老师请把下面的模型加上当前持仓亏损300元立即平仓,谢谢
Params
Numeric ATRs(3); // 几倍ATR止盈
Numeric ATRLength(10); // ATR周期
Vars
Series<Numeric> WAvgPrice; // K线加权均值
Series<Numeric> Resistance; // 阻力线
Series<Numeric> Support; // 支撑线
Numeric ATRVal; // ATR(平均真实波幅)
Series<Numeric> myExitPrice; // 开仓BAR根据当时的ATR计算出的止盈价
Events
OnBar(ArrayRef<Integer> indexs)
{
// 计算当前K线的加权均值、阻力线和支撑线
WAvgPrice = (High + Low + (Close * 2)) / 4;
Resistance = (WAvgPrice * 2) - Low;
Support = (WAvgPrice * 2) - High;
// 输出指标
PlotNumeric(\"Resistance\",Resistance[1]);
PlotNumeric(\"Support\",Support[1]);
// 计算ATR
ATRVal = AvgTrueRange(ATRLength);
// 开仓
If(MarketPosition == 0 And High >= Resistance[1] + MinMove * PriceScale And Vol > 0)
{
Buy(0, Max(Open,Resistance[1] + MinMove * PriceScale));
}
// 开仓时根据开仓BAR的ATR计算止盈价
If(MarketPosition == 1 And BarsSinceEntry == 0)
{
myExitPrice = EntryPrice + ATRVal * ATRs;
}
// 平仓
If(MarketPosition == 1 And BarsSinceEntry > 0 And Vol > 0)
{
// 止盈出场
If(High >= myExitPrice)
{
Sell(0, Max(Open,myExitPrice));
Commentary(\"止盈出场\");
}
// 反向突破止损出场
Else If(Low <= Support[1] - MinMove * PriceScale)
{
Sell(0, Min(Open,Support[1] - MinMove * PriceScale));
Commentary(\"反转出场\");
}
}
}
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