不知为何今天换了一台电脑运行与之前完全相同的策略,图表交易,持仓监控一开发现这个策略的IC数量不对,应该是-3,结果变成了-2
代码如下,图见附件
谢谢
IH1:= "SH000016$CLOSE";
IH2:=CALLSTOCK(\'SH000016\',VTCLOSE,6,-1);
IH3:=IH1-IH2;
DIFF1:=ROUNDS(IH3/IH2*100,2),COLORWHITE,LINETHICK0;
IC1:= "SZ399905$CLOSE";
IC2:=CALLSTOCK(\'SZ399905\',VTCLOSE,6,-1);
IC3:=IC1-IC2;
DIFF2:=ROUNDS(IC3/IC2*100,2),COLORWHITE,LINETHICK0;
DIFF:DIFF1-DIFF2,LINETHICK0;
P3:="IH00$CLOSE"*300;
P4:="IC00$CLOSE"*200;
P5:=P3*2-P4;
T:=2;X1:=4;X2:=4;Y:=3;M1:=0.9;N1:=-0.9;M2:=0.9;N2:=-0.9;M3:=2;N3:=-2;
{
KD:=DIFF>=M1;
KK:=DIFF<=N1;
PD1:=HHV(DIFF,TODAYBAR)-DIFF>=0.5 AND DIFF<=0.5;
PD2:=DIFF<=N1;
PK1:=LLV(DIFF,TODAYBAR)-DIFF<=-0.5 AND DIFF>=-0.5;
PK2:=DIFF>=M1;
}
PC:(P5-REF(P5,ENTERBARS))/(P3*2)*100,LINETHICK0;
IF STRCMP(STKLABEL,\'IH00\') = 0 THEN BEGIN
//SELLSHORT(PK1 AND DAYHOLDING<0 AND OPENMINUTES(TIME)>T,X2,THISCLOSE);
SELLSHORT(DIFF>=M2 AND OPENMINUTES(TIME)>T,X2,THISCLOSE);
SELLSHORT(PC>=M3 AND ENTERBARS>0 AND OPENMINUTES(TIME)>T,X2,THISCLOSE);
BUY(DIFF>=M1 AND HOLDING=0 AND OPENMINUTES(TIME)>T AND TOTALDAYTRADE=0,X1,THISCLOSE);
BUY(DIFF>=M1 AND HOLDING=0 AND OPENMINUTES(TIME)>T AND TOTALDAYTRADE=1 AND TYPE(1)=4,X1,THISCLOSE);
//SELL(PD1 AND DAYHOLDING>0 AND OPENMINUTES(TIME)>T,X1,THISCLOSE);
SELL(DIFF<=N2 AND OPENMINUTES(TIME)>T,X1,THISCLOSE);
SELL(PC<=N3 AND ENTERBARS>0 AND OPENMINUTES(TIME)>T,X1,THISCLOSE);
BUYSHORT(DIFF<=N1 AND HOLDING=0 AND OPENMINUTES(TIME)>T AND TOTALDAYTRADE=0,X2,THISCLOSE);
BUYSHORT(DIFF<=N1 AND HOLDING=0 AND OPENMINUTES(TIME)>T AND TOTALDAYTRADE=1 AND TYPE(1)=2,X2,THISCLOSE);
P1:=ENTERPRICE+1;
P2:=EXITPRICE+1;
IF HOLDING<0 THEN P1:=ENTERPRICE-1;
IF HOLDING<0 THEN P2:=ENTERPRICE-1;
IH开仓价:P1,LINETHICK0,COLORCYAN;
IH平仓价:P2,LINETHICK0,COLORCYAN;
END
IF STRCMP(STKLABEL,\'IC00\') = 0 THEN BEGIN
//SELLSHORT(PD1 AND DAYHOLDING<0 AND OPENMINUTES(TIME)>T,Y,THISCLOSE);
SELLSHORT(DIFF<=N2 AND OPENMINUTES(TIME)>T,Y,THISCLOSE);
SELLSHORT(PC<=N3 AND ENTERBARS>0 AND OPENMINUTES(TIME)>T,Y,THISCLOSE);
BUY(DIFF<=N1 AND HOLDING=0 AND OPENMINUTES(TIME)>T AND TOTALDAYTRADE=0,Y,THISCLOSE);
BUY(DIFF<=N1 AND HOLDING=0 AND O