Params

//此处添加参数

Numeric huisuzhi(20);

Numeric malength(120);

numeric mylength(2);

Vars

//此处添加变量

Numeric minpiont;

Numeric tem;

series<Numeric> ma;

series<Numeric> my_high(0);

series<Numeric> my_low(999999);

series<Numeric> my_upper;

series<Numeric> my_dnper;

Defs

//此处添加公式函数

Events

//此处实现事件函数

//初始化事件函数，策略运行期间，首先运行且只有一次

OnInit()

{

//与数据源有关

Range[0:DataCount-1]

{

//=========数据源相关设置==============

AddDataFlag(Enum_Data_RolloverBackWard()); //设置后复权

//AddDataFlag(Enum_Data_RolloverRealPrice()); //设置映射真实价格

//AddDataFlag(Enum_Data_AutoSwapPosition()); //设置自动换仓

//AddDataFlag(Enum_Data_IgnoreSwapSignalCalc()); //设置忽略换仓信号计算

//AddDataFlag(Enum_Data_OnlyDay()); //设置仅日盘

//AddDataFlag(Enum_Data_OnlyNight()); //设置仅夜盘

//AddDataFlag(Enum_Data_NotGenReport()); //设置数据源不参与生成报告标志

//=========交易相关设置==============

SetMarginRate(0.12); //设置保证金率为10%

SetCommissionRate(Enum_Rate_ByFillAmount,1.5); //设置手续费率为成交金额的1.5%%

SetSlippage(Enum_Rate_PointPerHand,1); //设置滑点为2跳/手

SetOrderPriceOffset(1); //设置委托价为叫买/卖价偏移2跳

SetOrderMap2MainSymbol(); //设置委托映射到主力

//SetOrderMap2AppointedSymbol(symbols, multiples); //设置委托映射到指定合约，symbols是映射合约数组，multiples是映射倍数数组

}

//与数据源无关

//SetBeginBarMaxCount(10); //设置最大起始bar数为10

//SetBackBarMaxCount(10); //设置最大回溯bar数为10

//=========交易相关设置==============

SetInitCapital(100000); //设置初始资金为10万

//AddTradeFlag(Enum_Trade_Ignore_Buy()); //设置忽略多开

//AddTradeFlag(Enum_Trade_Ignore_Sell()); //设置忽略多平

//AddTradeFlag(Enum_Trade_Ignore_SellShort()); //设置忽略空开

//AddTradeFlag(Enum_Trade_Ignore_Buy2Cover()); //设置忽略空平

}

//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)

{

minpiont =MinMove*pricescale;

ma = Average((high+low+close+close[1])/4,malength);

PlotNumeric(\"ma\",ma);

If(CurrentBar == 0)

{

my_upper = high;

my_dnper = low;

tem = 0;

}Else

{

If(tem<= 0)

{

If(high > my_high)

{

my_high = high;

}

If(Low<=my_high*(1-mylength/100))

{

my_upper = my_high;

my_high = 0;

tem = 1;

PlotNumeric(\"高低点\",my_upper);

}

}

If(tem>=0)

{

If(low<my_low)

{

my_low = low;

}

If(high>=my_low*(1+mylength/100))

{

my_dnper = my_low;

my_low = 999999;

tem = -1;

PlotNumeric(\"高低点\",my_dnper);

}

}

}

Commentary(\"my_upper:\"+text(my_upper));

Commentary(\"my_dnper:\"+text(my_dnper));

//PlotNumeric(\"my_upper\",my_upper);

//PlotNumeric(\"my_dnper\",my_dnper);

If(high>my_upper and MarketPosition <> 1 and my_upper > ma[1])

{

buy(1,max(open,my_upper+minpiont));

}

If(low<my_dnper and MarketPosition <> -1 and my_dnper < ma[1])

{

SellShort(1,min(open,my_dnper-minpiont));

}

If(MarketPosition == 1 and low<my_dnper and BarsSinceEntry>0)

{

sell(0,min(open,my_dnper-minpiont));

}

If(MarketPosition == -1 and high >my_upper and BarsSinceEntry>0)

{

BuyToCover(0,Max(open,my_upper+minpiont));

}

}

tem改成序列变量

代码不完整