老师好!
我想将我的策略模型加一个止损设计,怎么加呢?谢谢!
Params
Numeric F1(10);// 短期指数平均线参数
Numeric F2(15);// 长期指数平均线参数
Numeric F3(21);// 短期指数平均线参数
Vars
Series<Numeric> AvgValue1;
Series<Numeric> AvgValue2;
Series<Numeric> AvgValue3;
Series<Numeric> AvgValue4;
Events
OnBar(ArrayRef<Integer> indexs)
{
AvgValue1 = AverageFC(Close,F1);
AvgValue2 = AverageFC(Close,F2);
AvgValue3 = AverageFC(Close,F3);
PlotNumeric(\"MA1\",AvgValue1);
PlotNumeric(\"MA2\",AvgValue2);
PlotNumeric(\"MA3\",AvgValue3);
If(MarketPosition ==0)
{
if(close[1] > AvgValue1[1]&&AvgValue1[1] > AvgValue2[1]&&AvgValue2[1] > AvgValue3[1]&&AvgValue1[1]>AvgValue1[2]&&
AvgValue2[1]>AvgValue2[2]&&AvgValue3[1]>AvgValue3[2])
Buy(1,Open);
if( close[1] <AvgValue1[1]&&AvgValue1[1] < AvgValue2[1]&&AvgValue2[1] < AvgValue3[1]
&&AvgValue1[1]<AvgValue1[2]&&AvgValue2[1]<AvgValue2[2]&&AvgValue3[1]<AvgValue3[2])
SellShort(1,Open);
}
if(MarketPosition ==1)
{
if(close[1] < AvgValue1[1]&&AvgValue1[1] < AvgValue2[1]&&AvgValue2[1] < AvgValue3[1]
&&AvgValue1[1]<AvgValue1[2]&&AvgValue2[1]<AvgValue2[2]&&AvgValue3[1]<AvgValue3[2])
Sell(1,open);
}
if(MarketPosition ==-1)
{
if(close[1] > AvgValue1[1]&&AvgValue1[1] > AvgValue2[1]&&AvgValue2[1] > AvgValue3[1]
&&AvgValue1[1]>AvgValue1[2]&&AvgValue2[1]>AvgValue2[2]&&AvgValue3[1]>AvgValue3[2])
BuyToCover(1,open );
}
}