交易策略：开仓条件是：取每天上午9：00开盘后五分钟的高点和低点，向上突破高点做，每天只做一单（第一次突破），多单平仓条件是：持仓时间（变量1）1分钟，如果低于买入价则平仓，如果持仓时间超过1分钟且价格高于买入价，则（变量2）30分钟平仓。用在1分钟的K线上交易
Params
// 交易参数
Numeric TradeVolume(1); // 交易手数
Numeric PriceOffset(2); // 价格偏移点数
// 时间参数 (基于1分钟K线数量)
Numeric RangeBars(5); // 区间计算Bar数 (9:00-9:05 = 5根1分钟K线)
Numeric QuickExitBars(1); // 快速平仓Bar数 (1分钟)
Numeric NormalExitBars(30); // 正常平仓Bar数 (30分钟)
Vars
// 基础变量
Numeric MinPoint;
Bool RangeCalculated;
Numeric DayHigh;
Numeric DayLow;
Bool TradeDoneToday;
// Bar计数变量
Numeric DayBarCount;
Numeric EntryBarCount;
Numeric MyEntryPrice;
// 信号变量
Bool BreakoutSignal;
Bool FirstBarAfterRange;
Events
OnBar(ArrayRef<Integer> indexs)
{
// ========== 基础初始化 ==========
MinPoint = MinMove * PriceScale;
// ========== Bar计数管理 ==========
DayBarCount = DayBarCount + 1;
// ========== 新交易日检测 ==========
If (Date != Date[1] Or DayBarCount > 240) // 240根Bar约为4小时交易
{
RangeCalculated = False;
TradeDoneToday = False;
DayHigh = High;
DayLow = Low;
DayBarCount = 1;
BreakoutSignal = False;
FirstBarAfterRange = False;
Commentary("========== 新交易日开始 ==========");
Commentary("日期: " + Text(Date) + ", 初始Bar计数: " + Text(DayBarCount));
}
// ========== 基于Bar计数的时间段判断 ==========
Bool IsRangePeriod = (DayBarCount >= 1 And DayBarCount <= RangeBars);
Bool IsTradingPeriod = (DayBarCount > RangeBars);
// ========== 输出关键状态信息 ==========
Commentary("Bar:" + Text(DayBarCount) +
" 区间计算:" + IIFString(IsRangePeriod, "是", "否") +
" 交易时段:" + IIFString(IsTradingPeriod, "是", "否") +
" 开盘:" + Text(Open) + " 高:" + Text(High) + " 低:" + Text(Low) + " 收:" + Text(Close));
// ========== 区间计算逻辑 ==========
If (IsRangePeriod And Not RangeCalculated)
{
// 初始化区间
If (DayBarCount == 1)
{
DayHigh = High;
DayLow = Low;
Commentary("初始化区间 - 高:" + Text(DayHigh) + " 低:" + Text(DayLow));
}
Else
{
// 更新高点
If (High > DayHigh)
{
DayHigh = High;
Commentary("更新高点: " + Text(DayHigh));
}
// 更新低点
If (Low < DayLow)
{
DayLow = Low;
Commentary("更新低点: " + Text(DayLow));
}
}
Commentary("当前区间 - 高:" + Text(DayHigh) + " 低:" + Text(DayLow));
}
// ========== 区间确定 ==========
If (DayBarCount == RangeBars + 1 And Not RangeCalculated)
{
RangeCalculated = True;
FirstBarAfterRange = True;
Commentary("========== 区间确定 ==========");
Commentary("最终区间 - 高:" + Text(DayHigh) + " 低:" + Text(DayLow));
// 绘制区间线
PlotNumeric("DayHigh", DayHigh);
PlotNumeric("DayLow", DayLow);
PlotString("RangeInfo", "区间 " + Text(DayHigh) + "/" + Text(DayLow), High, Yellow);
}
Else
{
FirstBarAfterRange = False;
}
// ========== 突破检测和交易执行 ==========
If (IsTradingPeriod And RangeCalculated And Not TradeDoneToday And MarketPosition == 0)
{
// 突破条件：收盘价突破区间高点
Bool BreakoutCondition = (Close > DayHigh);
Commentary("突破检测 - 收盘:" + Text(Close) +
" 区间高:" + Text(DayHigh) +
" 突破:" + IIFString(BreakoutCondition, "是", "否"));
If (BreakoutCondition)
{
BreakoutSignal = True;
// 计算入场价格
Numeric EntryPrice = Close + MinPoint * PriceOffset;
// 执行买入
