增加策略条件

//该策略为趋势跟踪交易策略，适用较大周期，如日线。//该模型仅用作模型开发案例，依此入市，风险自负。//////////////////////////////////////////////////////////以下为模型的策略部分 VARIABLE:LOOKBACKDAYS:=0;RISK:=MONEYTOT<=INITMONEY*(1-10/100);//风控条件：本金风险率超过10% TODAYVOLATILITY:=STD(CLOSE,30);//当日市场波动YESTERDAYVOLATILITY:=REF(TODAYVOLATILITY,1);//昨日市场波动DELTAVOLATILITY:=(TODAYVOLATILITY-YESTERDAYVOLATILITY)/TODAYVOLATILITY;//市场波动的变动率LOOKBACKDAYS:=IF(BARPOS<=30 || ISNULL(LOOKBACKDAYS),20,REF(LOOKBACKDAYS,1)*(1+DELTAVOLATILITY));//计算自适应参数LOOKBACKDAYS:=ROUND(LOOKBACKDAYS,0);LOOKBACKDAYS:=MIN(LOOKBACKDAYS,CEILINGAMT);LOOKBACKDAYS:=MAX(LOOKBACKDAYS,FLOORAMT);MIDLINE:=MA(CLOSE,LOOKBACKDAYS);BAND:=STD(CLOSE,LOOKBACKDAYS); //自适应布林通道中轨UPBAND:=MIDLINE+BOLBANDTRIG*BAND;//自适应布林通道上轨DNBAND:=MIDLINE-BOLBANDTRIG*BAND;//自适应布林通道下轨BUYPOINT:=HV(HIGH,LOOKBACKDAYS);//自适应唐奇安通道上轨SELLPOINT:=LV(LOW,LOOKBACKDAYS);//自适应唐奇安通道下轨LIQPOINT:=MIDLINE;//自适应出场均线 NOT(RISK)&&C>UPBAND&&C>BUYPOINT,BK;//当日价格大于布林通道上轨，并且当日价格大于唐奇安通道上轨，开多单C<DNBAND&&C<SELLPOINT,SP;//持有多单时，当日价格小于布林通道下轨，并且当日价格小于唐奇安通道下轨，平多单EVERY(C<LIQPOINT,3),SP;//持有多单时，价格小于自适应出场均线，平多单NOT(RISK)&&C<DNBAND&&C<SELLPOINT,SK;//当日价格小于布林通道下轨，并且当日价格小于唐奇安通道下轨，开空单C>UPBAND&&C>BUYPOINT,BP;//持有空单时，当日价格大于布林通道上轨，并且当日价格大于唐奇安通道上轨，平空单EVERY(C>LIQPOINT,3),BP;//持有空单时，价格大于自适应出场均线，平空单//以下为模型的止损和风控部分/*BKVOL>0&&CLOSE<=BKHIGH*(1-10/100),CLOSEOUT;//多单，开多之后的高点为基准回撤10%止损SKVOL>0&&CLOSE>=SKLOW*(1+10/100),CLOSEOUT;//空单，开空之后的低点为基准回撤10%止损RISK,CLOSEOUT; //达到风控条件，模型清仓且不再开仓*/AUTOFILTER;增加条件首次突破之前30分钟周期多少根K线第一次信号，再次突破之前3分钟周期多少根K线为确定信号。