(Portfolio_CurrentEquity)); print("大周期-图层：" + text(i) + "//" + "累计总利润=" + text(GrossProfit)); print("大周期-图层：" + text(i) + "//" + "累计总亏损=" + text(GrossLoss)); print("大周期-图层：" + text(i) + "//" + "累计净利润=" + text(NetProfit)); print("大周期-图层：" + text(i) + "//" + "分隔符" + "---------------------------------------------"); } If (Frequency() == "1h" /*and BarStatus==2*/) { print("中周期-图层：" + text(i) + "//" + "时间：" + text(SystemTimestamp)); print("中周期-图层：" + text(i) + "//" + "Bar数：" + text(CurrentBar)); print("中周期-图层：" + text(i) + "//" + "复权系数：" + text(Rollover())); print("中周期-图层：" + text(i) + "//" + "OPEN=" + text(open/Rollover)); print("中周期-图层：" + text(i) + "//" + "开盘动态权益=" + text(Portfolio_CurrentCapital() + Portfolio_UsedMargin())); print("中周期-图层：" + text(i) + "//" + "Close=" + text(Close/Rollover)); print("中周期-图层：" + text(i) + "//" + "收盘动态权益=" + text(Portfolio_CurrentEquity)); print("中周期-图层：" + text(i) + "//" + "累计总利润=" + text(GrossProfit)); print("中周期-图层：" + text(i) + "//" + "累计总亏损=" + text(GrossLoss)); print("中周期-图层：" + text(i) + "//" + "累计净利润=" + text(NetProfit)); print("中周期-图层：" + text(i) + "//" + "分隔符" + "---------------------------------------------"); } If (Frequency() == "5m" /* and BarStatus==2*/) { print("小周期-图层：" + text(i) + "//" + "时间：" + text(SystemTimestamp)); print("小周期-图层：" + text(i) + "//" + "Bar数：" + text(CurrentBar)); print("小周期-图层：" + text(i) + "//" + "复权系数：" + text(Rollover())); print("小周期-图层：" + text(i) + "//" + "OPEN=" + text(open/Rollover)); print("小周期-图层：" + text(i) + "//" + "开盘动态权益=" + text(Portfolio_CurrentCapital() + Portfolio_UsedMargin())); print("小周期-图层：" + text(i) + "//" + "Close=" + text(Close/Rollover)); print("小周期-图层：" + text(i) + "//" + "收盘动态权益=" + text(Portfolio_CurrentEquity)); print("小周期-图层：" + text(i) + "//" + "累计总利润=" + text(GrossProfit)); print("小周期-图层：" + text(i) + "//" + "累计总亏损=" + text(GrossLoss)); print("小周期-图层：" + text(i) + "//" + "累计净利润=" + text(NetProfit)); print("小周期-图层：" + text(i) + "//" + "分隔符" + "---------------------------------------------"); } } Else { If (Frequency() == "1d" /*and BarStatus==2*/) { print("大周期-图层：" + text(i) + "//" + "时间：" + text(SystemTimestamp)); print("大周期-图层：" + text(i) + "//" + "Bar数：" + text(CurrentBar)); print("大周期-图层：" + text(i) + "//" + "复权系数：" + text(Rollover())); print("大周期-图层：" + text(i) + "//" + "OPEN=" + text(open)); print("大周期-图层：" + text(i) + "//" + "开盘动态权益=" + text(Portfolio_CurrentCapital() + Portfolio_UsedMargin())); print("大周期-图层：" + text(i) + "//" + "Close=" + text(Close)); print("大周期-图层：" + text(i) + "//" + "收盘动态权益=" + text(Portfolio_CurrentEquity)); print("大周期-图层：" + text(i) + "//" + "累计总利润=" + text(GrossProfit)); print("大周期-图层：" + text(i) + "//" + "累计总亏损=" + text(GrossLoss)); print("大周期-图层：" + text(i) + "//" + "累计净利润=" + text(NetProfit)); print("大周期-图层：" + text(i) + "//" + "分隔符" + "---------------------------------------------"); } If (Frequency() == "1h" /*and