[MC源码] 最终版

1. Input:N1(120),N2(3),N3(5),inicap(1000000),riskratio(0.2),atrlength(14);
   
2. var:top(0),bot(0),mp(0),totalamt(0),lots(1),stoploss(0),stopearn(0),exetripoint(0),entrATR(0),trailatr(0),trail(False),closehl(0),initrail(0);
   
3. 
   
4. totalamt =inicap + (netprofit + openpositionprofit);
   
5. 
   
6. if AvgTrueRange(atrlength) <> 0 then lots = ((totalamt/100)*riskratio)/(AvgTrueRange(atrlength)*bigpointvalue);
   
7. 
   
8. mp = marketposition;
   
9. 
   
10. top = Highest(high,N1);
    
11. bot = Lowest(low,N1);
    
12. 
    
13. if mp = 0 then begin  //entry model
    
14.   if Close > top[1] then buy("buylong") lots shares next bar at market;
    
15.   if Close < bot[1] then sellshort("sellshort") lots shares next bar at market;
    
16. end;
    
17. 
    
18. if marketposition <> 0 and barssinceentry = 0 then begin
    
19.      entrATR = AvgTrueRange(atrlength);
    
20.      exetripoint = Close;
    
21.      trail = False;
    
22.      if marketposition =1 then
    
23.        value1 = text_new(date,time,low - 100,"L:"+numtostr(entryprice,0)+ "Atr:"+numtostr(entrATR,0) + "STP:" + NumToStr(entryprice - 3*entratr,0))
    
24.      else if marketposition =-1 then
    
25.        value1 = text_new(date,time,high + 100,"S:"+numtostr(entryprice,0)+ "Atr:"+numtostr(entrATR,0) + "STP:" + NumToStr(entryprice + 3*entratr,0));
    
26. end;
    
27. 
    
28. //long order
    
29. if marketposition = 1 and barssinceentry > 0 then begin
    
30.    if Close > exetripoint then begin
    
31.       exetripoint = Close;   
    
32.       trailatr = AvgTrueRange(atrlength);
    
33.    end;         
    
34.    if exetripoint > entryprice + 2*entrATR then begin //tril start     
    
35.       value2 = text_new(date,time,high + 30,"T:"+numtostr(exetripoint,0)+"Atr:"+numtostr(trailatr,0)+"TRAIL:"+NumToStr(exetripoint - N3*trailatr,0));  
    
36.       value3 = tl_new(date[1],time[1],exetripoint[1],date,time,exetripoint);
    
37.       sell("L-stopearn") all shares next bar at exetripoint - N3*trailatr stop;
    
38.    end;
    
39.    
    
40.    sell("L-stoploss") all shares next bar at entryprice - N2*entratr stop;  
    
41. end;  
    
42. 
    
43. //short order
    
44. if marketposition = -1 and barssinceentry> 0 then begin
    
45.    if Close < exetripoint then begin
    
46.       exetripoint = Close;
    
47.       trailatr = AvgTrueRange(atrlength);
    
48.    end;
    
49.    if exetripoint < entryprice - 2*entrATR then begin
    
50.       value2 = text_new(date,time,low - 30,"B:"+numtostr(exetripoint,0)+"Atr:"+numtostr(trailatr,0)+"TRAIL:"+NumToStr(exetripoint + N3*trailatr,0));  
    
51.       value3 = tl_new(date[1],time[1],exetripoint[1],date,time,exetripoint);
    
52.       buytocover("S-stopearn") all shares next bar at exetripoint + N3*trailatr stop;
    
53.    end;
    
54. 
    
55.   buytocover("S-stoploss") all shares next bar at entryprice + N2*entratr stop;
    
56. end;

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