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functionStrategy1(freq)%

targetList=traderGetTargetList();

%获取目标资产信息

HandleList=traderGetHandleList();

%获取账户句柄

globalrecord;

fork=1:length(targetList);

%--------------------仓位、K线、当前bar的提取-----------------------------%

%获取当前仓位

[marketposition,~,~]=traderGetAccountPosition(HandleList(1),targetList(k).Market,targetList(k).Code);

%策略中每次取数据的长度

lags=200;

dlags=10;

barnum=traderGetCurrentBar(targetList(k).Market,targetList(k).Code);

%数据长度限制

if(barnum<lags)

continue;

end

%获取K线数据

[time,open,high,low,close,volume,~,~]=traderGetKData(targetList(k).Market,targetList(k).Code,'min',freq,0-lags,0,false,'FWard');

[Dtime,Dopen,Dhigh,Dlow,Dclose,Dvolume,~,~]=traderGetKData(targetList(k).Market,targetList(k).Code,'day',1,0-dlags,0,false,'FWard');

iflength(close)<lags||length(Dclose)<dlags

continue;

end;

%-------------------------交易逻辑-------------------------------%

stoplossratio=0.03;

stopearnratio=stoplossratio*1.1; %止盈触发比例

%未平仓的订单提取

remain_num=find(record.isopen==1);

remain.isopen=record.isopen(remain_num);

remain.isearn=record.isearn(remain_num);

remain.pivotprice=record.pivotprice(remain_num);

remain.entrybar=record.entrybar(remain_num);

remain.unit=record.unit(remain_num);

remain.direction=record.direction(remain_num);

%计算购买手数

[ValidCash,MarketCap,OrderFrozen,MarginFrozen,PositionProfit]=traderGetAccountInfo(HandleList(1));

[~,~,Multiple,~,~,~,~,~,~]=traderGetFutureInfo(targetList(k).Market,targetList(k).Code);

remain_share=10-length(remain_num);

con1=0;

ifremain_share~=0;

con1=1; %表示仍有可用资金购买

openunit=fix(ValidCash/remain_share/close(end)/Multiple);

end;

%判断当前是多头持仓还是空头持仓

posdir=0;

if~isempty(remain.direction)

ifremain.direction(end)>0

posdir=1;

elseifremain.direction(end)<0

posdir=-1;

end;

end;

%---------------------------------对未平仓的订单进行平仓或者调整止损线--------------------------------------------%

fori=1:length(remain_num)

index=remain_num(i);

ifremain.direction(i)==1

ifclose(end)<remain.pivotprice(i)-stoplossratio*remain.pivotprice(i)%触发止损线

orderID3=traderDirectSell(HandleList(1),targetList(k).Market,targetList(k).Code,remain.unit(i),0,'market','sell');

iforderID3==0

continue;

end;

record.isopen(index)=0;

elseifclose(end)>remain.pivotprice(i)+stopearnratio*remain.pivotprice(i)%触发止盈线

record.pivotprice(index)=close(end);

record.isearn(index)=2;

end;

elseifremain.direction(i)==-1

ifclose(end)>remain.pivotprice(i)+stoplossratio*remain.pivotprice(i)%触发止损线

orderID4=traderDirectBuy(HandleList(1),targetList(k).Market,targetList(k).Code,remain.unit(i),0,'market','buy');

iforderID4==0

continue;

end;

record.isopen(index)=0;

elseifclose(end)<remain.pivotprice(i)-stopearnratio*remain.pivotprice(i)%触发止盈线

record.pivotprice(index)=close(end);

record.isearn(index)=2;

end;

end;

end;

%-----------------------------入场条件--------------------------------------------%

con2=isempty(find(remain.isearn==1,1)); %所有头寸都是盈利的才考虑进新的头寸

N=3;

k1=0.5;

k2=0.5;

HH=max(Dhigh(end-N:end-1));

HC=max(Dclose(end-N:end-1));

LC=min(Dclose(end-N:end-1));

LL=min(Dlow(end-N:end-1));

range=max(HH-LC,HC-LL);

upline=Dopen(end)+k1*range;

dnline=Dopen(end)-k2*range;

bcon=close(end)>upline;

scon=close(end)<dnline;

buycon=con1&&con2&&bcon&&posdir>=0;

sellshortcon=con1&&con2&&scon&&posdir<=0;

%---------------------------入场操作--------------------------------%

ifbuycon

orderID1=traderDirectBuy(HandleList(1),targetList(k).Market,targetList(k).Code,openunit,0,'market','buy');

iforderID1==0

continue;

end;

record.pivotprice=[record.pivotprice,close(end)];

record.isearn=[record.isearn,1];

record.isopen=[record.isopen,1];

record.unit=[record.unit,openunit];

record.entrybar=[record.entrybar,barnum];

record.direction=[record.direction,1];

end;

ifsellshortcon

orderID2=traderDirectSell(HandleList(1),targetList(k).Market,targetList(k).Code,openunit,0,'market','sell');

iforderID2==0

continue;

end;

record.pivotprice=[record.pivotprice,close(end)];

record.isearn=[record.isearn,1];

record.isopen=[record.isopen,1];

record.unit=[record.unit,openunit];

record.entrybar=[record.entrybar,barnum];

record.direction=[record.direction,-1];

end;

end

end

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