持倉盈虧策略（TB版）

持倉盈虧策略（TB版）本策略主要交易思路是基于持倉量和盈虧情況（`A來執(zhí)行買賣操作。1.賣出平倉：-如果存在空頭持倉（`MySellPosition`大于0），則發(fā)送賣出平倉指令（`Enum_Exit`），平倉的數(shù)量為當前空頭持倉量（`TmpLots`設(shè)置為`MySellPosition`）。-平倉價格設(shè)定為賣價（`Q_AskPrice`）加上一個偏移量（`OffSet`乘以最小價格變動單位`MinPoint`）。-更新持倉量（`MySellPosition`）和可能的中線值（`MyRealMP`，基于歷史持倉和當前持倉情況）。2.買入平倉：-如果存在多頭持倉（`MyBuyPosition`大于0）且中線值（`MyRealMP`）小于0（表示策略上的止損或反轉(zhuǎn)條件），且買入盈虧（`A_BuyProfitLoss`）大于0（表示有盈利），則發(fā)送買入平倉指令。-平倉價格設(shè)定為買價（`Q_BidPrice`）減去一個偏移量。3.定時清倉邏輯-如果滿足定時清倉條件（`TradeTime`為真），并且某個條件變量（`qcbz`）等于1，則可能執(zhí)行額外的清倉邏輯。-這個邏輯檢查是否有多頭持倉（`MySellPosition`）和中線值（`MyRealMP`）大于0，以及賣出盈虧（`A_SellProfitLoss`）是否大于0，來決定是否執(zhí)行賣出操作。主要交易思路是管理多頭和空頭持倉，根據(jù)持倉情況和盈虧情況來決定是否平倉，以及可能存在的定時清倉策略。其中，中線值（`MyRealMP`）是一個用于策略決策的關(guān)鍵變量。策略代碼：ParamsBoolbInitStatus(False);NumericInitMyRealMP(0);NumericInitPreMyRealMP(0);NumericFirstGrid(5);NumericTotalGrids(10);NumericGridInterval(5);NumericWinGrid(5);NumericEveryLots(1);NumericOffSet(1);NumericStyleChangeGrid(3);BoolProgramTest(False);//是否測試True是False實盤VarsNumericSeriesMidLine;NumericMinPoint;NumericAskLine;NumericBidLine;NumericRealMidLine;NumericMyRealMP(0);NumericTmpGridIndex;Numericqcbz;BoolTradeTime;NumericTmpLots;NumericPreRealMidLine;NumericPreMyRealMP;NumericMyBuyPosition;NumericMySellPosition;NumericEndTime;BoolbJudgeTime;NumericExitOnCloseMins(14.58);//DebugStringFilePath;BeginIf((Weekday()!=5)&&(Weekday()!=6)&&(Weekday()!=7)){EndTime=0.151500;ExitOnCloseMins=15.13;}If(Weekday()==5){EndTime=0.150000;ExitOnCloseMins=14.58;}If(!ProgramTest)TradeTime=(Q_LastTime>=0.091500AndCurrentTime>0.091500AndCurrentTime<0.113000)Or(CurrentTime>0.130000AndCurrentTime<EndTime);If(ProgramTest)TradeTime=(CurrentTime>0.091500AndCurrentTime<0.113000)Or(CurrentTime>0.130000AndCurrentTime<EndTime);FilePath="C:\\LeftRightTrading_ea.txt";MyRealMP=GetGlobalVar(0);qcbz=GetGlobalVar(1);PreRealMidLine=GetGlobalVar(2);PreMyRealMP=GetGlobalVar(3);If(BarStatus==0And(MyRealMP==InvalidNumeric||bInitStatus)){//If(A_BuyPosition>0)MyRealMP=A_BuyPosition;//ElseIf(A_SellPosition>0)MyRealMP=-1*A_SellPosition;//ElseMyRealMP=InitMyRealMP;MyRealMP=InitMyRealMP;PreMyRealMP=InitPreMyRealMP;}If((Weekday()!=5)&&(Weekday()!=6)&&(Weekday()!