持倉資訊#

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Inputs: fastLength(10), slowLength(20);
Variables: fastSMA(0), slowSMA(0);

fastSMA = Average(Close, fastLength);
slowSMA = Average(Close, slowLength);

// 開倉條件
If MarketPosition = 0 and fastSMA crosses above slowSMA Then
  Buy ("Long Entry") next bar at market;

// 平倉條件
If MarketPosition = 1 and fastSMA crosses below slowSMA Then
  Sell ("Exit Long") next bar at market;

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// 如果持倉盈利超過 500 點，則平倉
If MarketPosition = 1 and (Close - EntryPrice) * BigPointValue > 500 Then
  Sell ("Profit Exit") next bar at market;

// 如果持倉虧損超過 300 點，則平倉
If MarketPosition = 1 and (EntryPrice - Close) * BigPointValue > 300 Then
  Sell ("Stop Loss") next bar at market;

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Variables: MP(0);

MP = MarketPosition * CurrentContracts;

If MP = 0 and MP[1] <> 0 Then Begin
  Value1 = Text_New(Date, Time, High, "");
  Text_SetString(Value1,
    "+$" + NumToStr(PositionProfit(1), 3) + NewLine
    + "EntryPrice: " + NumToStr(EntryPrice(1), 3) + NewLine
    + "ExitPrice: " + NumToStr(ExitPrice(1), 3) + NewLine
    + "PositionProfit: " + NumToStr(PositionProfit(1), 3) + NewLine
    + "OpenPositionProfit: " + NumToStr(OpenPositionProfit, 3)
  );
  Text_SetStyle(Value1, 2, 1);
  Text_SetColor(Value1, RGB(232, 232, 0));
  Text_SetFontName(Value1, "Showcard Gothic");
  Text_SetSize(Value1, 14);
  Text_SetAttribute(Value1, 1, true);
  Text_SetBorder(Value1, true);
  Text_SetLocation(Value1, Date, Time, High + 200);
End;

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// 回傳 -9，如果策略持有 9 個空頭合約
// 回傳 4，如果策略持有 4 個多頭合約
MarketPosition(0) * CurrentContracts;

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// 回傳當前持倉，第二次交易的入場價格
PosTradeEntryPrice(0, 1);

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// 回傳當前持倉，第二次交易的出場價格
PosTradeExitPrice(0, 1);

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// 獲取上一次平倉持倉的損益，如果虧損 $5 則回傳 -5
Value1 = PositionProfit(1);

// 如果持倉還在開放中且沒有部分平倉，回傳 0
Value2 = PositionProfit(0);

// 如果持倉部分平倉並實現了 $5 的利潤，回傳 5
Value3 = PositionProfit(0);

// 如果沒有開倉，回傳 0
Value4 = PositionProfit(0);