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O que é a vida? Combinação de fatores de quantidade
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(*backtest start: 2018-01-01 00:00:00 end: 2021-06-30 23:59:00 period: 1h basePeriod: 1h exchanges: [{"eid":"Futures_OKCoin","currency":"BTC_USD","stocks":10}] args: [["percent",5],["ContractType","quarter",126961]] *) ATRS:=50; //交易量 //LOTS:=MAX(1,INTPART(percent/100*MONEY/(C*MARGIN*UNIT)));//金本 LOTS:=MAX(1,INTPART(percent/100*MONEY*C/(MARGIN*UNIT)));//币本 // 计算当前K线的加权均值、阻力线和支撑线 AVGP:=(HIGH + LOW + (CLOSE * 2)) / 4; RS^^HHV((AVGP * 2) - LOW,LENTH); ST^^LLV((AVGP * 2) - HIGH,LENTH); // 计算ATR TR:=MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW)); ATRVAL:=MA(TR,LENTH); // 开仓 IF BKVOL<=1 AND HIGH >= REF(RS,1) AND VOL > 0 THEN BEGIN 1,BPK(LOTS); END IF SKVOL<=1 AND LOW <= REF(ST,1) AND VOL > 0 THEN BEGIN 1,SPK(LOTS); END // 开仓时根据开仓BAR的ATR计算止盈价 IF BKVOL>0 AND BARSBK>0 THEN BEGIN MYEXITPRICE:=BKPRICE + ATRVAL * ATRS; END IF SKVOL>0 AND BARSSK>0 THEN BEGIN MYEXITPRICE:=SKPRICE - ATRVAL * ATRS; END // 平仓 IF BKVOL>0 AND BARSBK>0 AND VOL>0 THEN BEGIN // 止盈出场 IF HIGH >= MYEXITPRICE THEN BEGIN 1,SP(LOTS); END END IF SKVOL>0 AND BARSSK>0 AND VOL>0 THEN BEGIN // 止盈出场 IF LOW <= MYEXITPRICE THEN BEGIN 1,BP(LOTS); END END