止损止盈(二)
原文合作出处:Ray's Blog这次要来介绍的是一种止盈的方法, 以函数的方式呈现, 如此方便套用在任何策略中,要注意的是,此方法只有止盈,止损需要额外添加喔
方式如下:
[img]http://p.qhlt.cn/filestores/2017/12/21/72898418012561d7a1e3212c41b15187.jpg[/img]
利用highest(high,barssinceentry)-entryprice>10 条件成立
挂单在highest(high,barssinceentry)-(0.5)*(highest(high,barssinceentry)-entryprice)
这样的写法做移动停利取代Setpercenttrailing / Setdollartrailing
写法还蛮简单的,原本是个别拆开写在策略中.
为了方便大家使用,所以改成函数的方式.
可以自己测试看看..
函数:
NetTrailling(N,ratio)
说明:
N->进场后获利N点后,启动移动停利.
ratio ->拉回多少出场,分为拉回点数及百分比
从最高获利拉回50%,就填入0.5 ,
从最高获利拉回20点出场就写20.
ex:
买入后获利大于20点,拉回10点出场:NetTrailling(20,10)
if date<>date[1] and close>close[1] then buy next bar at market;
if marketposition>0 then sell next bar at NetTrailling(20,10) stop;
(放空相同NetTrailling(20,10)-> buytocover next bar at NetTrailling(20,10) stop)
[img]http://p.qhlt.cn/filestores/2017/12/21/f5e43024336a1c9614e1f492ab8d60cd.jpg[/img] NetTrailling 函数源码：[code]
vars:btrailling(0),STrailling(0),s(0);
if r<=1 then s=0 else s=1;
switch(s)
begin
case 0:
if (highest(high,barssinceentry)-entryprice)>N then
btrailling= highest(high,barssinceentry)-r*(highest(high,barssinceentry)-entryprice)
else btrailling=0;
if (entryprice-lowest(low,barssinceentry))>N then
STrailling= lowest(low,barssinceentry)+r*(entryprice-lowest(low,barssinceentry))
else STrailling=99999;
case 1:
if (highest(high,barssinceentry)-entryprice)>N then
btrailling= highest(high,barssinceentry)-r point
else btrailling=0;
if (entryprice-lowest(low,barssinceentry))>N then
STrailling= lowest(low,barssinceentry)+r point
else STrailling=99999;
end;
if marketposition>0 then NetTrailling=btrailling;
if marketposition<0 then NetTrailling=strailling;
[/code] 谢谢分享
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