三进三出 交易策略

//该模型为简单示范模型，用户需根据自己交易经验，修改完善后再实际应用！ //申明变量 INPUT:N1(20,10,99),N2(15,0,99),首仓(35,0,100),二仓(65,0,100),三仓(100,0,100),首止损(5,0,15) ,二止损(10,0,15),启用期(960101,901219,1500101),FL(5,0,30); ST:=SMA(H-L,20,1); U:MA(C,N1); D:MA(C,N2); PP:=AVGENTERPRICE; NB:=ENTERBARS; NS:=EXITBARS; 测试期：=DATE>启用期; 持仓：=HOLDING; 券值：=持仓*C; {券值} 总资产：=券值+CASH(0); 空仓历时：=BARSLAST(持仓=0); 仓位：=券值/总资产*100; {仓位%} 浮利率：=C/PP*100-100; {持仓股获利率} SV:=INTPART(总资产/C/300+1)*100; {标准购买单位} M:=CROSS(U,D); P:=CROSS(D,U); M1:=M AND 测试期; M2:=CROSS(C,REF(C,NB)*0.9) AND 测试期; { AND 持仓 M3:=CROSS(C,REF(C,NB)*(100+FL)/100) AND 测试期; { AND 持仓 MV1:=SV; {INTPART((总资产*首仓-100*C*持仓)/C/10000)*100仓位控制到仓1} MV2:=SV; {INTPART((总资产*二仓-100*C*持仓)/C/10000)*100仓位控制到仓2} MV3:=INTPART(CASH(0)/C/100)*100; {INTPART((总资产*三仓-100*C*持仓)/C/10000)*100仓位控制到仓3} F1:=CROSS(HHV(C,NB+1)*(100-首止损)/100,C); F2:=CROSS(HHV(C,NB+1)*(100-二止损)/100,C); P1:=F1*(SUM(F1,NB)=1); P2:=F2*(SUM(F2,NB)=1); P3:=P OR CROSS(HHV(C,NB+1)*0.85,C); PV1:=SV; PV2:=SV; PV3:=持仓; //交易系统 开1:BUY(M1,MV1,THISCLOSE); //开仓1 开2:BUY(M2 AND SUM(P1+P2+P3,NB)=0,MV2,THISCLOSE); //开仓2 开3:BUY(M3 AND SUM(P1+P2+P3,NB)=0 AND M2=0,MV3,THISCLOSE); //开仓3 抛1:SELL(P1,PV1,THISCLOSE); //平仓1 抛2:SELL(P2,PV2,THISCLOSE); //平仓2 抛3:SELL(P3,PV3,THISCLOSE); //平仓3 当前持仓：HOLDING,COLORGRAY,LINETHICK0; 当前资产：ASSET,NOAXIS,COLORGRAY;