function Strategy1(default_unit,default_exitway,freq)%
targetList = traderGetTargetList();
%获取目标资产信息
HandleList = traderGetHandleList();
%获取账户句柄
global entry;
for k=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
dlags=10;
lags=100;
barnum=traderGetCurrentBar(targetList(k).Market,targetList(k).Code);
%数据长度限制
if(barnum
continue;
end
%获取K线数据
[time,open,high,low,close,volume,turnover,openinterest] = traderGetKData(targetList(k).Market,targetList(k).Code,'min',freq, 0-lags, 0,false,'FWard');
% [Dtime,Dopen,Dhigh,Dlow,Dclose,Dvolume,Dturnover,Dopeninterest] = traderGetKData(targetList(k).Market,targetList(k).Code,'day',1,0-dlags, 0,false,'FWard');
if length(close)
continue;
end
% 虚拟交易所初始手数
totalunit=0;
%-------------------------交易逻辑-------------------------------%
%----------入场信号--------`------------%
ma0=ma(close,60);
slope0=slope(ma0,5);
s(1).buycon=slope0(end)>3 && mean(slope0(end-5:end))>0 && mean(slope0(end-10:end-5))<0;
s(1).sellshortcon=slope0(end)0;
%----------主动出场信号----------------%
s(1).sellcon=0;
s(1).buytocovercon=0;
% s(1).sellcon=close(end)upline(end-1);
% s(1).buytocovercon=close(end)>dnline(end) && close(end-1)
%------------被动出场操作------------------%
%找到未平仓的订单
remain=remainorder(entry,k);
%对未平仓的订单进行平仓判断及操作
for i=1:length(remain.entrybar);
% 进仓以来的bar个数
barsinceentry=barnum-remain.entrybar(i);
backlen=30; % 回溯的长度(进仓bar之前)
% 回溯的信息提取
[backtime,backopen,backhigh,backlow,backclose,~,~,~] = traderGetKData(targetList(k).Market,targetList(k).Code,'min',freq, 0-barsinceentry-backlen, 0,false,'FWard');
% 根据出场方式计算出场条件
longstopcon=0;
shortstopcon=0;
if remain.entryexitway(i)==1;
AFinitial=0;
AFparam=0.02;
AFmax=0.2;
Firstbarmultp=1;%影响第一根bar的止损价,调高表示可忍受的回撤越多
[longstopcon,shortstopcon,exitline]=exit1(backopen,backhigh,backlow,backclose,remain.entrydirection(i),backlen,AFinitial,AFparam,AFmax,Firstbarmultp);
elseif remain.entryexitway(i)==2;
initialATRparam=2;
AF=0.02;
minATRparam=1;
[longstopcon,shortstopcon,exitline]=exit2(backopen,backhigh,backlow,backclose,remain.entrydirection(i),backlen,initialATRparam,AF,minATRparam);
elseif remain.entryexitway(i)==3;
[longstopcon,shortstopcon,exitline]=exit3(backopen,backhigh,backlow,backclose,remain.entrydirection(i),backlen);
elseif remain.entryexitway(i)==4
startpoint=10;
percent=0.3;
TRmutlp=1;
[longstopcon,shortstopcon,exitline]=exit4(backopen,backhigh,backlow,backclose,remain.entrydirection(i),backlen,startpoint,percent,TRmutlp);
end;
% 出场执行
if longstopcon
totalunit=totalunit-remain.entryunit(i);
entry.record{k}(remain.num(i))=0;
end;
if shortstopcon
totalunit=totalunit+remain.entryunit(i);
entry.record{k}(remain.num(i))=0;
end;
end;
%------------------- 主动出场操作 --------------------%
% %再次找到未平仓的订单
remain=remainorder(entry,k);
% 找到策略i的marketposition
s=mptaking(s,remain);
%----------------策略1----------------------%
if s(1).sellcon && s(1).marketposition>0
totalunit=totalunit-abs(s(1).marketposition);
% 把已经平掉的订单的开关关掉
for j=1:length(s(1).num)
entry.record{k}(remain.num(s(1).num(j)))=0;
end;
end;
if s(1).buytocovercon && s(1).marketposition<0
totalunit=totalunit+abs(s(1).marketposition);
% 把已经平掉的订单的开关关掉
for j=1:length(s(1).num)
entry.record{k}(remain.num(s(1).num(j)))=0;
end;
end;
%---------------------------入场操作--------------------------------%
%再次找到未平仓的订单
remain=remainorder(entry,k);
% 找到策略i的marketposition
s=mptaking(s,remain);
%----------------策略1----------------------%
if s(1).buycon && s(1).marketposition==0
buyunit=default_unit;
totalunit=totalunit+buyunit;
[~]=entryalter(k,barnum,1,1,buyunit,default_exitway,1);
% 合约号,barnum,方向,开关,手数,出场,策略
end;
if s(1).sellshortcon && s(1).marketposition==0
sellshortunit=default_unit;
totalunit=totalunit-sellshortunit;
[~]=entryalter(k,barnum,-1,1,sellshortunit,default_exitway,1);
% 合约号,barnum,方向,开关,手数,出场,策略
end;
%---------------------- 虚拟交易所最终执行买卖------------------------------%
if totalunit>0
orderID1=traderDirectBuy(HandleList(1),targetList(k).Market,targetList(k).Code,abs(totalunit),0,'market','totalbuy');
elseif totalunit<0
orderID2=traderDirectSell(HandleList(1),targetList(k).Market,targetList(k).Code,abs(totalunit),0,'market','totalsell');
end;
end
end