=7))bJudgeTime=(Time==0.091500OrTime==0.092500OrTime==0.093500OrTime==0.094500OrTime==0.095500OrTime==0.100500OrTime==0.101500OrTime==0.102500OrTime==0.103500OrTime==0.104500OrTime==0.105500OrTime==0.110500OrTime==0.111500OrTime==0.112500OrTime==0.130000OrTime==0.131000OrTime==0.132000OrTime==0.133000OrTime==0.134000OrTime==0.135000OrTime==0.140000OrTime==0.141000OrTime==0.142000OrTime==0.14300OrTime==0.144000OrTime==0.145000OrTime==0.150000OrTime==0.151000);If(Weekday()==5)bJudgeTime=(Time==0.091500OrTime==0.092500OrTime==0.093500OrTime==0.094500OrTime==0.095500OrTime==0.100500OrTime==0.101500OrTime==0.102500OrTime==0.103500OrTime==0.104500OrTime==0.105500OrTime==0.110500OrTime==0.111500OrTime==0.112500OrTime==0.130000OrTime==0.131000OrTime==0.132000OrTime==0.133000OrTime==0.134000OrTime==0.135000OrTime==0.140000OrTime==0.141000OrTime==0.142000OrTime==0.14300OrTime==0.144000OrTime==0.145000);If(bJudgeTime){MidLine=Open;PreRealMidLine=MidLine[1];}Else{MidLine=MidLine[1];}RealMidLine=MidLine;MinPoint=MinMove*PriceScale;If(!ProgramTest)AskLine=Q_AskPrice;ElseAskLine=High;If(!ProgramTest)BidLine=Q_BidPrice;ElseBidLine=Low;If(!ProgramTest)MyBuyPosition=A_BuyPosition;If(!ProgramTest)MySellPosition=A_SellPosition;If(BarStatus==2&&A_AccountID!=""&&TradeTime){If(Q_AskPrice<=0||Q_BidPrice<=0)Return;If(Q_BidPrice==Q_UpperLimit||Q_AskPrice==Q_LowerLimit)Return;If(High==Low)Return;If((Weekday()!=5)&&(Weekday()!=6)&&(Weekday()!=7))bJudgeTime=(Time==0.091500OrTime==0.092500OrTime==0.093500OrTime==0.094500OrTime==0.095500OrTime==0.100500OrTime==0.101500OrTime==0.102500OrTime==0.103500OrTime==0.104500OrTime==0.105500OrTime==0.110500OrTime==0.111500OrTime==0.112500OrTime==0.130000OrTime==0.131000OrTime==0.132000OrTime==0.133000OrTime==0.134000OrTime==0.135000OrTime==0.140000OrTime==0.141000OrTime==0.142000OrTime==0.14300OrTime==0.144000OrTime==0.145000OrTime==0.150000OrTime==0.151000);If(Weekday()==5)bJudgeTime=(Time==0.091500OrTime==0.092500OrTime==0.093500OrTime==0.094500OrTime==0.095500OrTime==0.100500OrTime==0.101500OrTime==0.102500OrTime==0.103500OrTime==0.104500OrTime==0.105500OrTime==0.110500OrTime==0.111500OrTime==0.112500OrTime==0.130000OrTime==0.131000OrTime==0.132000OrTime==0.133000OrTime==0.134000OrTime==0.135000OrTime==0.140000OrTime==0.141000OrTime==0.142000OrTime==0.14300OrTime==0.144000OrTime==0.145000);//FileAppend(FilePath,"bJudgeTime=");If(TradeTime)//定時清倉，重置中線值{If(qcbz==1){//FileAppend(FilePath,"Excuteqcbz=1!"