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请教有没有符合原版海龟的MC代码？官网下载的有点问题　[MC]

作者：MC 来源：cxh99.com 发布时间：2018年04月16日 点击数： 　【收藏到本网的会员中心】
  • MC用户求助：

    input: InitialBalance(1000000); 

    vars: N(0),StopLoss(1),DV(0),BB(0),AccountBalance(0),DollarRisk(0),LTT(0),LastTrade(0); 

    {/// Turtle 20-Day Breakout Replica //////////////////////////////////////}

    if marketposition = 0 then begin

    BB = 0;

    N = AvgTrueRange(20); 

    DV = N*BigPointValue;

    {AccountBalance = InitialBalance;}

    AccountBalance = InitialBalance + netprofit;

    DollarRisk = AccountBalance * .01;

    LTT = IntPortion(DollarRisk/DV);

    StopLoss = 2 * DV * LTT;

    //Entry Contracts

    buy LTT shares next bar highest(h,20) or higher;

    buy LTT shares next bar highest(h,20) + (0.5*N) or higher;

    buy LTT shares next bar highest(h,20) + (1.0*N) or higher;

    buy LTT shares next bar highest(h,20) + (1.5*N) or higher;

    SellShort LTT shares next bar lowest(l,20) or lower;

    SellShort LTT shares next bar lowest(l,20) - (0.5*N) or lower;

    SellShort LTT shares next bar lowest(l,20) - (1.0*N) or lower;

    SellShort LTT shares next bar lowest(l,20) - (1.5*N) or lower;

    end;

     

     

     

    {// LONG 20 }

    if marketposition = 1 then begin

    BB = BB + 1;

    if currentcontracts = LTT then begin

    buy LTT shares next bar highest(h,20)[BB] + (0.5*N) or higher;

    buy LTT shares next bar highest(h,20)[BB] + (1.0*N) or higher;

    buy LTT shares next bar highest(h,20)[BB]+ (1.5*N) or higher;

    end;

    if currentcontracts = LTT * 2 then begin

    buy LTT shares next bar highest(h,20)[BB] + (1.0*N) or higher;

    buy LTT shares next bar highest(h,20)[BB] + (1.5*N) or higher;

    end;

    if currentcontracts = LTT * 3 then

    buy LTT shares next bar highest(h,20)[BB] + (1.5*N) or higher;

    end;

     

    Sell ("out-S") next bar lowest(l,10) or lower;

     

    if marketposition = -1 then begin

    BB = BB + 1;

    if currentcontracts = LTT then begin

    SellShort LTT shares next bar lowest(l,20)[BB] - (0.5*N) or lower;

    SellShort LTT shares next bar lowest(l,20)[BB] - (1.0*N) or lower;

    SellShort LTT shares next bar lowest(l,20)[BB] - (1.5*N) or lower;

    end;

    if currentcontracts = LTT * 2 then begin

    SellShort LTT shares next bar lowest(l,20)[BB] - (1.0*N) or lower;

    SellShort LTT shares next bar lowest(l,20)[BB] - (1.5*N) or lower;

    end;

    if currentcontracts = LTT * 3 then 

    SellShort LTT shares next bar lowest(l,20)[BB] - (1.5*N) or lower; 

    end;

     

    buytocover ("out-B") next bar highest(h,10) or higher;

    {// STOPS}

    if currentcontracts = (2 * LTT) then StopLoss = DV * 3.5 * LTT;

    if currentcontracts = (3 * LTT) then StopLoss = DV * 4.5 * LTT;

    if currentcontracts = (4 * LTT) then StopLoss = DV * 5.0 * LTT;

    setstoploss (StopLoss);

     

     

  • MC回复讨论一：

    input: InitialBalance(1000000); 

    vars: N(0),StopLoss(1),DV(0),BB(0),AccountBalance(0),DollarRisk(0),LTT(0),LastTrade(0); 

    {/// Turtle 20-Day Breakout Replica //////////////////////////////////////}

    if marketposition = 0 then begin

    BB = 0;

    N = AvgTrueRange(20); 

    DV = N*BigPointValue;

    {AccountBalance = InitialBalance;}

    AccountBalance = InitialBalance + netprofit;

    DollarRisk = AccountBalance * .01;

    LTT = IntPortion(DollarRisk/DV);

    StopLoss = 2 * DV * LTT;

    //Entry Contracts

    buy LTT shares next bar highest(h,20) or higher;

    buy LTT shares next bar highest(h,20) + (0.5*N) or higher;

    buy LTT shares next bar highest(h,20) + (1.0*N) or higher;

    buy LTT shares next bar highest(h,20) + (1.5*N) or higher;

    SellShort LTT shares next bar lowest(l,20) or lower;

    SellShort LTT shares next bar lowest(l,20) - (0.5*N) or lower;

    SellShort LTT shares next bar lowest(l,20) - (1.0*N) or lower;

    SellShort LTT shares next bar lowest(l,20) - (1.5*N) or lower;

    end;

     

     

     

    {// LONG 20 }

    if marketposition = 1 then begin

    BB = BB + 1;

    if currentcontracts = LTT then begin

    buy LTT shares next bar highest(h,20)[BB] + (0.5*N) or higher;

    buy LTT shares next bar highest(h,20)[BB] + (1.0*N) or higher;

    buy LTT shares next bar highest(h,20)[BB]+ (1.5*N) or higher;

    end;

    if currentcontracts = LTT * 2 then begin

    buy LTT shares next bar highest(h,20)[BB] + (1.0*N) or higher;

    buy LTT shares next bar highest(h,20)[BB] + (1.5*N) or higher;

    end;

    if currentcontracts = LTT * 3 then

    buy LTT shares next bar highest(h,20)[BB] + (1.5*N) or higher;

    end;

     

    Sell ("out-S") next bar lowest(l,10) or lower;

     

    if marketposition = -1 then begin

    BB = BB + 1;

    if currentcontracts = LTT then begin

    SellShort LTT shares next bar lowest(l,20)[BB] - (0.5*N) or lower;

    SellShort LTT shares next bar lowest(l,20)[BB] - (1.0*N) or lower;

    SellShort LTT shares next bar lowest(l,20)[BB] - (1.5*N) or lower;

    end;

    if currentcontracts = LTT * 2 then begin

    SellShort LTT shares next bar lowest(l,20)[BB] - (1.0*N) or lower;

    SellShort LTT shares next bar lowest(l,20)[BB] - (1.5*N) or lower;

    end;

    if currentcontracts = LTT * 3 then 

    SellShort LTT shares next bar lowest(l,20)[BB] - (1.5*N) or lower; 

    end;

     

    buytocover ("out-B") next bar highest(h,10) or higher;

    {// STOPS}

    if currentcontracts = (2 * LTT) then StopLoss = DV * 3.5 * LTT;

    if currentcontracts = (3 * LTT) then StopLoss = DV * 4.5 * LTT;

    if currentcontracts = (4 * LTT) then StopLoss = DV * 5.0 * LTT;

    setstoploss (StopLoss);

     

 

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