BarStatus==2*/) { print("中周期-图层：" + text(i) + "//" + "时间：" + text(SystemTimestamp)); print("中周期-图层：" + text(i) + "//" + "Bar数：" + text(CurrentBar)); print("中周期-图层：" + text(i) + "//" + "复权系数：" + text(Rollover())); print("中周期-图层：" + text(i) + "//" + "OPEN=" + text(open)); print("中周期-图层：" + text(i) + "//" + "开盘动态权益=" + text(Portfolio_CurrentCapital() + Portfolio_UsedMargin())); print("中周期-图层：" + text(i) + "//" + "Close=" + text(Close)); print("中周期-图层：" + text(i) + "//" + "收盘动态权益=" + text(Portfolio_CurrentEquity)); print("中周期-图层：" + text(i) + "//" + "累计总利润=" + text(GrossProfit)); print("中周期-图层：" + text(i) + "//" + "累计总亏损=" + text(GrossLoss)); print("中周期-图层：" + text(i) + "//" + "累计净利润=" + text(NetProfit)); print("中周期-图层：" + text(i) + "//" + "分隔符" + "---------------------------------------------"); } If (Frequency() == "5m" /* and BarStatus==2*/) { print("小周期-图层：" + text(i) + "//" + "时间：" + text(SystemTimestamp)); print("小周期-图层：" + text(i) + "//" + "Bar数：" + text(CurrentBar)); print("小周期-图层：" + text(i) + "//" + "复权系数：" + text(Rollover())); print("小周期-图层：" + text(i) + "//" + "OPEN=" + text(open)); print("小周期-图层：" + text(i) + "//" + "开盘动态权益=" + text(Portfolio_CurrentCapital() + Portfolio_UsedMargin())); print("小周期-图层：" + text(i) + "//" + "Close=" + text(Close)); print("小周期-图层：" + text(i) + "//" + "收盘动态权益=" + text(Portfolio_CurrentEquity)); print("小周期-图层：" + text(i) + "//" + "累计总利润=" + text(GrossProfit)); print("小周期-图层：" + text(i) + "//" + "累计总亏损=" + text(GrossLoss)); print("小周期-图层：" + text(i) + "//" + "累计净利润=" + text(NetProfit)); print("小周期-图层：" + text(i) + "//" + "分隔符" + "---------------------------------------------"); } } } ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// Range[1:1] { BOOL BenJin_Protect =(data[1].Portfolio_CurrentCapital() + data[1].Portfolio_UsedMargin())<= BenJIN*10000*(1-BenJin_Risk/100); If (BenJin_Protect ) { if(data[1].MarketPosition==1 && L<=Close[1]) { data[1].Sell(0,Min(Open,Close[1])); if(data[0].MarketPosition==1 && data[0].L<=data[0].Close[1]) { data[0].Sell(0,Min(Min(data[0].Open,data[1].Open),Min(data[0].Close[0],data[1].Close[1]))); } } if(data[1].MarketPosition==-1 && H>=Close[1]) { data[1].BuyToCover(0, Max(Open, Close[1])); if(data[0].MarketPosition == -1 && data[0].H >= data[0].Close[1]) { data[0].BuyToCover(0, Max(Max(data[0].Open, data[1].Open), Max(data[0].Close[0], data[1].Close[1]))); } } } }//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// Range[0:0] { BOOL BenJin_Protect =(data[0].Portfolio_CurrentCapital() + data[0].Portfolio_UsedMargin())<= BenJIN*10000*(1-BenJin_Risk/100); If (BenJin_Protect ) { if(data[0].MarketPosition==1 && L<=Close[1]) { data[0].Sell(0,Min(Open,Close[1])); if(data[1].MarketPosition==1 && data[1].L<=data[1].Close[1]) { data[1].Sell(0,Min(Min(data[1].Open,data[0].Open),Min(data[1].Close[0],data[0].Close[1]))); } } if(data[1].MarketPosition==-1 && H>=Close[1]) { data[1].BuyToCover(0, Max(Open, Close[1])); if(data[0].MarketPosition == -1 && data[0].H >= data[0].Close[1]) { data[0].BuyToCover(0, Max(Max(data[0].Open, data[1].Open), Max(data[0].Close[0], data[1].Close[1]))); } } } } //////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// } //------------------------------------------------------------------------// 编译版本 2024/12/18 85451// 版权所有 Shanhai888// 更改声明 TradeBlazer Software保留对TradeBlazer平台// 每一版本的TradeBlazer策略修改和重写的权利//------------------------------------------------------------------------麻烦老师帮解答一下并顺便看一下代码是否存在问题，如有问题麻烦帮指导修正。谢谢！