練習交流~分享想法之 -庫存自訂排序壓力價前先平倉獲利、若回檔則當沖

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最後發表 xqyi 2024 七月 14

xqyi 發文於 2024/07/10

1.庫存虧損時若小賺自訂壓力價前先平倉

2.也可不放成本計算，在壓力價前平倉

3. 平倉後若要買回當沖------尚未完成

setBarBack(500);

//壓力支撐價位

Vars: intrabarpersist maxLessThanLow(0), intrabarpersist minGreaterThanHigh(0),

intrabarpersist mTlow(0), intrabarpersist mThigh(0);

var:i(0);

Array: values[19](0) ;

    values[1] = round(average(getField("收盤價","D"),5),2); // 5日均

    values[2] = round(average(getField("收盤價","D"),10),2); // 10日均

    values[3] = round(average(getField("收盤價","D"),30),2); // 30日均

    values[4] = round(average(getField("收盤價","D"),60),2); // 60日均

    values[5] = highest(High, 5);//5日高 

    values[6] = highest(High, 25);//25日高 

    values[7] = highest(High, 75);//75日高 

    values[8] = highest(High, 300);//300日高

    values[9] = round(bollingerband(Close, 20, 2),2); // 布林上 

    values[10] = round(High,2); // 今高

    values[11] = round(Close,2); // 今收

    values[12] = round(Low,2); // 今低 

    values[13] = round(average(Close, 20),2); // 布林中

    values[14] = round(bollingerband(Close, 20, -2),2); // 布林下

    values[15] = round(xf_EMA("w",getField("收盤價","W"),12),2); // WE12 

    values[16] = round(xf_EMA("W",getField("收盤價","W"),26),2); // WE26 

    values[17] = EMA(getField("收盤價","D"),12); // DE12 

    values[18] = EMA(getField("收盤價","D"),26); // DE26 

    values[19] = round(GetField("控盤者成本線")[1],2);



value27=HighestArray(values,19);

value28=LowestArray(values,19);



// 初始化 minGreaterThanHigh 和 maxLessThanLow

minGreaterThanHigh = value27*1.1;

maxLessThanLow = value28*0.9;



For i = 1 to 19 

begin

    // 找出大于 high 的最小值 壓力

    if values[i] > High then 

    begin

        if values[i] < minGreaterThanHigh then

            minGreaterThanHigh = values[i];

    end;


    // 找出小于 low 的最大值 支撐

    if values[i] < Low then 

    begin

        if values[i] > maxLessThanLow then

            maxLessThanLow = values[i];

    end;

end;



// 更新壓力價和支撐價

mThigh = minGreaterThanHigh;

mTlow = maxLessThanLow;


//----------------------------平倉賣

input:

    TM(090100,"進場時間"),LLP(1,"最低獲利%"),LLM(1.5,"最低獲利千元"),

    CT1(5,"排隊時間S"),CT2(3,"改價時間H"),  mth(-2,"壓力價-檔");

var: intrabarpersist SentTime(0) ,intrabarpersist FRC1(0);

if 

position > 0 //未委賣

and  filled > 0 //有庫存

and currentTime > TM //進場時間


then

begin


//1S

    if position > 0 //確保未委賣

        and filled > 0 //確保有庫存

        and getField("漲停價", "D") > filledAvgPrice*(1+LLP/100) //避免放空及虧損賣出，有>最低獲利1%

        and  addSpread(mThigh,mth) >= filledAvgPrice*(1+LLP/100) //壓力價-1檔 並確保大於最低獲利

    then begin

        if close=getField("漲停價", "D") then

        setposition(0,addSpread(getField("漲停價", "D"),-1),label:="漲停賣");

        setposition(0,addSpread(mThigh,mth),label:="壓力價停利");//0702 mth-2檔

        setposition(0,(filledAvgPrice*(1+LLP/100))+LLM,label:="1000停利");

            //委賣最低獲利壓力價-1檔或1000

        SentTime=Getfield("時間","Tick");//紀錄委賣時間

        FRC1=getField("當日序號", "Tick");//紀錄序號

        end;

end;

     



if position=0 //已經委賣

    and filled >0  //委賣但未成交

    and GetField("收盤價","Tick") >=filledAvgPrice*(1+LLP/100) //現價大於成本價最低獲利

    and Getfield("時間","Tick")>=timeadd(SentTime,"H",CT2) //排隊時間超過CT2

    and  addSpread(mThigh,mth) >= filledAvgPrice*(1+LLP/100) //壓力價-1檔情況下，還>=最低獲利1%

then 

    setposition(0,minList(addSpread(mThigh,mth),addSpread(((filledAvgPrice*(1+LLP/100))+LLM),-1)),label:="3H未達委託調價"); 

    //平倉取最小值(壓力價-1檔 或 最低獲利價+1.5元-1檔的價格  )