Buy(TradeVolume, EntryPrice);
// 记录交易信息
MyEntryPrice = EntryPrice;
EntryBarCount = 0;
TradeDoneToday = True;
BreakoutSignal = False;
Commentary("========== 执行多头入场 ==========");
Commentary("入场价格: " + Text(EntryPrice));
Commentary("入场Bar: " + Text(DayBarCount));
PlotString("BuySignal", "BUY@" + Text(EntryPrice), Low, Red);
}
}
// ========== 持仓Bar计数 ==========
If (MarketPosition == 1 And BarsSinceEntry >= 0)
{
EntryBarCount = BarsSinceEntry;
// 实时盈亏计算
Numeric CurrentProfit = (Close - MyEntryPrice) / MinPoint;
Commentary("持仓状态 - Bar数:" + Text(EntryBarCount) +
" 入场价:" + Text(MyEntryPrice) +
" 当前价:" + Text(Close) +
" 盈亏:" + Text(CurrentProfit) + "点");
}
Else If (MarketPosition == 0)
{
EntryBarCount = 0;
}
// ========== 出场条件管理 ==========
If (MarketPosition == 1 And BarsSinceEntry >= 0 And Vol > 0)
{
Bool ShouldExit = False;
Numeric ExitPrice = 0;
String ExitReason = "";
// 条件1: 持仓1分钟内(1根Bar)且价格低于买入价 - 快速止损
If (EntryBarCount <= QuickExitBars And Close < MyEntryPrice)
{
ShouldExit = True;
ExitPrice = Close;
ExitReason = "快速止损(1分钟内亏损)";
}
// 条件2: 持仓超过1分钟且价格高于买入价，30分钟时平仓 - 定时止盈
Else If (EntryBarCount > QuickExitBars And
Close > MyEntryPrice And
EntryBarCount >= NormalExitBars)
{
ShouldExit = True;
ExitPrice = Close;
ExitReason = "定时止盈(30分钟)";
}
// 条件3: 额外的保护止损
Else If (Close <= MyEntryPrice - 20 * MinPoint) // 20点止损
{
ShouldExit = True;
ExitPrice = Close;
ExitReason = "保护止损";
}
// 条件4: 尾盘平仓 (下午2:55之后)
Else If (DayBarCount >= 235) // 假设9:00开始，235根Bar约为14:55
{
ShouldExit = True;
ExitPrice = Close;
ExitReason = "尾盘平仓";
}
// 执行平仓
If (ShouldExit)
{
Sell(0, ExitPrice);
Commentary("========== 多头平仓 ==========");
Commentary("平仓价格: " + Text(ExitPrice));
Commentary("持仓Bar数: " + Text(EntryBarCount));
Commentary("盈亏点数: " + Text((ExitPrice - MyEntryPrice) / MinPoint));
Commentary("平仓原因: " + ExitReason);
PlotString("ExitSignal", "EXIT@" + Text(ExitPrice), High, Blue);
}
}
// ========== 信号超时重置 ==========
// 如果到上午11:00还没有交易，重置信号状态
If (DayBarCount >= 120 And Not TradeDoneToday And BreakoutSignal) // 120根Bar约为11:00
{
BreakoutSignal = False;
Commentary("========== 重置突破信号 ==========");
Commentary("上午未触发交易，重置信号状态");
}
// ========== 强制测试逻辑 ==========
// 如果到第20根Bar还没有交易，进行强制测试
If (DayBarCount == 20 And Not TradeDoneToday And MarketPosition == 0 And RangeCalculated)
{
Commentary("========== 强制测试模式 ==========");
Commentary("当前价格: " + Text(Close) + " 区间高: " + Text(DayHigh));
// 如果价格接近区间高点，强制突破
If (Close >= DayHigh - 10 * MinPoint)
{
Numeric TestEntryPrice = Close;
Buy(TradeVolume, TestEntryPrice);
MyEntryPrice = TestEntryPrice;
EntryBarCount = 0;
TradeDoneToday = True;
Commentary("执行强制突破测试");
}
}
// ========== 状态监控输出 ==========
// 在关键时点输出状态
Bool IsKeyBar = (FirstBarAfterRange Or
BreakoutSignal Or
MarketPosition != 0 Or
Mod(DayBarCount, 30) == 0); // 每30根Bar输出一次
If (IsKeyBar)
{
Commentary("系统状态 - Bar:" + Text(DayBarCount) +
" 区间状态:" + IIFString(RangeCalculated, "已计算", "未计算") +