+",MyRealMP="+Text(MyRealMP)+",MySellPosition="+Text(MySellPosition)+",MyBuyPosition="+Text(MyBuyPosition)+",PreMyRealMP="+Text(PreMyRealMP)+",A_SellProfitLoss="+Text(A_SellProfitLoss)+",A_BuyProfitLoss="+Text(A_BuyProfitLoss));If(MySellPosition>0AndMyRealMP>0AndA_SellProfitLoss>0){TmpLots=MySellPosition;A_SendOrder(Enum_Buy,Enum_Exit,TmpLots,Q_AskPrice+OffSet*MinPoint);If(PreMyRealMP>0)MyRealMP=MyRealMP+PreMyRealMP-IntPart(TmpLots/EveryLots);ElseIf(PreMyRealMP<=0AndMyRealMP>0)MyRealMP=MyRealMP-IntPart(TmpLots/EveryLots);MySellPosition=MySellPosition-TmpLots;}If(MyBuyPosition>0AndMyRealMP<0AndA_BuyProfitLoss>0){TmpLots=MyBuyPosition;A_SendOrder(Enum_Sell,Enum_Exit,TmpLots,Q_BidPrice-OffSet*MinPoint);If(PreMyRealMP<0)MyRealMP=MyRealMP+PreMyRealMP+IntPart(TmpLots/EveryLots);ElseIf(PreMyRealMP>=0)MyRealMP=MyRealMP+IntPart(TmpLots/EveryLots);MyBuyPosition=MyBuyPosition-TmpLots;}//If(MySellPosition>0AndPreMyRealMP>0){TmpLots=Min(MySellPosition,PreMyRealMP*EveryLots);A_SendOrder(Enum_Buy,Enum_Exit,TmpLots,Q_AskPrice+OffSet*MinPoint);MyRealMP=MyRealMP+PreMyRealMP-IntPart(TmpLots/EveryLots);MySellPosition=MySellPosition-TmpLots;}If(MyBuyPosition>0AndPreMyRealMP<0){TmpLots=Min(MyBuyPosition,-1*PreMyRealMP*EveryLots);A_SendOrder(Enum_Sell,Enum_Exit,TmpLots,Q_BidPrice-OffSet*MinPoint);MyRealMP=MyRealMP+PreMyRealMP+IntPart(TmpLots/EveryLots);MyBuyPosition=MyBuyPosition-TmpLots;}PreMyRealMP=MyRealMP;MyRealMP=0;qcbz=0;}Else{qcbz=1;}If(CurrentTime<ExitOnCloseMins/100Andqcbz!=0){//FileAppend(FilePath,"Excute1!"+"PreMyRealMP="+Text(PreMyRealMP)+"MySellPosition="+Text(MySellPosition)+"MyBuyPosition="+Text(MyBuyPosition));If(MySellPosition>0AndPreMyRealMP>0){TmpGridIndex=Abs(BidLine-PreRealMidLine)/(GridInterval*MinPoint);FileAppend(FilePath,"TmpGridIndex1="+Text(TmpGridIndex));If(TmpGridIndex>=StyleChangeGrid+1AndAskLine>PreRealMidLine+FirstGrid*MinPoint){TmpLots=Min(MySellPosition,PreMyRealMP*EveryLots);A_SendOrder(Enum_Buy,Enum_Exit,TmpLots,Q_AskPrice+OffSet*MinPoint);PreMyRealMP=PreMyRealMP-IntPart(TmpLots/EveryLots);}TmpGridIndex=Abs(PreRealMidLine-AskLine)/(GridInterval*MinPoint);FileAppend(FilePath,"TmpGridIndex2="+Text(TmpGridIndex));If(TmpGridIndex<=StyleChangeGridAndAskLine<PreRealMidLine-FirstGrid*MinPoint){TmpLots=Min(MySellPosition,PreMyRealMP*EveryLots);A_SendOrder(Enum_Buy,Enum_Exit,TmpLots