多种止盈止损的统一处理函数.doc

多种止盈止损的统一处理函数/-/ 简称: DoPosition/ 名称: 处理持仓部位/ 类别: 用户函数/ 类型: 用户函数/ 输出: 字符串/-ParamsNumeric tradState(0);/ 当前头寸，1=多，-1=空NumerictradCyc(0);/ 持仓周期数Numeric curProfit(0);/持仓当前浮动盈亏Numeric maxProfit(0);/持仓最大浮盈Numeric stopLoss(0); /盈利低于此值时止损，为0不判断Numeric stopProfis(0); /盈利高于此值时止赢，为0不判断Numeric tracProfis(0); /盈利高于此值后执行追踪止赢，为0不判断Numeric tracLoss(0); /追踪止盈的回撤值，为0不判断，盈利超过tracProfis后，从最大浮赢回撤tracLoss后止盈Numeric returnProfis(0); /盈利高于此值后执行回撤止赢，为0不判断Numeric minProfis(0); /持仓bar数超过maxHoles后,盈利依然小于此值平仓，为0不判断Numeric maxHolds(0);/最多持仓bar数，为0不判断Numeric closeTime(1457); /持仓bar的时间超过此时间后清仓VarsString str( );Begin/-处理持仓-if(tradState != 0 )/价格止损:亏损超过stopLoss-If(stopLoss0)If(curProfit0 And maxHolds0)If(curProfit=maxHolds )str = 超时未达盈利平仓;/超时平仓-If(closeTime100)If(Time=0.0001*closeTime) str = 超过清仓时间平仓;/停板平仓-If(BarStatus=2)if(High=Q_UpperLimit() Or Low=Q_LowerLimit()str = 停板平仓;Elseif(High=Low And High=Close And High1=Low1 And High2=Low2)str = 停板平仓;/价格止盈:盈利超过stopProfis-If(stopProfis0)If(curProfit=stopProfis )str = 止盈平仓;/跟踪止盈:盈利超过tracProfis后回撤超过tracLoss平仓-If(tracLoss0 And tracProfis0)If(maxProfit-curProfit)=tracLoss And maxProfittracProfis)str = 跟踪止盈平仓;/回撤止盈：盈利超过returnProfis后回撤平仓-If(returnProfis0 And maxProfit0.9*returnProfis)If(maxProfit0.9*returnProfis And maxProfit=1.1*returnProfis And curProfit1.1*returnProfis And maxProfit=2*returnProfis And curProfit2*returnProfis And maxProfit=3*returnProfis And curProfit3*returnProfis And maxProfit=4*returnProfis And curProfit4*returnProfis And maxProfit=5*returnProfis And curProfit6*returnProfis And curProfit=0.9*maxProfit)str = 盈利回撤止盈平仓大于6倍10%;Return str;End/-/ 编译版本GS2004.06.12/ 用户版本2009/04/15 21:11