求問~當沖買入後，若2小時內沒達獲利3%賣出，調降獲利2%賣出的委託，此程式碼該如何編寫?

感謝教授指導

1.之前所述的實際與回測交易商品和時間點都有出入，問題仍在為何?

2.增加委託後若要排隊成交的則調低平倉價格

3..若時間內一直未達委託價則調低平倉價格

程式碼如下何處有不妥之處?

 

//%B指標

input: Lengthb(20, "布林通道天數");

input: BandRange(2, "上下寬度");

input: bM(80,"擴展"),bs(60,"緊縮");

variable: up(0), down(0), mid(0);

 

up = bollingerband(Close, Lengthb, BandRange);

down = bollingerband(Close, Lengthb, -1 * BandRange);

if up - down = 0 then value31 = 0 else value31 = (close - down) * 100 / (up - down);

 

//ATR 

input: Length(6,"ATR天數"),ATRs(2.25,"ATR除數"); 

value1 = Average(TrueRange, Length); 

value2=open-low; 

value3=high-open; 

value4=high-low; 

value5=value2/(value4+0.0001); 

value6=1-value5;

 

value7=round(open-open*0.00015-(value1*value5)/ATRs,2); 

condition1=GetField("收盤價","Tick") <= value7;//close 

 

value8=round(open+open*0.00015+(value1*value6)/ATRs,2); 

condition2=GetField("收盤價","Tick")>= value8;//close 

 

input:TM(090200,"進場時間"),P1(10,"操作價位L"),P2(500,"超作價位H"),

X1(1,">買進有漲%停利"),X2(25,"<買進有跌%停損"),X3(1,"<賣出有跌%停利"),X4(25,">賣出有漲%停損");

condition7=GetSymbolInfo("處置股")=false or q_NetValuePerShare >=6;

 

condition90 = close > p1 and close <P2  and  close < close[1]*1.05 and condition7; //進場點 

 

 

var: intrabarpersist SentTime(0);

var: intrabarpersist hasOrdered(false);

if  position=0 and filled=0  and condition90 and currentTime > TM and  currentTime <=110000  

then begin 

if  condition1  and (value31 > value31[1] or value7 > value7[1] ) 

and value7*1.0045 < getField("High","D") 

then

setposition(minList(position+1,1),GetField("收盤價","Tick"),label:="買1");//有庫存時，不進場加買，維持一張 

end; 

 

if position<>0 and filled<>0 then

begin 

value95=100 * (Close - FilledAvgPrice) / FilledAvgPrice; //停利停損% 

if filled=1 then setposition(0,filledAvgPrice*(1+(x1/100)),label:="買進續漲%停利");

 SentTime=Getfield("時間","Tick");

end;

 

input:CT1(5,"排隊時間"),CT2(60,"改價時間");  

if position=0 and filled=1 

and GetField("收盤價","Tick") >=filledAvgPrice*(1+(x1/100))

and Getfield("時間","Tick")>=timeadd(SentTime,"S",CT1)

then setposition(0,filledAvgPrice*(1+(0.435/100)),label:="排隊則調利");

 

if position=0 and filled=1

and Getfield("時間","Tick")>=timeadd(SentTime,"M",CT2) 

then setposition(0,filledAvgPrice*(1+(0.435/100)),label:="未達委託價調利");