只开仓不平仓是怎么回事

//------------------------------------------------------------------------ // 简称: ls_3 // 名称: ls2022213 // 类别: 公式应用 // 类型: 用户应用 // 输出: Void //------------------------------------------------------------------------ Params Numeric nEntries(3); // 最大建仓次数 Numeric RiskRatio(1); // % Risk Per N ( 0 - 100) Numeric ATRLength(20); // 平均波动周期 ATR Length Numeric boLength(20); // 短周期 BreakOut Length Numeric fsLength(55); // 长周期 FailSafe Length Numeric teLength(10); // 离市周期 Trailing Exit Length Vars Numeric MinPoint; // 最小变动单位 Series<Numeric> AvgTR; // ATR Numeric N; // N 值 Numeric TotalEquity; // 按最新收盘价计算出的总资产 Numeric TurtleUnits; // 交易单位 Series<Numeric> DonchianHi; // 唐奇安通道上轨，延后1个Bar Series<Numeric> DonchianLo; // 唐奇安通道下轨，延后1个Bar Series<Numeric> fsDonchianHi; // 唐奇安通道上轨，延后1个Bar，长周期 Series<Numeric> fsDonchianLo; // 唐奇安通道下轨，延后1个Bar，长周期 Numeric ExitHighestPrice; // 离市时判断需要的N周期最高价 Numeric ExitLowestPrice; // 离市时判断需要的N周期最低价 Numeric myEntryPrice; // 开仓价格 Numeric myExitPrice; // 平仓价格 Bool SendOrderThisBar(False); // 当前Bar有过交易 Series<Numeric> preEntryPrice(0); // 前一次开仓的价格 Array<Array<String>> rvalue; Numeric ls; Series<Numeric> ls1 ; //第一次开仓价格 Series<Numeric> N1 ; //第一次开仓价格N值 Series<Numeric> ls2 ; Series<Numeric> ls3 ; Series<Numeric> DonchianLo1; Events OnInit() { SubscribeBar(symbol,"1D",BeginDateTime); } OnBar(ArrayRef<Integer> indexs) { If(BarStatus == 0) { preEntryPrice = InvalidNumeric; } Range[1:1] { AvgTR = XAverage(TrueRange,ATRLength); N = AvgTR[1]; DonchianHi = HighestFC(High[1],boLength); DonchianLo = LowestFC(Low[1],boLength); ExitLowestPrice = LowestFC(Low[1],teLength); ExitHighestPrice = HighestFC(High[1],teLength); PlotNumeric("Hi20",DonchianHi); PlotNumeric("Li10",ExitLowestPrice); PlotNumeric("Li20",DonchianLo); PlotNumeric("Hi10",ExitHighestPrice); } MinPoint = MinMove*PriceScale; TotalEquity = Portfolio_CurrentCapital() + Portfolio_UsedMargin(); TurtleUnits = (TotalEquity*RiskRatio/100) /(DATA1.N * ContractUnit()*BigPointValue()); TurtleUnits = IntPart(TurtleUnits); // 对小数取整 DonchianHi = HighestFC(High[1],boLength); DonchianLo = LowestFC(Low[1],boLength); ExitLowestPrice = LowestFC(Low[1],teLength); ExitHighestPrice = HighestFC(High[1],teLength); PlotNumeric("Hi20",DonchianHi); PlotNumeric("Li10",ExitLowestPrice); PlotNumeric("Li20",DonchianLo); PlotNumeric("Hi10",ExitHighestPrice); ReadCSVFile("e://ls.csv", rvalue); ls=IIF((rvalue[0][0] == "1" ) ,1,0); Commentary("ls="+text(ls)); Commentary("N="+Text(data1.N)); Commentary("preEntryPrice="+Text(preEntryPrice)); Commentary("开仓数="+Text(TurtleUnits)); Commentary("MinPoint="+Text(MinPoint)); If(MarketPosition == 0 &&ls==1) { myEntryPrice = close; preEntryPrice = myEntryPrice; ls1=myEntryPrice; N1=DATA1.N; DonchianLo1=min(DonchianLo,data1.low); //ls3=min(data1.low,data1.DonchianLo[1]); Buy(TurtleUnits,myEntryPrice); SendOrderThisBar = true; } Commentary("ls1="+Text(ls1)); Commentary("N1="+Text(N1)); Commentary("DonchianLo1="+Text(DonchianLo1)); If(MarketPosition == 1) // 有多仓的情况 { If(ls==0) { myExitPrice = close-MinPoint; Sell(0,myExitPrice); // 数量用0的情况下将全部平仓 } Else { If(preEntryPrice!=InvalidNumeric && TurtleUnits >= 1) { If(Open >= preEntryPrice + 0.5*N1&& CurrentEntries < nEntries) // 如果开盘就超过设定的1/2N,则直接用开盘价增仓。 { myEntryPrice = Open; preEntryPrice = myEntryPrice; Buy(TurtleUnits,myEntryPrice); SendOrderThisBar = True; } while(High >= preEntryPrice + 0.5*N1 && CurrentEntries < nEntries) // 以最高价为标准，判断能进行几次增仓 { myEntryPrice = preEntryPrice + 0.5 * N1; preEntryPrice = myEntryPrice; if(False == Buy(TurtleUnits,myEntryPrice)) { break; } SendOrderThisBar = True; } } If(close[1]<DonchianLo1) { myExitPrice = close[1]; myExitPrice = IIF(myExitPrice > Open, Open,myExitPrice); // 大跳空的时候用开盘价代替 Sell(0,myExitPrice); // 数量用0的情况下将全部平仓 } Commentary("CurrentEntries = " + Text(CurrentEntries)); } } } //------------------------------------------------------------------------ // 编译版本 2022/02/13 101105 // 版权所有 ls_20211210 // 更改声明 TradeBlazer Software保留对TradeBlazer平台 // 每一版本的TradeBlazer公式修改和重写的权利 //------------------------------------------------------------------------