海龟系统学习时的问题

初学TB问的问题比较初级，请工程师耐心解答，非常感谢 问题如下： //------------------------------------------------------------------------ // 简称: TurtleTrader // 名称: 海龟交易系统 // 类别: 公式应用 // 类型: 内建应用 //------------------------------------------------------------------------ Params Numeric nEntries(3); Numeric RiskRatio(1); Numeric ATRLength(20); Numeric boLength(20); Numeric fsLength(55); Numeric teLength(10); Bool LastProfitableTradeFilter(True); //这个是定义LastProfitableTradeFilter为true的意思？还是不太明白咋用，在整个公式中的作用？ Vars Numeric MinPoint; Series<Numeric> AvgTR; Numeric N; Numeric TotalEquity; Numeric TurtleUnits; Series<Numeric> DonchianHi; Series<Numeric> DonchianLo; Series<Numeric> fsDonchianHi; Series<Numeric> fsDonchianLo; Numeric ExitHighestPrice; Numeric ExitLowestPrice; // Series<Numeric> fsDonchianLo 要定义在series内， ExitLowestPrice为啥不用？不都是20 50 10 高低点 Numeric myEntryPrice; Numeric myExitPrice; Bool SendOrderThisBar(False); Series<Numeric> preEntryPrice(0); Series<Bool> PreBreakoutFailure(false); //还是对bool布尔型不太理解，这一句在这个公式的什么作用？ Events OnBar(ArrayRef<Integer> indexs) { If(BarStatus == 0) { preEntryPrice = InvalidNumeric; PreBreakoutFailure = false; } MinPoint = MinMove*PriceScale; AvgTR = XAverage(TrueRange,ATRLength); N = AvgTR[1]; TotalEquity = Portfolio_CurrentCapital() + Portfolio_UsedMargin(); TurtleUnits = (TotalEquity*RiskRatio/100) /(N * ContractUnit()*BigPointValue()); TurtleUnits = IntPart(TurtleUnits); DonchianHi = HighestFC(High[1],boLength); DonchianLo = LowestFC(Low[1],boLength); fsDonchianHi = HighestFC(High[1],fsLength); fsDonchianLo = LowestFC(Low[1],fsLength); ExitLowestPrice = LowestFC(Low[1],teLength); ExitHighestPrice = HighestFC(High[1],teLength); Commentary("N="+Text(N)); Commentary("preEntryPrice="+Text(preEntryPrice)); Commentary("PreBreakoutFailure="+IIFString(PreBreakoutFailure,"True","False"));//字符串是啥意思？这三句啥意思？ // 当不使用过滤条件，或者使用过滤条件并且条件为PreBreakoutFailure为True进行后续操作 If(MarketPosition == 0 && ((!LastProfitableTradeFilter) Or (PreBreakoutFailure)))//这一句啥意思？还有那个写法(!LastProfitableTradeFilter)括号里加个！？ { // 这应该是个前提条件 // 突破开仓 If(High > DonchianHi && TurtleUnits >= 1) { myEntryPrice = min(high,DonchianHi + MinPoint);//为啥要他们两个值的最小值？high突破DonchianHi + MinPoint开仓，开仓价不就是DonchianHi + MinPoint myEntryPrice = IIF(myEntryPrice < Open, Open,myEntryPrice); preEntryPrice = myEntryPrice; Buy(TurtleUnits,myEntryPrice); SendOrderThisBar = True; PreBreakoutFailure = False; } If(Low < DonchianLo && TurtleUnits >= 1) { myEntryPrice = max(low,DonchianLo - MinPoint); myEntryPrice = IIF(myEntryPrice > Open, Open,myEntryPrice); preEntryPrice = myEntryPrice; SendOrderThisBar = True; SellShort(TurtleUnits,myEntryPrice); SendOrderThisBar = True; PreBreakoutFailure = False; } } If(MarketPosition == 0) { Commentary("fsDonchianHi="+Text(fsDonchianHi)); If(High > fsDonchianHi && TurtleUnits >= 1) { myEntryPrice = min(high,fsDonchianHi + MinPoint); myEntryPrice = IIF(myEntryPrice < Open, Open,myEntryPrice); preEntryPrice = myEntryPrice; Buy(TurtleUnits,myEntryPrice); SendOrderThisBar = True; PreBreakoutFailure = False; } Commentary("fsDonchianLo="+Text(fsDonchianLo)); If(Low < fsDonchianLo && TurtleUnits >= 1) { myEntryPrice = max(low,fsDonchianLo - MinPoint); myEntryPrice = IIF(myEntryPrice > Open, Open,myEntryPrice); / preEntryPrice = myEntryPrice; SellShort(TurtleUnits,myEntryPrice); SendOrderThisBar = True; PreBreakoutFailure = False; } } If(MarketPosition == 1) { Commentary("ExitLowestPrice="+Text(ExitLowestPrice)); If(Low < ExitLowestPrice) { myExitPrice = max(Low,ExitLowestPrice - MinPoint); myExitPrice = IIF(myExitPrice > Open, Open,myExitPrice); Sell(0,myExitPrice); }Else { If(preEntryPrice!=InvalidNumeric && TurtleUnits >= 1) { If(Open >= preEntryPrice + 0.5*N && CurrentEntries < nEntries) { myEntryPrice = Open; preEntryPrice = myEntryPrice; Buy(TurtleUnits,myEntryPrice); SendOrderThisBar = True; } while(High >= preEntryPrice + 0.5*N && CurrentEntries < nEntries) //while是同时执行的意思？ { myEntryPrice = preEntryPrice + 0.5 * N; preEntryPrice = myEntryPrice; if(False == Buy(TurtleUnits,myEntryPrice))//这个IF语句啥意思？ { break; //这个break啥意思？ } SendOrderThisBar = True; } } // 止损指令 If(Low <= preEntryPrice - 2 * N && SendOrderThisBar == false) //SendOrderThisBar == false为啥当前bar有交易不止损？ { // 如果刚开仓或者加仓就反向2ATR也应该止损呀 myExitPrice = preEntryPrice - 2 * N; myExitPrice = IIF(myExitPrice > Open, Open,myExitPrice); Sell(0,myExitPrice); PreBreakoutFailure = True; } } }Else If(MarketPosition ==-1) { // 求出持空仓时离市的条件比较值 Commentary("ExitHighestPrice="+Text(ExitHighestPrice)); If(High > ExitHighestPrice) { myExitPrice = Min(High,ExitHighestPrice + MinPoint); myExitPrice = IIF(myExitPrice < Open, Open,myExitPrice); BuyToCover(0,myExitPrice); }Else { If(preEntryPrice!=InvalidNumeric && TurtleUnits >= 1) { If(Open <= preEntryPrice - 0.5*N && CurrentEntries < nEntries) { myEntryPrice = Open; preEntryPrice = myEntryPrice; SellShort(TurtleUnits,myEntryPrice); SendOrderThisBar = True; } while(Low <= preEntryPrice - 0.5*N && CurrentEntries < nEntries) { myEntryPrice = preEntryPrice - 0.5 * N; preEntryPrice = myEntryPrice; if(False == SellShort(TurtleUnits,myEntryPrice)) { break; } SendOrderThisBar = True; } } // 止损指令 If(High >= preEntryPrice + 2 * N &&SendOrderThisBar==false) { myExitPrice = preEntryPrice + 2 * N; myExitPrice = IIF(myExitPrice < Open, Open,myExitPrice); BuyToCover(0,myExitPrice); PreBreakoutFailure = True; } } } Commentary("CurrentEntries = " + Text(CurrentEntries)); } //------------------------------------------------------------------------ // 编译版本 GS2010.12.08 // 版权所有 TradeBlazer Software 2003－2025 // 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 //------------------------------------------------------------------------