给你分享一下我用到的跟踪止损方式 public double BuyStopLoss { get { return BuyStopLoss2AvgVolatility .GetBig(BuyStopLossAdjustment) .GetBig(BuyStopLossStrongUpK) .GetBig(BuyStopLossBigK) //.GetBig(BuyStopLossFromHigh) .GetBig(BuyStopLossByProfitRate) .GetBig(ReachHighStopLoss) .GetBig(BuyInsideStopLoss) .GetBig(BuyTwoSmallKStopLoss) ; } } 其中止损和头寸多少和获利大小相关的代码是， 主要的思路是，赚的越多所允许返回给市场的幅度越小。 public double BuyStopLossByProfitRate { get { if (_testK.Adjustment == null) { if (_activeTrading.Count >= 5) return (_testK.K.High - 0.3 * _testK.AverageVolatility); else if (_activeTrading.Count >= 4) return (_testK.K.High - 0.5 * _testK.AverageVolatility); else if (ProfitRateToAvgVolatility > 3 || _activeTrading.Count >= 3) return (_testK.K.High - 0.8 * _testK.AverageVolatility);//.GetBig(_testK.K.Close - _testK.Tester.StopLoss); else if (ProfitRateToAvgVolatility > 2 || _activeTrading.Count >= 2) return (_testK.K.High - 1.2 * _testK.AverageVolatility); } return 0; } } 仅供参考

大狮子，我只是分享一段代码，你也审核这么久