量化合约对冲策略交易机器人开发详情(一键跟单)

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“量化交易”有着两层含义:一是从狭义上来讲,是指量化交易的内容,将交易条件转变成为程序,自动下单;二是从广义上来讲,是指系统交易方法,就是一个整合的交易系统。 系统I34-开发I633-源码53I9

strategy("test", overlay = true)

varip a = na

varip highPrice = na

varip isTrade = false

varip offset = 30

if not barstate.ishistory and not isTrade

strategy.entry("test 1", strategy.long, 1)

strategy.exit("exit 1", "test 1", 1, trail_price=close+offset, trail_offset=offset)

a := close + offset

runtime.log("每点价格为:", syminfo.mintick, ",当前close:", close)

isTrade := true

if close > a and not barstate.ishistory

highPrice := na(highPrice) ? close : highPrice

highPrice := close > highPrice ? close : highPrice

plot(a, "trail_price 触发线")

plot(strategy.position_size>0 ? highPrice : na, "当前最高价")

plot(strategy.position_size>0 ? highPrice-syminfo.mintick*offset : na, "移动止损触发线")