" 交易状态:" + IIFString(TradeDoneToday, "已交易", "未交易") +
" 信号状态:" + IIFString(BreakoutSignal, "有信号", "无信号") +
" 持仓:" + Text(MarketPosition) +
" 区间高:" + Text(DayHigh));
}
}
帮我看一下以上策略为什么没有交易信号？
//------------------------------------------------------------------------
// 简称: FiveMinBreakout_V2
// 名称: 5分钟突破交易策略V2版本
// 类别: 日内突破策略
// 类型: 用户应用
// 输出: Void
//------------------------------------------------------------------------
Params
Numeric BreakoutMinutes(5); // 突破区间分钟数
Numeric HoldTimeLong(30); // 长期持仓时间(K线数)
Numeric CloseTime(0.150000); // 收盘平仓时间
Numeric Lots(1); // 交易手数
Vars
// 交易日管理变量
Series<Integer> CurrentDay(0); // 当前交易日
Series<Bool> NewDayFlag(False); // 新交易日标志
// 突破区间变量
Series<Numeric> MorningHigh(0); // 上午突破区间高点
Series<Numeric> MorningLow(0); // 上午突破区间低点
Series<Bool> RangeDefined(False); // 区间已定义标志
Series<Bool> TradeDone(False); // 当日已交易标志
Series<Integer> MorningBarsCount(0); // 上午K线计数
Series<Integer> TradeDirection(0); // 交易方向: 0-无, 1-多头, -1-空头
// 交易管理变量
Series<Numeric> EntryPrice(0); // 入场价格
Series<Integer> EntryBarIndex(0); // 入场Bar索引
Series<Integer> BarsSinceEntry(0); // 入场后经过的K线数
Series<Bool> PositionActive(False); // 仓位活跃标志
Numeric i; // 循环变量
Events
OnBar(ArrayRef<Integer> indexs)
{
// ====== 1. 交易日管理 ======
if (Date != CurrentDay) {
// 新交易日重置所有标志
CurrentDay = Date;
NewDayFlag = True;
RangeDefined = False;
TradeDone = False;
PositionActive = False;
MorningHigh = 0;
MorningLow = 0;
MorningBarsCount = 0;
BarsSinceEntry = 0;
TradeDirection = 0;
Commentary("新交易日开始: " + Text(Date));
} else {
NewDayFlag = False;
}
// ====== 2. 定义突破区间 ======
// 重置上午K线计数
if (Time < 0.090000) {
MorningBarsCount = 0;
}
// 在9:00到9:00+BreakoutMinutes期间计算突破区间
Numeric BreakoutEndTime = 0.090000 + (BreakoutMinutes / 10000.0);
if (Time >= 0.090000 && Time <= BreakoutEndTime && !RangeDefined) {
MorningBarsCount = MorningBarsCount + 1;
// 更新高低点
if (MorningBarsCount == 1) {
// 第一根K线，初始化高低点
MorningHigh = High;
MorningLow = Low;
} else {
// 后续K线，更新高低点
if (High > MorningHigh) MorningHigh = High;
if (Low < MorningLow) MorningLow = Low;
}
Commentary("第" + Text(MorningBarsCount) + "根K线 - 高点:" + Text(MorningHigh) + " 低点:" + Text(MorningLow));
// 如果是最后一根K线，标记区间已定义
if (Time >= BreakoutEndTime || MorningBarsCount >= BreakoutMinutes) {
RangeDefined = True;
Commentary(Text(BreakoutMinutes) + "分钟区间定义完成 - 最终高点:" + Text(MorningHigh) + " 低点:" + Text(MorningLow));
}
}
// 突破区间结束后如果还没有定义区间，则标记为定义
if (Time > BreakoutEndTime && !RangeDefined && MorningHigh > 0) {
RangeDefined = True;
Commentary("区间定义完成(超时) - 高点:" + Text(MorningHigh) + " 低点:" + Text(MorningLow));
}
// ====== 3. 交易信号生成 ======
if (Time > BreakoutEndTime && RangeDefined && !TradeDone && !PositionActive) {
// 向上突破做多信号 - 只有当没有交易方向或当前是向上突破时
if (Close > MorningHigh && Vol > 0 && TradeDirection >= 0) {
// 开多仓
Buy(Lots, Open);
EntryPrice = Open;
EntryBarIndex = CurrentBar;
BarsSinceEntry = 0;
TradeDone = True;
PositionActive = True;
