回调止损点策略（TB版）

回调止损点策略（TB版）该策略实现了一个基于止损点(TakePoint)和回调点(retracementpoint)的交易逻辑，适用于交易时段的自动化交易决策。以下是策略的主要思路和步骤概述：1.**参数与变量定义**:-`TakePoint0`是初始止盈止损点的基础值。-`LossPoint`通过`TakePoint0`计算得到，作为每级盈利目标或回调幅度的基础。-定义了多个系列变量用于跟踪价格、买卖点位、高低点等市场动态。-`EndTime`根据不同的交易品种设置了市场收盘前的交易截止时间。2.**授权检查**:-检查策略的授权日期范围，若超过授权期限则不执行任何操作并提示授权状态。3.**交易时段处理**:-在每个交易日的1小时周期开始时提醒周期，并在接近或超过授权期限时发出通知。-若交易时间接近收盘时间(`EndTime`)并且有持仓，则自动平仓。4.**止盈止损逻辑**:-根据市场位置(`MarketPosition`)，分别对多头和空头仓位设置了多个级别的止盈退出条件。-多头（买入）情况下，当利润达到一系列递增的止盈点（`TakePoint1`至`TakePoint5`），并且回调不超过相应的回调点（`retrdpiont0`至`retrdpiont5`），则在较高价位卖出平仓。-空头（卖出）情况下，当利润达到相同的止盈点系列，并且回调不超过对应的回调点，则在较低价位买入平仓以锁定利润。-特别地，对于`TakePoint5`，还考虑了反向最高价与回调点的关系，以决定是否触发平仓。5.**市场动态跟踪**:-通过计算并跟踪`HighAfterEntry`和`LowAfterEntry`来记录进入交易后的新高点和新低点，用于动态调整止盈止损点。-使用`BuyHighestPosiPro`和`SellHighestPosiPro`等变量来衡量持仓的最大潜在盈利，以及在特定条件下可能的反转点盈利。6.**图表绘制**:-在交易日发生变化时，根据收盘价与前一日基础价格的比较，在图表上绘制“涨版”或“跌版”的标记，辅助视觉分析。综上所述，该策略的核心在于动态管理多空头寸，利用逐步提升的止盈点和回调点来锁定盈利，同时在市场情况不利时减少损失。通过精细的条件判断和适时的平仓操作，旨在实现持续盈利并控制风险。策略信号代码ParamsNumericTakePoint0(62);VarsNumericLots(1);NumericLossPoint;NumericSeriestimes;NumericZSPrice;NumericSeriesBasedpriceUp;NumericSeriesBasedpricedown;NumericSeriesBasedprice;NumericHighDDPrice;NumericLowDprice;NumericSeriesDownLineK;NumericSeriesUpLineK;NumericSeriesKZhu;NumericSeriesKZhu0;NumericEndTime;NumericBarsSToday;NumericSeriesRedK;NumericSeriesGreenK;NumericSeriesYellowK;NumericSeriesBuyHighAfterEntry;NumericSeriesSellHighAfterEntry;NumericSeriesLowAfterEntry;NumericSeriesHighAfterEntry;NumericBuyHighestPosiPro;NumericSellHighestPosiPro;NumericBuyReverseHighestPosiPro;NumericSellReverseHighestPosiPro;NumericZYPrice;Numericretrdpiont0;Numericretrdpiont1;Numericretrdpiont2;Numericretrdpiont3;Numericretrdpiont4;Numericretrdpiont5;NumericTakePoint1;NumericTakePoint2;NumericTakePoint3;NumericTakePoint4;NumericTakePoint5;NumericK(3);NumericTODAYBARS;NumericDateDay(20131211);BeginTODAYBARS=BarsSinceToday+1;If(TODAYBARS==1){PlotString("周期提醒：",SymbolName+":1H");}If(TODAYBARS==1&&Date>=DateDay&&Date<=DateDay+5){PlotString("授权","授权时间即将过期",0);}If(TODAYBARS==1&&Date>DateDay+3){PlotString("授权","授权时间已经过期",0);}If(Date>DateDay+5){Return;}If(BarType==1){If(Left(Symbol,2)=="IF"){EndTime=0.1515-0.0001*BarInterval;}Else{EndTime=0.1460-0.0001*BarInterval;}}If(Time>=EndTime&&MarketPosition<>0){BuyToCover(0,o);