,Q_AskPrice+OffSet*MinPoint);PreMyRealMP=PreMyRealMP-IntPart(TmpLots/EveryLots);}}ElseIf(MyBuyPosition>0AndPreMyRealMP<0){TmpGridIndex=Abs(BidLine-PreRealMidLine)/(GridInterval*MinPoint);FileAppend(FilePath,"TmpGridIndex3="+Text(TmpGridIndex));If(TmpGridIndex<=StyleChangeGridAndBidLine>PreRealMidLine+FirstGrid*MinPoint){TmpLots=Min(MyBuyPosition,-1*PreMyRealMP*EveryLots);A_SendOrder(Enum_Sell,Enum_Exit,TmpLots,Q_BidPrice-OffSet*MinPoint);PreMyRealMP=PreMyRealMP+IntPart(TmpLots/EveryLots);}TmpGridIndex=Abs(PreRealMidLine-AskLine)/(GridInterval*MinPoint);FileAppend(FilePath,"TmpGridIndex4="+Text(TmpGridIndex));If(TmpGridIndex>=StyleChangeGridAndBidLine<PreRealMidLine-FirstGrid*MinPoint){TmpLots=Min(MyBuyPosition,-1*PreMyRealMP*EveryLots);A_SendOrder(Enum_Sell,Enum_Exit,TmpLots,Q_BidPrice-OffSet*MinPoint);PreMyRealMP=PreMyRealMP+IntPart(TmpLots/EveryLots);}}If(PreMyRealMP>0AndAskLine>PreRealMidLine-FirstGrid*MinPointAndMySellPosition>0){TmpGridIndex=Abs(AskLine-PreRealMidLine)/(GridInterval*MinPoint);FileAppend(FilePath,"TmpGridIndex5="+Text(TmpGridIndex));If(TmpGridIndex<=PreMyRealMP-1AndTmpGridIndex<=StyleChangeGrid){PreMyRealMP=PreMyRealMP-1;A_SendOrder(Enum_Buy,Enum_Exit,EveryLots,Q_AskPrice+OffSet*MinPoint);}}ElseIf(PreMyRealMP<0AndBidLine<PreRealMidLine+FirstGrid*MinPointAndMyBuyPosition>0){TmpGridIndex=Abs(PreMyRealMP-BidLine)/(GridInterval*MinPoint);FileAppend(FilePath,"TmpGridIndex6="+Text(TmpGridIndex));If(-1*TmpGridIndex>=PreMyRealMP+1AndTmpGridIndex<=StyleChangeGrid){PreMyRealMP=PreMyRealMP+1;A_SendOrder(Enum_Sell,Enum_Exit,EveryLots,Q_BidPrice-OffSet*MinPoint);}}If(PreMyRealMP<0AndBidLine>PreRealMidLine+FirstGrid*MinPointAndMyBuyPosition>0){TmpGridIndex=Abs(BidLine-MinPoint-PreRealMidLine)/(GridInterval*MinPoint);FileAppend(FilePath,"TmpGridIndex7="+Text(TmpGridIndex));If(TmpGridIndex<=-1*PreMyRealMP-1AndTmpGridIndex>=StyleChangeGrid){PreMyRealMP=PreMyRealMP+1;A_SendOrder(Enum_Sell,Enum_Exit,EveryLots,Q_BidPrice-OffSet*MinPoint);}}ElseIf(PreMyRealMP>0AndAskLine<PreRealMidLine-FirstGrid*MinPointAndMySellPosition>0){TmpGridIndex=Abs(PreMyRealMP-AskLine+MinPoint)/(GridInterval*MinPoint);FileAppend(FilePath,"TmpGridIndex8="+Text(TmpGridIndex));If(TmpGridIndex>=PreMyRealMP-1AndTmpGridIndex>=StyleChangeGrid){PreMyRealMP=PreMyRealMP-1;A_SendOrder(Enum_Buy,Enum_Exit,EveryLots,Q