TradeDirection = 1; // 标记为多头方向
Commentary("向上突破开多仓! 价格:" + Text(EntryPrice) +
" 突破高点:" + Text(MorningHigh));
}
// 向下突破做空信号 - 只有当没有交易方向或当前是向下突破时
else if (Close < MorningLow && Vol > 0 && TradeDirection <= 0) {
// 开空仓
SellShort(Lots, Open);
EntryPrice = Open;
EntryBarIndex = CurrentBar;
BarsSinceEntry = 0;
TradeDone = True;
PositionActive = True;
TradeDirection = -1; // 标记为空头方向
Commentary("向下突破开空仓! 价格:" + Text(EntryPrice) +
" 突破低点:" + Text(MorningLow));
}
}
// ====== 4. 更新持仓K线计数 ======
if (PositionActive) {
BarsSinceEntry = CurrentBar - EntryBarIndex;
}
// ====== 5. 多头仓位管理 ======
if (MarketPosition == 1 && PositionActive) {
// 条件1: 持仓K线数≥HoldTimeLong，平仓
if (BarsSinceEntry >= HoldTimeLong) {
Sell(0, Close); // 使用收盘价平仓
PositionActive = False;
Commentary("多单长期持仓平仓! 持仓K线数:" + Text(BarsSinceEntry));
}
}
// ====== 6. 空头仓位管理 ======
if (MarketPosition == -1 && PositionActive) {
// 条件1: 持仓K线数≥HoldTimeLong，平仓
if (BarsSinceEntry >= HoldTimeLong) {
BuyToCover(0, Close); // 使用收盘价平仓
PositionActive = False;
Commentary("空单长期持仓平仓! 持仓K线数:" + Text(BarsSinceEntry));
}
}
// ====== 7. 收盘前平仓 ======
if (Time >= CloseTime && MarketPosition != 0) {
if (MarketPosition == 1) {
Sell(0, Open);
Commentary("收盘前平多仓");
} else if (MarketPosition == -1) {
BuyToCover(0, Open);
Commentary("收盘前平空仓");
}
PositionActive = False;
TradeDone = True;
}
// ====== 8. 绘图和监控 ======
if (RangeDefined) {
// 绘制突破区间
PlotNumeric("MorningHigh", MorningHigh);
PlotNumeric("MorningLow", MorningLow);
}
if (PositionActive) {
// 绘制入场价格线
PlotNumeric("EntryPrice", EntryPrice);
PlotNumeric("BarsHeld", BarsSinceEntry);
if (MarketPosition == 1) {
Commentary("多单持仓中 - 入场价:" + Text(EntryPrice) +
" 当前价:" + Text(Close) +
" 持仓K线数:" + Text(BarsSinceEntry));
} else if (MarketPosition == -1) {
Commentary("空单持仓中 - 入场价:" + Text(EntryPrice) +
" 当前价:" + Text(Close) +
" 持仓K线数:" + Text(BarsSinceEntry));
}
}
}
试试这个版本
//------------------------------------------------------------------------
// 简称: FiveMinBreakout_V1
// 名称: 5分钟突破交易策略V1版本
// 类别: 日内突破策略
// 类型: 用户应用
// 输出: Void
//------------------------------------------------------------------------
Params
Numeric HoldTimeShort(1); // 短期持仓时间(K线数)
Numeric HoldTimeLong(30); // 长期持仓时间(K线数)
Numeric Lots(1); // 交易手数
Vars
// 交易日管理变量
Series<Integer> CurrentDay(0); // 当前交易日
Series<Bool> NewDayFlag(False); // 新交易日标志
// 突破区间变量
Series<Numeric> MorningHigh(0); // 上午9:00-9:05高点
Series<Numeric> MorningLow(0); // 上午9:00-9:05低点
Series<Bool> RangeDefined(False); // 区间已定义标志
Series<Bool> TradeDone(False); // 当日已交易标志
Series<Integer> MorningBarsCount(0); // 上午K线计数
// 交易管理变量
Series<Numeric> EntryPrice(0); // 入场价格
Series<Integer> EntryBarIndex(0); // 入场Bar索引
Series<Integer> BarsSinceEntry(0); // 入场后经过的K线数
Series<Bool> PositionActive(False); // 仓位活跃标志
Numeric i; // 循环变量
Events
OnBar(ArrayRef<Integer> indexs)
{
// ====== 1. 交易日管理 ======
if (Date != CurrentDay) {
// 新交易日重置所有标志
CurrentDay = Date;
