//------------------------------------------------------------------------
// 简称: cdft
// 名称: 抄底反弹
// 类别: 公式应用
// 类型: 用户应用
// 输出: Void
//------------------------------------------------------------------------
Params
	//此处添加参数
	Numeric moneyRatio(0.1);
	Numeric cd(0.001,0.001,0.01,0.001);
	Numeric zy(0.005,0.0002,0.005,0.0001);
	Numeric zs(0.005,0.0002,0.005,0.0001);
Vars
	//此处添加变量
	Numeric avg;
	Global Numeric buyOpenPrice;
	Global Numeric sellOpenPrice;
	Global Integer timerId;

Defs
	//此处添加公式函数
	Numeric calcAvg(Numeric a,Numeric b)
	{
		return (a+b)/2;
	}

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，应用在订阅数据等操作
	OnInit()
	{
		//timerId=createTimer(millsecs);
		//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==============
            //MarginRate rate;
            //rate.ratioType = Enum_Rate_ByFillAmount; //设置保证金费率方式为成交金额百分比
            //rate.longMarginRatio = 0.1; //设置保证金率为10%
            //rate.shortMarginRatio = 0.2; //设置保证金率为20%
			//SetMarginRate(rate);	
			
			//CommissionRate tCommissionRate;
			//tCommissionRate.ratioType = Enum_Rate_ByFillAmount;
			//tCommissionRate.openRatio = 5; //设置开仓手续费为成交金额的5%%
			//tCommissionRate.closeRatio = 2; //设置平仓手续费为成交金额的2%%
			//tCommissionRate.closeTodayRatio = 0; //设置平今手续费为0
			//SetCommissionRate(tCommissionRate); //设置手续费率
			
			//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
			
			//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(1000000);	//设置初始资金为100万
		
		//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
	}

	//在所有的数据源准备完成后调用，应用在数据源的设置等操作
	OnReady()
	{

	}

	//基础数据更新事件函数
	OnDic(StringRef dicName,StringRef dicSymbol,DicDataRef dicValue)
	{
		
	}

	//在新bar的第一次执行之前调用一次，参数为新bar的图层数组
	OnBarOpen(ArrayRef<Integer> indexs)
	{

	}

	//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)
	{
		Numeric price;
		Numeric a;
		Numeric b;
		Numeric c;
		//avg=calcAvg(high,low);
		Numeric df = Low/open-1;
		Numeric hf = High/open-1;
		//print(\"close1:\"+Text(Close[1])+\" close0:\"+Text(Close[0]));
		
		if(MarketPosition==1){
			Numeric zf = high/buyOpenPrice-1;
			Numeric df = low/buyOpenPrice-1;
			if (zf>=zy){
				//Print(\"buyOpenPrice:\" + Text(buyOpenPrice));
				price = buyOpenPrice*(1+zy);
				Print(\"zy:\" + Text(price));
				Sell(0,price);
			}Else if (df<=-zs){
				price = buyOpenPrice*(1-zs);
				Print(\"zs:\" + Text(price));
				Sell(0,price);
			}
		}
		if(MarketPosition==-1){
			Numeric zf = high/sellOpenPrice-1;
			Numeric df = low/sellOpenPrice-1;
			if (df<=-zy){
				//Print(\"openPrice:\" + Text(openPrice));
				price = sellOpenPrice*(1-zy);
				Print(\"zy:\" + Text(price));
				//Sell(0,price);
				BuyToCover(0,price);
			}Else if (zf>=zs){
				price = sellOpenPrice*(1+zs);
				Print(\"zs:\" + Text(price));
				//Sell(0,price);
				BuyToCover(0,price);
			}
		}
		if(MarketPosition==0){
			if (df <= -cd){
				Numeric ht = close/Low-1;
				Numeric htyz = 0.0005;
				if(ht>htyz){
					Numeric TotalEquity = Portfolio_CurrentCapital() + Portfolio_UsedMargin();
					Print(\"TotalEquity:\" + Text(TotalEquity));
					Numeric TurtleUnits = (TotalEquity*moneyRatio) /(open * ContractUnit()*BigPointValue()*MarginRatio());
					TurtleUnits = IntPart(TurtleUnits); // 对小数取整
					Print(\"TurtleUnits:\" + Text(TurtleUnits));
					//Buy(TurtleUnits,Open);
					buyOpenPrice=Open*(1+df+htyz);
					Print(\"buyOpenPrice:\" + Text(buyOpenPrice));
					Buy(1,buyOpenPrice);
				}
			}else if(hf>=cd){
				Numeric ht = close/h-1;
				Numeric htyz = 0.0005;
				if(ht<-htyz){
					Numeric TotalEquity = Portfolio_CurrentCapital() + Portfolio_UsedMargin();
					Print(\"TotalEquity:\" + Text(TotalEquity));
					Numeric TurtleUnits = (TotalEquity*moneyRatio) /(open * ContractUnit()*BigPointValue()*MarginRatio());
					TurtleUnits = IntPart(TurtleUnits); // 对小数取整
					Print(\"TurtleUnits:\" + Text(TurtleUnits));
					//Buy(TurtleUnits,Open);
					sellOpenPrice=Open*(1+hf-htyz);
					Print(\"sellOpenPrice:\" + Text(sellOpenPrice));
					//Buy(1,openPrice);
					SellShort(1,sellOpenPrice);
				}
			}
		}
		
		
	}

	//下一个Bar开始前，重新执行当前bar最后一次，参数为当前bar的图层数组
	OnBarClose(ArrayRef<Integer> indexs)
	{

	}

	//Tick更新事件函数，需要SubscribeTick函数订阅后触发，参数evtTick表示更新的tick结构体
	OnTick(TickRef evtTick)
	{

	}

	//持仓更新事件函数，参数pos表示更新的持仓结构体
	OnPosition(PositionRef pos)
	{
		
	}

	//策略账户仓更新事件函数，参数pos表示更新的账户仓结构体
	OnStrategyPosition(PositionRef pos)
	{
		
	}

	//委托更新事件函数，参数ord表示更新的委托结构体
	OnOrder(OrderRef ord)
	{
		
	}

	//成交更新事件函数，参数ordFill表示更新的成交结构体
	OnFill(FillRef ordFill)
	{
		
	}

	//定时器更新事件函数，参数id表示定时器的编号，millsecs表示定时间的间隔毫秒值
	OnTimer(Integer id,Integer intervalMillsecs)
	{
		
	}

	//通用事件触发函数，参数evtName为事件名称，参数evtValue为事件内容
	OnEvent(StringRef evtName,MapRef<String,String> evtValue) 
	{
		
	}

	//当前策略退出时触发
	OnExit()
	{

	}