请问黄忠长老，在WDL里如何对头寸调整编程

请问黄忠长老，在WDL里如何对头寸调整编程
因为偶原来是用飞狐交易师进行编程的，用上PASCAL后也不太困难。但偶发现用PASCAL编头寸调整的程序很困难，而WDL提供的几个函数偶又不适应。
长老能帮帮偶么？最好提供头寸调整编程的例子
谢谢拉

 

http://www.hylt.net/viewtopic.php?t=4888

http://www.wealthlab.de/articles-tutorials-SimuScriptBasic.htm

http://www.wld3.com/tutorials/MMPortfolio.swf

 

WLD内置的头寸调整法则。需要另外加上交易信号或策略。　
//1、Max Entries per Day
const NUM = 2;
var p, Count: integer;

Count := 0;
for p := PositionCount - 1 downto 0 do
if PositionActive( p ) then
if PositionEntryBar( p ) = PositionEntryBar( #Current ) then
begin
Inc( Count );
if Count = 2 then
Break;
end;

if Count = 2 then
SetPositionSizeShares( 0 )
else
SetPositionSizeFixed( 5000 );





2、//Max Risk Pct with Round Lots
const pctRisk = 0.02; // Max Risk Percent, e.g., 0.02 risks 2% of total equity
const EquityLimit = 0.15; // Equity size constraint, e.g., 0.15 constrains final size to 15% of equity
const LotSize = 10; // Round lots of 10 shares/contracts

var fEquity, CashSize, fStop, fBasis, fRisk, MaxSize: float;
var FinalSize: integer;

fStop := GetPositionRiskStop( #Current );
fBasis := PositionBasisPrice( #Current );
fRisk := ( fBasis - fStop ) * GetPointValue;

{ Inhibit trade entry if the basis already exceeds the stop price }
if PositionLong( #Current ) then
begin
if fRisk < 0 then
begin
SetPositionSizeShares( 0 );
exit;
end;
end
else if fRisk > 0 then
begin
SetPositionSizeShares( 0 );
exit;
end;

fEquity := Equity( BarCount - 1);
FinalSize:= Trunc(( fEquity * pctRisk ) / Abs( fRisk ) );
CashSize:= FinalSize * fBasis;
MaxSize := EquityLimit * fEquity;

{ If cash is greater than MaxSize, reduce position to cash position }
if CashSize > MaxSize then
FinalSize := Trunc( MaxSize / fBasis );

{ Create Round Lots per LotSize.
You may wish to use Round instead of Trunc to round up sizes (adds risk) }
FinalSize := Trunc( FinalSize / LotSize ) * LotSize;
SetPositionSizeShares( FinalSize );

3、.....

{ SimuScript for increasing Percent Risk with growing Equity }
var fPctRisk, fEquity, CashSize: float;
var fStop, Factor,fBasis: float;
var FinalSize: integer;

{ These settings will increase the Risk by 0.2% for every $10,000 of
equity growth }
const IncreaseRisk = 10000;
const RiskIncrement = 0.002;
const MinRiskCash = 75000;
const MinRisk = 0.005; // Risk at least 0.5% on each trade

const MaxRisk = 0.06; // Don't risk more than 6% on a single trade

{ Store values in variables for easy reference }
fEquity := Equity( BarCount - 1);
fStop := GetPositionRiskStop( #Current );
fBasis := PositionBasisPrice( #Current );

if fEquity < MinRiskCash then
fPctRisk := MinRisk
else
begin
Factor := (fEquity - MinRiskCash) Div IncreaseRisk;

fPctRisk := MinRisk + (RiskIncrement * Factor);
if fPctRisk > MaxRisk then
fPctRisk := MaxRisk;
end;

{ Calculate the size in shares, and then in cash }
FinalSize := Trunc(( fEquity * fPctRisk ) / Abs( fBasis - fStop ));
CashSize := FinalSize * fBasis;

{ If the position size is greater than the account equity,
allow the trade to take place if fully in cash }
if CashSize > fEquity then

FinalSize := Trunc( fEquity / fBasis );

SetPositionSizeShares( FinalSize );

等在SimuScript目录和WLD论坛有很多。

 

最简单的例子是：
//买进100股。然后保存在SimuScript目录。
SetPositionSizeShares（100）；

 

出处：
Max Entries per Day

http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/libraryview?item=239

Graded Combo %Wager%Winners%Equity

http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/libraryview?item=32

Pct Winners Position Sizing

http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/libraryview?item=31

Graded Equity-Based Percentage

http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/libraryview?item=21

Elder Money Management

http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/libraryview?item=330

 

请问

买进命令和卖出命令是否必须在同一个循环里面？

 

拉上来。