NewDayFlag = True;
RangeDefined = False;
TradeDone = False;
PositionActive = False;
MorningHigh = 0;
MorningLow = 0;
MorningBarsCount = 0;
BarsSinceEntry = 0;
Commentary("新交易日开始: " + Text(Date));
} else {
NewDayFlag = False;
}
// ====== 2. 定义突破区间 (9:00-9:05) ======
// 重置上午K线计数
if (Time < 0.090000) {
MorningBarsCount = 0;
}
// 在9:00到9:05期间计算前5根K线
if (Time >= 0.090000 && Time <= 0.090500 && !RangeDefined) {
MorningBarsCount = MorningBarsCount + 1;
// 如果是前5根K线，更新高低点
if (MorningBarsCount <= 5) {
if (MorningBarsCount == 1) {
// 第一根K线，初始化高低点
MorningHigh = High;
MorningLow = Low;
} else {
// 后续K线，更新高低点
if (High > MorningHigh) MorningHigh = High;
if (Low < MorningLow) MorningLow = Low;
}
Commentary("第" + Text(MorningBarsCount) + "根K线 - 高点:" + Text(MorningHigh) + " 低点:" + Text(MorningLow));
// 如果是第5根K线，标记区间已定义
if (MorningBarsCount == 5) {
RangeDefined = True;
Commentary("5分钟区间定义完成 - 最终高点:" + Text(MorningHigh) + " 低点:" + Text(MorningLow));
}
}
}
// 9:05后如果还没有定义区间，则标记为定义
if (Time > 0.090500 && !RangeDefined && MorningHigh > 0) {
RangeDefined = True;
Commentary("区间定义完成(超时) - 高点:" + Text(MorningHigh) + " 低点:" + Text(MorningLow));
}
// ====== 3. 交易信号生成 (9:05之后) ======
if (Time > 0.090500 && RangeDefined && !TradeDone && !PositionActive) {
// 向上突破做多信号
if (Close > MorningHigh && Vol > 0) {
// 开多仓
Buy(Lots, Open);
EntryPrice = Open;
EntryBarIndex = CurrentBar;
BarsSinceEntry = 0;
TradeDone = True;
PositionActive = True;
Commentary("突破开多仓! 价格:" + Text(EntryPrice) +
" 突破高点:" + Text(MorningHigh) +
" 当前Bar:" + Text(CurrentBar));
}
}
// ====== 4. 更新持仓K线计数 ======
if (PositionActive) {
BarsSinceEntry = CurrentBar - EntryBarIndex;
}
// ====== 5. 多头仓位管理 ======
if (MarketPosition == 1 && PositionActive) {
// 条件1: 持仓K线数≤1且价格低于买入价则平仓
if (BarsSinceEntry <= HoldTimeShort && Low < EntryPrice) {
Sell(0, Min(Open, EntryPrice));
PositionActive = False;
Commentary("短期止损平仓! 持仓K线数:" + Text(BarsSinceEntry) +
" 价格低于入场价");
}
// 条件2: 持仓K线数≥30，在第30根K线收盘时平仓
else if (BarsSinceEntry >= HoldTimeLong) {
Sell(0, Close); // 使用收盘价平仓
PositionActive = False;
Commentary("长期止盈平仓! 持仓K线数:" + Text(BarsSinceEntry) +
" 达到目标持仓K线数");
}
// 条件3: 强制平仓 - 如果持仓K线数超过最大限制(35根)
else if (BarsSinceEntry > HoldTimeLong + 5) {
Sell(0, Open);
PositionActive = False;
Commentary("强制平仓! 持仓K线数:" + Text(BarsSinceEntry));
}
}
// ====== 6. 收盘前平仓 ======
if (Time >= 0.150000 && MarketPosition != 0) {
if (MarketPosition == 1) {
Sell(0, Open);
Commentary("收盘前平仓");
}
PositionActive = False;
TradeDone = True;
}
// ====== 7. 绘图和监控 ======
if (RangeDefined) {
// 绘制突破区间
PlotNumeric("MorningHigh", MorningHigh);
PlotNumeric("MorningLow", MorningLow);
}
if (PositionActive) {
// 绘制入场价格线
PlotNumeric("EntryPrice", EntryPrice);
PlotNumeric("BarsHeld", BarsSinceEntry);
Commentary("持仓中 - 入场价:" + Text(EntryPrice) +
" 当前价:" + Text(Close) +
" 持仓K线数:" + Text(BarsSinceEntry));
}
}
既然一个信号都没有
条件检查过吗？
AI写的吗
你上面又是5分钟 ，1分钟 又是30分钟
你加载在什么周期？
1分钟周期