_AskPrice+OffSet*MinPoint);}}If(MySellPosition>0AndMyRealMP>0){TmpGridIndex=Abs(BidLine-RealMidLine)/(GridInterval*MinPoint);FileAppend(FilePath,"TmpGridIndex9="+Text(TmpGridIndex));If(TmpGridIndex>=StyleChangeGrid+1AndAskLine>RealMidLine+FirstGrid*MinPoint){TmpLots=Min(MySellPosition,MyRealMP*EveryLots);A_SendOrder(Enum_Buy,Enum_Exit,TmpLots,Q_AskPrice+OffSet*MinPoint);MyRealMP=MyRealMP-IntPart(TmpLots/EveryLots);}TmpGridIndex=Abs(RealMidLine-AskLine)/(GridInterval*MinPoint);FileAppend(FilePath,"TmpGridIndex10="+Text(TmpGridIndex));If(TmpGridIndex<=StyleChangeGridAndAskLine<RealMidLine-FirstGrid*MinPoint){TmpLots=Min(MySellPosition,MyRealMP*EveryLots);A_SendOrder(Enum_Buy,Enum_Exit,TmpLots,Q_AskPrice+OffSet*MinPoint);MyRealMP=MyRealMP-IntPart(TmpLots/EveryLots);}}ElseIf(MyBuyPosition>0AndMyRealMP<0){TmpGridIndex=Abs(BidLine-RealMidLine)/(GridInterval*MinPoint);FileAppend(FilePath,"TmpGridIndex11="+Text(TmpGridIndex));If(TmpGridIndex<=StyleChangeGridAndBidLine>RealMidLine+FirstGrid*MinPoint){TmpLots=Min(MyBuyPosition,-1*MyRealMP*EveryLots);A_SendOrder(Enum_Sell,Enum_Exit,TmpLots,Q_BidPrice-OffSet*MinPoint);MyRealMP=MyRealMP+IntPart(TmpLots/EveryLots);}TmpGridIndex=Abs(RealMidLine-AskLine)/(GridInterval*MinPoint);FileAppend(FilePath,"TmpGridIndex12="+Text(TmpGridIndex));If(TmpGridIndex>=StyleChangeGrid+1AndBidLine<RealMidLine-FirstGrid*MinPoint){TmpLots=Min(MyBuyPosition,-1*MyRealMP*EveryLots);A_SendOrder(Enum_Sell,Enum_Exit,TmpLots,Q_BidPrice-OffSet*MinPoint);MyRealMP=MyRealMP+IntPart(TmpLots/EveryLots);}}If(MyRealMP>0AndAskLine>RealMidLine-FirstGrid*MinPointAndMySellPosition>0){TmpGridIndex=Abs(AskLine-RealMidLine)/(GridInterval*MinPoint);FileAppend(FilePath,"TmpGridIndex13="+Text(TmpGridIndex));If(TmpGridIndex<=MyRealMP-1AndTmpGridIndex<=StyleChangeGrid){MyRealMP=MyRealMP-1;A_SendOrder(Enum_Buy,Enum_Exit,TmpLots,Q_AskPrice+OffSet*MinPoint);MyRealMP=MyRealMP-IntPart(TmpLots/EveryLots);}}ElseIf(MyRealMP<0AndBidLine<RealMidLine+FirstGrid*MinPointAndMyBuyPosition>0){TmpGridIndex=Abs(RealMidLine-BidLine)/(GridInterval*MinPoint);FileAppend(FilePath,"TmpGridIndex14="+Text(TmpGridIndex));If(-1*TmpGridIndex>=MyRealMP+1AndTmpGridIndex<=StyleChangeGrid){MyRealMP=MyRealMP+1;A_SendOrder(Enum_Sell,Enum_Exit,TmpLots,Q_BidPrice-OffSet*MinPoint);MyRealMP=MyRealMP+IntPart(TmpLots/EveryLots);}}If