function Strategyn(freq)%

targetList = traderGetTargetList();

%获取目标资产信息

HandleList = traderGetHandleList();

%获取账户句柄

global record;

global state;

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

lags=60;

dlags=21;

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,~,~] = 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');

if length(close)

continue;

end;

% 每天的第一个bar将state全局变量复原,state的作用是保证每天只buy or sellshort 一次(后续的加仓没有限制)

if floor(time(end))~=floor(time(end-1))

state(k)=0;

end;

% 未平仓的订单提取

remain_num=find(record{k}.isopen==1);

remain.isopen=record{k}.isopen(remain_num);

remain.isearn=record{k}.isearn(remain_num);

remain.pivotprice=record{k}.pivotprice(remain_num);

remain.entrybar=record{k}.entrybar(remain_num);

remain.unit=record{k}.unit(remain_num);

remain.direction=record{k}.direction(remain_num);

% ------------------- 计算购买手数 ----------------------------- %

% 提取剩余可用资金

[ValidCash,MarketCap,~,~,~] = traderGetAccountInfo(HandleList(1));

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

% 计算当前还有几分资金没使用

num=0;                             % isopen==1 表示未平仓的资金

for i=1:length(record)

aa=find(record{i}.isopen==1);

num=num+length(aa);

end;

n=5;

remain_share=n*length(targetList)-num;    % 资金总共分为 n*length(targetList)份，已经用了num 份

% con1：当n份资金都使用完了，con1=0,不继续开仓，因为没有足够的资金了

con1=0;

if remain_share~=0;

con1=1;

%openunit=fix(MarketCap/close(end)/Multiple/length(targetList)/n);  % 一份资金可以购买的手数(没有带杠杆买)

openunit=fix(ValidCash/close(end)/Multiple/length(targetList)/remain_share/LongMargin);  % 一份资金可以购买的手数(带杠杆买)

end;

%------------------- 判断当前是多头持仓还是空头持仓 --------------------%

posdir=0;

if ~isempty(remain.direction)

if remain.direction(end)>0     % 有多头持仓只进多头，空头持仓只进空头，因此只需察看remain.direction数组的任意元素的值

posdir=1;

elseif remain.direction(end)<0

posdir=-1;

end;

end;

stds=std(Dclose(end-dlags+1:end-1));

means=mean(Dclose(end-dlags+1:end-1));

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

for i=1:length(remain_num)

index=remain_num(i);

%         conbar=barnum-remain.entrybar(i)>10;         %十根bar后，仍无操作，强制平仓

if remain.direction(i)==1

if (close(end)

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

if orderID3==0

continue;

end;

record{k}.isopen(index)=0;

elseif close(end)>remain.pivotprice(i)+2*stds % 触发止盈线

record{k}.pivotprice(index)=close(end);

record{k}.isearn(index)=2;

end;

elseif remain.direction(i)==-1

if (close(end)>remain.pivotprice(i)+stds) % 触发止损线

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

if orderID4==0

continue;

end;

record{k}.isopen(index)=0;

elseif close(end)

record{k}.pivotprice(index)=close(end);

record{k}.isearn(index)=2;

end;

end;

end;

%    %--------------------- 止损/入场条件计算 ------------------------------------%

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

upline=means+0.5*stds;

dnline=means-0.5*stds;

bcon=close(end)>upline && state(k)==0;

scon=close(end)

buycon=con1 && con2 && bcon && posdir==0;           % 突破布林带上轨道做多(每天只做一手)

sellshortcon=con1 && con2 && scon && posdir==0;     % 突破布林带下轨道做空(每天只做一手)

addbuycon=con1 && con2 && posdir>0;                 % 盈利了直接加仓

addsellshortcon=con1 && con2 && posdir<0;           % 盈利了直接加仓

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

if buycon       % 无仓时买进

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

if orderID1==0

continue;

end;

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

record{k}.isearn=[record{k}.isearn,1];

record{k}.isopen=[record{k}.isopen,1];

record{k}.unit=[record{k}.unit,openunit];

record{k}.entrybar=[record{k}.entrybar,barnum];

record{k}.direction=[record{k}.direction,1];

state(k)=1;                 % state==1 则当天不再采取空仓买进的操作

end;

if sellshortcon    % 无仓时卖空

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

if orderID2==0

continue;

end;

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

record{k}.isearn=[record{k}.isearn,1];

record{k}.isopen=[record{k}.isopen,1];

record{k}.unit=[record{k}.unit,openunit];

record{k}.entrybar=[record{k}.entrybar,barnum];

record{k}.direction=[record{k}.direction,-1];

state(k)=1;                % state==1 则当天不再采取空仓卖空的操作

end;

if addbuycon   % 多仓时买进

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

if orderID1==0

continue;

end;

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

record{k}.isearn=[record{k}.isearn,1];

record{k}.isopen=[record{k}.isopen,1];

record{k}.unit=[record{k}.unit,openunit];

record{k}.entrybar=[record{k}.entrybar,barnum];

record{k}.direction=[record{k}.direction,1];

end;

if addsellshortcon   % 空仓时卖空

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

if orderID2==0

continue;

end;

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

record{k}.isearn=[record{k}.isearn,1];

record{k}.isopen=[record{k}.isopen,1];

record{k}.unit=[record{k}.unit,openunit];

record{k}.entrybar=[record{k}.entrybar,barnum];

record{k}.direction=[record{k}.direction,-1];

end;

end

end