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; }