(MyRealMP>0AndAskLine<RealMidLine-FirstGrid*MinPointAndMySellPosition>0){TmpGridIndex=Abs(RealMidLine-AskLine+MinPoint)/(GridInterval*MinPoint);FileAppend(FilePath,"TmpGridIndex15="+Text(TmpGridIndex));If(TmpGridIndex<=MyRealMP-1AndTmpGridIndex>=StyleChangeGrid){MyRealMP=MyRealMP-1;A_SendOrder(Enum_Buy,Enum_Exit,TmpLots,Q_AskPrice+OffSet*MinPoint);MyRealMP=MyRealMP-IntPart(TmpLots/EveryLots);}}ElseIf(MyRealMP<0AndBidLine>RealMidLine+FirstGrid*MinPointAndMyBuyPosition>0){TmpGridIndex=Abs(BidLine-MinPoint-RealMidLine)/(GridInterval*MinPoint);FileAppend(FilePath,"TmpGridIndex16="+Text(TmpGridIndex));If(TmpGridIndex<=-1*MyRealMP-1AndTmpGridIndex>=StyleChangeGrid){MyRealMP=MyRealMP+1;A_SendOrder(Enum_Sell,Enum_Exit,TmpLots,Q_BidPrice-OffSet*MinPoint);}}//FileAppend(FilePath,"Excute***!"+",MyRealMP="+Text(MyRealMP)+",BidLine="+Text(BidLine)+",RealMidLine="+Text(RealMidLine)+",FirstGrid="+Text(FirstGrid)+",MinPoint="+Text(MinPoint)+",AskLine="+Text(AskLine)+",TmpGridIndex="+Text(TmpGridIndex));If(MyRealMP>=0AndBidLine>=RealMidLine+FirstGrid*MinPoint){TmpGridIndex=Abs(BidLine-RealMidLine)/(GridInterval*MinPoint);FileAppend(FilePath,"TmpGridIndex17="+Text(TmpGridIndex)+"MyRealMP="+Text(MyRealMP)+"TotalGrids="+Text(TotalGrids)+"StyleChangeGrid="+Text(StyleChangeGrid));If(TmpGridIndex>=MyRealMP+1AndMyRealMP<TotalGridsAndTmpGridIndex<=StyleChangeGrid){MyRealMP=MyRealMP+1;A_SendOrder(Enum_Sell,Enum_Entry,TmpLots,Q_BidPrice-OffSet*MinPoint);MyRealMP=MyRealMP-IntPart(TmpLots/EveryLots);}}ElseIf(MyRealMP<=0AndAskLine<=RealMidLine-FirstGrid*MinPointAndMyBuyPosition>0){FileAppend(FilePath,"TmpGridIndex18="+Text(TmpGridIndex)+"MyRealMP="+Text(MyRealMP)+"TotalGrids="+Text(TotalGrids)+"StyleChangeGrid="+Text(StyleChangeGrid));TmpGridIndex=Abs(RealMidLine-AskLine)/(GridInterval*MinPoint);If(TmpGridIndex>=-1*MyRealMP+1And-1*MyRealMP<TotalGridsAndTmpGridIndex<=StyleChangeGrid){MyRealMP=MyRealMP-1;A_SendOrder(Enum_Buy,Enum_Entry,TmpLots,Q_AskPrice+OffSet*MinPoint);}}If(MyRealMP<=0AndBidLine>RealMidLine+FirstGrid*MinPoint){TmpGridIndex=Abs(BidLine-RealMidLine)/(GridInterval*MinPoint);FileAppend(FilePath,"TmpGridIndex19="+Text(TmpGridIndex)+"MyRealMP="+Text(MyRealMP)+"TotalGrids="+Text(TotalGrids)+"StyleChangeGrid="+Text(StyleChangeGrid));If(TmpGridIndex>=-1*MyRealMP+1And-1*MyRealMP<TotalGridsAndTmpGridInd