一个具有跟踪止损止盈功能的半自动委托工具。可以根据人工判断的下单位置下单,也可以指定入场价格等待入场,然后自动生成计划退场委托,退场委托使用跟踪止损止盈机制。
/*backtest
start: 2022-09-14 09:00:00
end: 2022-09-16 15:00:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}]
args: [["RunMode",1,360008],["ContractType","rb2301",360008]]
*/
strategy("futures", overlay = true)
varip targetPrice = na
varip high_lowPrice = na
varip isTrade = false
varip isAlert = false
varip isAlertMinTick = false
varip isAlertFinished = false
varip offset = input(30, "offset", "跟踪止损止盈偏移")
varip limit = input(-1, "limit", "初始开仓价格,-1为不开仓,0为立即开仓,其它具体数值为限价价格")
varip amount = input(1, "amount", "开仓量")
varip loss = input(30, "loss", "止损")
varip targetOffset = input(30, "targetOffset", "触发跟踪止盈止损偏移量")
varip minTick = input(1, "minTick", "价格一跳")
tradeType = input.string("long", "下单方向", tooltip="下单方向,long做多,short做空", options=["long", "short"])
if not barstate.ishistory and not isAlertMinTick
runtime.log("检查syminfo.mintick是否正确!syminfo.mintick:", syminfo.mintick, "#FF0000")
if syminfo.mintick < minTick
runtime.error("系统syminfo.mintick < minTick参数", "#FF0000")
isAlertMinTick := true
if not barstate.ishistory and limit == -1 and not isAlert
runtime.log("没有设置开仓价格,当前limit为-1(防止误开仓,初始默认limit为-1),禁止开仓", "#FF0000")
isAlert := true
if isTrade and strategy.position_size == 0 and not isAlertFinished and strategy.closedtrades.size(strategy.closedtrades - 1) != 0
runtime.log("所有委托流程执行完毕,仓位为0", "#FF0000")
isAlertFinished := true
if not barstate.ishistory and not isTrade and limit != -1
if limit == 0
strategy.entry("open", tradeType == "long" ? strategy.long : strategy.short, amount)
else if limit > 0
strategy.entry("open", tradeType == "long" ? strategy.long : strategy.short, amount, limit=limit)
if tradeType == "long"
targetPrice := (limit == 0 ? close : limit) + targetOffset
else
targetPrice := (limit == 0 ? close : limit) - targetOffset
strategy.exit("exit", "open", amount, loss=loss, trail_price=targetPrice, trail_offset=offset)
runtime.log("每点价格为:", syminfo.mintick, ",当前close:", close)
isTrade := true
if ((close > targetPrice and strategy.position_size > 0) or (close < targetPrice and strategy.position_size < 0)) and not barstate.ishistory
high_lowPrice := na(high_lowPrice) ? close : high_lowPrice
if strategy.position_size > 0
high_lowPrice := close > high_lowPrice ? close : high_lowPrice
else
high_lowPrice := close < high_lowPrice ? close : high_lowPrice
plot(targetPrice, "trail_price 触发线")
plot(strategy.position_size!=0 ? high_lowPrice : na, "当前最高价/最低价")
plot(strategy.position_size!=0 ? (strategy.position_size > 0 ? high_lowPrice-syminfo.mintick*offset : high_lowPrice+syminfo.mintick*offset) : na, "移动止损触发线")