protected override void OnStopExecuted(Stop stop)
{
// 再进场原则，止损后条件还是满足开仓条件
// 1.必须突破前期高低点/低点
// 2.必须待了足够长时间
// 记下前期的高点
TrailingPrice = new TrailingPrice(StrategyHelper.StatisticsHelper.TrailingPrice);
StopEx s = stop as StopEx;
//switch (s.Side)
//{
// case PositionSide.Long:
// flgLongStopped = true;
// break;
// case PositionSide.Short:
// flgShortStopped = true;
// break;
// default:
// break;
//}
// 止损出场
//StrategyHelper.ClosePosition(Position, "止损");
}
protected override void OnPositionOpened(SmartQuant.Position position)
{
// 止损条件
// 1、亏损固定点数
// 2、亏损当前价格的百分比
StopEx stop = new StopEx(this, position, 0.01, StopType.Trailing, StopMode.Percent, StopIndicator.Value);
stop.TraceOnBar = false;
stop.TraceOnTrade = true;
AddStop(stop);
//flgLongStopped = false;
//flgShortStopped = false;
}