Sell(0,o);//PlotString("平仓","平仓"+Text(ExitPrice),Low,Yellow);Return;}LossPoint=TakePoint0/5;TakePoint1=TakePoint0+LossPoint;TakePoint2=TakePoint1+LossPoint;TakePoint3=TakePoint2+LossPoint;TakePoint4=TakePoint3+LossPoint;TakePoint5=TakePoint4+LossPoint;retrdpiont0=LossPoint/2;retrdpiont1=retrdpiont0+LossPoint/2;retrdpiont2=retrdpiont1+LossPoint/2;retrdpiont3=retrdpiont2+LossPoint/2;retrdpiont4=retrdpiont3+LossPoint/2;retrdpiont5=retrdpiont4+LossPoint/2;//初始化数据Basedprice=CloseD(1);HighDDPrice=HighD(0);LowDprice=LowD(0);//绘制第一根线If(Date!=Date[1]){If(Close>Basedprice&&Low>=BasedpriceDown){PlotNumeric("涨版：",Basedprice,Close,Red);RedK=RedK+1;GreenK=0;YellowK=0;Return;}If(Close<=BasedpriceUp){PlotNumeric("跌版：",Close,Basedprice,Green);GreenK=GreenK+1;RedK=0;YellowK=0;Return;}If(Close==Basedprice){UnPlot("涨版：");UnPlot("跌版：");}}//绘制第二根线If(Date!=Date[1]){times=0;YellowK=0;RedK=0;GreenK=0;BasedpriceUp=HighDDPrice;Basedpricedown=LowDprice;UpLineK=0;DownLineK=0;KZhu=0;KZhu0=1;}Else{times=times[1];UpLineK=UpLineK[1];DownLineK=DownLineK[1];KZhu=KZhu[1];KZhu0=KZhu0[1];YellowK=YellowK[1];RedK=RedK[1];GreenK=GreenK[1];}If(BarStatus>0){//记录上涨数据If(Close[1]>BasedpriceUp){BasedpriceUp=Close[1];Basedpricedown=Low[1];UpLineK=UpLineK+1;RedK=RedK+1;GreenK=0;YellowK=0;DownLineK=0;KZhu=1;PlotNumeric("红版：",Open[1],BasedpriceUp,Red);}//记录下跌数据If(Close[1]<Basedpricedown[1]){BasedpriceUp=High[1];Basedpricedown=Close[1];DownLineK=DownLineK+1;GreenK=GreenK+1;YellowK=0;RedK=0;UpLineK=0;KZhu=1;PlotNumeric("绿版：",BasedpriceUp,Open[1],Green);}}If(Close[1]>Basedpricedown&&Close[1]<BasedpriceUp[1]){BasedpriceUp=BasedpriceUp[1];Basedpricedown=Basedpricedown[1];KZhu=0;PlotNumeric("平版：",Close[1],Open[1],Yellow);YellowK=YellowK+1;GreenK=0;RedK=0;}If(KZhu==1){KZhu0=1;}Else{KZhu0=0;}If(KZhu0==0&&BarsSToday>1){PlotNumeric("平版：",Close[1],Open[1],Yellow);GreenK=0;RedK=0;}if(RedK<>0){PlotString("RedK:",Text(RedK),o);}if(YellowK<>0){PlotString("YellowK:",Text(YellowK),o);}if(GreenK<>0){PlotString("GreenK:",Text(GreenK),o);}if(MarketPosition==0&&Time<0.1450){if(RedK>=K){Buy(Lots,o);times=times[1]+1;HighAfterEntry=High;LowAfterEntry=Low;Return;}if(GreenK>=K){SellShort(Lots,o);times=times[1]+1;HighAfterEntry=High;LowAfterEntry=Low;Return;}}If(MarketPosition==1&&(LastEntryPrice-Low>=LossPoint)){ZSPrice=Min(open,LastEntryPrice-LossPoint);Sell(0,ZSPrice);Return;}If(MarketPosition==-1&&(High-LastEntryPrice>=LossPoint)){ZSPrice=Max(open,LastEntryPrice+LossPoint);BuyToCover(0,ZSPrice);Return;}//止盈止损计算If(BarsSinceEntry>=1){If(High>HighAfterEntry[1]){HighAfterEntry=High;}else{HighAfterEntry=HighAfterEntry[1];}If(Low<LowAfterEntry[1]){LowAfterEntry=Low;}else{LowAfterEntry=LowAfterEntry[1];}}BuyHighestPosiPro=HighAfterEntry[1]-EntryPrice;SellHighestPosiPro=EntryPrice-LowAfterEntry[1];BuyReverseHighestPosiPro=HighAfterEntry[1]-Low;SellReverseHighestPosiPro=High-LowAfterEntry[1];If(MarketPosition==1andBarsSinceLastEntry>1){If(BuyHighestPosiPro>=TakePoint0&&SellHighestPosiPro>=retrdpiont0){ZYPrice=Min(open,HighAfterEntry[1]-retrdpiont0);SellShort(Lots,ZYPrice);//PlotString("多止赢","多止赢"+Text(ExitPrice),Low,Yellow);Return;}//If(BuyHighestPosiPro>=TakePoint1&&SellHighestPosiPro>=retrdpiont1){ZYPrice=Min(open,HighAfterEntry[1]-retrdpiont1);SellShort(Lots,ZYPrice);//PlotString("多止赢","多止赢"+Text(ExitPrice),Low,Yellow);Return;}If(BuyHighestPosiPro>=TakePoint2&&SellHighestPosiPro>=retrdpiont2){ZYPrice=Min(open,HighAfterEntry[1]-retrdpiont2);SellShort(Lots,ZYPrice);//PlotString("多止赢","多止赢"+Text(ExitPrice),Low,Yellow);Return;}If(BuyHighestPosiPro>=TakePoint3&&SellHighestPosiPro>=retrdpiont3){ZYPrice=Min(open,HighAfterEntry[1]-retrdpiont3);SellShort(Lots,ZYPrice);//PlotString("多止赢","多止赢"+Text(ExitPrice),Low,Yellow);Return;}If(BuyHighestPosiPro>=TakePoint4&&SellHighestPosiPro>=retrdpiont4){ZYPrice=Min(open,HighAfterEntry[1]-retrdpiont4);SellShort(Lots,ZYPrice);//PlotString("多止赢","多止赢"+Text(ExitPrice),Low,Yellow);Return;}If(BuyHighestPosiPro>=TakePoint5&&BuyReverseHighestPosiPro>retrdpiont5){ZYPrice=Min(open,HighAfterEntry[1]-retrdpiont5);SellShort(Lots,ZYPrice);//PlotString("多止赢","多止赢"+Text(ExitPrice),Low,Yellow);Return;}}If(MarketPosition==-1andBarsSinceLastEntry>1){If(SellHighestPosiPro>=TakePoint0&&SellHighestPosiPro>=retrdpiont0){ZYPrice=Max(open,LowAfterEntry[1]+retrdpiont0);Buy(Lots,ZYPrice);//PlotString("空止赢","空止赢"+Text(ExitPrice),High,Yellow);Return;}If(SellHighestPosiPro>=TakePoint1&&SellHighestPosiPro>=retrdpiont1){ZYPrice=Max(open,LowAfterEntry[1]+retrdpiont1);Buy(Lots,ZYPrice);//PlotString("空止赢","空止赢"+Text(ExitPrice),High,Yellow);Return;}If(SellHighestPosiPro>=TakePoint2&&SellHighestPosiPro>=retr