請問取得進場成本後設定停利與停損價?

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最後發表 ENGLISH4U 2021 六月 11

ENGLISH4U 發文於 2021/06/09

小編不好意思

想要請問，我以此篇文章當範例移動停利語法

取得成本價後設定50點停利停損(台指)

等待下次進場機會

但是回測後發現出場點跟我設定不一樣

例如下圖並沒有幫我做停利停損

無論使用連結內的寫法或是使用filledavgprice 都是一樣的結果

請問

1.是哪邊寫錯了呢??

2.有沒辦法以20MA進場，跌破5MA做移動停利呢??

3. 另外有沒有辦法進場以後是K棒收盤才進場，但是出場是打到停利停損價就出場呢? (分鐘K)

語法如下 ######### 主要從 37行開始 #########

感謝小編

input: Length(9, "計算期數"), RSVt(3, "RSVt權數"), Kt(3, "Kt權數");
variable: _rsv(0), _k(0), _d(0), DI(0), nDI(0), ADX_value(0), DealPrice(0), _MarketPosition(0),period(10);

///// MA /////
value1 = EMA(close,144);
value2 = EMA(close,5);

///// KD /////
SetTotalBar(maxlist(Length,6) * 3 + 8);
Stochastic(Length, RSVt, Kt, _rsv, _k, _d);

///// MACD /////
input: FastLength(12), SlowLength(26), MACDLength(9);
SetInputName(1, "DIF短期期數");
SetInputName(2, "DIF長期期數");
SetInputName(3, "MACD天數");
variable: difValue(0), macdValue(0), oscValue(0), Forecast_DealPrice(0), profit(0), loss(0);
MACD(weightedclose(), FastLength, SlowLength, MACDLength, difValue, macdValue, oscValue);

///// SAR /////
input:AFIncrement(0.02,"加速因子");
input:AFMax(0.2,"加速因子最大值");

variable: sarValue(0);
sarValue = SAR(AFIncrement, AFIncrement, AFMax); 
/////////////////////////////////////////////////////////////////////

var: long_condition(false);         { Long Condition }
var: stop_long_profit(false);
var: stop_long_loss(false);

var: short_condition(false);        { Short Condition }
var: stop_short_profit(false);
var: stop_short_loss(false);


long_condition = close > value1 and oscValue > 0 and close > sarValue; 
short_condition = close < value1 and oscValue < 0 and close < sarValue;

///// 取得成本價 /////
once long_condition or short_condition begin
        Forecast_DealPrice = close;
//      profit = Forecast_DealPrice + 50;
//      loss = Forecast_DealPrice - 50;
    end;

///// 停損停利條件 /////
stop_long_profit = close > Forecast_DealPrice + 50;
stop_short_profit = close < Forecast_DealPrice - 50 ;
stop_long_loss = close < Forecast_DealPrice - 50;
stop_short_loss = close > Forecast_DealPrice + 50;


///// Long /////
if long_condition then begin
    setposition(1, market);
    print(Forecast_DealPrice, date, time, position, close, value1, DI, nDI);
    end;
if  position = 1 and filled = 1 then begin
    if stop_long_profit or stop_long_loss then setposition(0, market);
    print(Forecast_DealPrice, date, time, position, close, value1, DI, nDI);
    end;

///// Short /////
if short_condition then begin
    setposition(-1, market);
    print(Forecast_DealPrice, date, time, position, close, value1, DI, nDI);
    end;
if  position = -1 and filled = -1 then begin
    if stop_short_profit or stop_short_loss then setposition(0, market);
    print(Forecast_DealPrice, date, time, position, close, value1, DI, nDI);
    end;