//------------------------------------------------------------------------

// 简称: TestShuangjunxian

// 名称:

// 类别: 公式应用

// 类型: 用户应用

// 输出: Void

//------------------------------------------------------------------------

Params

Numeric Length1(10);

Numeric Length2(20);

Numeric Lots(1);

Numeric TrailingStop(1);

Numeric BarsReEntry(5);

Vars

Series<Numeric> MA1;

Series<Numeric> MA2;

Series<Bool> condBuy(False);//是否出场过

Series<Bool> condSell(False);//是否出场过

Numeric MinPoint;

Numeric MyPrice;

Numeric MyExitPrice;

Series<Numeric> HighestAfterEntry;

Series<Numeric> LowestAfterEntry;

Numeric StopLine(0);

Series<Bool> BLong(False);//是否出场过

Series<Bool> BShort(False);//是否出场过

Numeric BarsAfterLongExit(0);

Numeric BarsAfterShortExit(0);

Events

//此处实现事件函数

//Bar更新事件函数，参数indexs表示变化的数据源图层ID数组

OnBar(ArrayRef<Integer> indexs)

{

    Commentary(\"BLong = \"+IIFString(Blong,\"True\",\"False\"));

    Commentary(\"BShort = \"+IIFString(BShort,\"True\",\"False\"));

    If(BarsSinceEntry==1)

       {

        HighestAfterEntry=AvgEntryPrice;

        LowestAfterEntry=AvgEntryPrice;

       }Else If(BarsSinceEntry>1)

       {

        HighestAfterEntry=Max(HighestAfterEntry[1],High[1]);

        LowestAfterEntry=Min(LowestAfterEntry[1],Low[1]);

       }Else

       {

        HighestAfterEntry=HighestAfterEntry[1];

        LowestAfterEntry=LowestAfterEntry[1];

       }

       MA1=AverageFC(Close,Length1);

       MA2=AverageFC(Close,Length2);

       condBuy=CrossOver(MA1,MA2);

       condSell=CrossUnder(MA1,MA2);

       IF(condBuy==False AND condSell ==False)

       {

        condBuy=condBuy[1];

        condSell=condSell[1];

       }

    If(MarketPosition<>1 And condBuy[1]==true And BLong==False)//完全初始状态，做多做空都没出场过

{

Buy(Lots,Open);

HighestAfterEntry=Open;

BLong=False;

BShort=false;

}

If(MarketPosition<>-1 And condSell[1]==true And BShort==False)//完全初始状态，做多做空都没出场过

{

SellShort(Lots,Open);

LowestAfterEntry=Open;

BLong=False;

BShort=false;

}

MinPoint=MinMove*pricescale;

       //BarsAfterLongExit=NthCon(!BLong,1);

       //If(BLong AND MarketPosition==0 AND condBuy[1]==TRUE AND BarsAfterLongExit>=BarsReEntry)

       //{

       // Buy(Lots,Open);

// HighestAfterEntry=Open;

// BLong=false;

// Return;

       //}    

       If(BLong AND MarketPosition==0 AND High >=HighestAfterEntry)

       {

MyPrice=HighestAfterEntry+MinPoint;

        If(Open > MyPrice)

    {

    MyPrice = Open; // 如果该 Bar 开盘价即跳空触发，则用开盘价代替

    }

    Buy(Lots,MyPrice);

    BLong==False;//

//Return;

       }

       If(BShort AND MarketPosition==0 AND Low <=LowestAfterEntry)

       {

MyPrice=LowestAfterEntry-MinPoint;

        If(Open < MyPrice)

    {

    MyPrice = Open; // 如果该 Bar 开盘价即跳空触发，则用开盘价代替

    }

    SellShort(Lots,MyPrice);

    BShort==False;//

//Return;

       }

//BarsAfterShortExit=NthCon(BShort,1);

       //If(BShort AND MarketPosition==0 AND condSell[1]==TRUE AND BarsAfterShortExit>=BarsReEntry)

       //{

       // SellShort(Lots,Open);

// LowestAfterEntry=Open;

// BShort=false;

// Return;

       //}        

//MinPoint=MinMove*pricescale;

If(BarssinceENtry>0 And MarketPosition == 1 ) // 有多仓的情况

//If(MarketPosition == 1 )

    {

    StopLine=HighestAfterEntry*(1-TrailingStop*0.01);

    If(Low <= StopLine)//AvgTR已经是历史信息得到的

    {

    MyExitPrice = StopLine - MinPoint;

    If(Open < MyExitPrice)

    {

    MyExitPrice = Open; // 如果该 Bar 开盘价即跳空触发，则用开盘价代替

    }

    Sell(0,MyExitPrice);

    BLong==True;//有过多入场，出场时把做多出场标记为真，做空出场标记为假

    //BShort==False;

    }

    }

If(BarssinceENtry>0 And MarketPosition == -1) // 有空仓的情况

//If(And MarketPosition == -1) // 有空仓的情况

    {

StopLine=LowestAfterEntry*(1+TrailingStop*0.01);

    If(High >= StopLine)//AvgTR已经是历史信息得到的

    {

    MyExitPrice = StopLine + MinPoint;

    If(Open > MyExitPrice)

    {

    MyExitPrice = Open; // 如果该 Bar 开盘价即跳空触发，则用开盘价代替

    }

    BuyToCover(0,MyExitPrice);

    //BLong==False;//有过多入场，出场时把做多出场标记为真，做空出场标记为假

    BShort==True;

    }

}

       Commentary(\"HighestAfterEntry = \"+Text(HighestAfterEntry));

    Commentary(\"LowestAfterEntry = \"+Text(LowestAfterEntry));                                          

}

//------------------------------------------------------------------------

// 编译版本 2024/08/16 144031

// 版权所有 Grateful

// 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

//------------------------------------------------------------------------