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-- 金字塔软件问题提交 (http://weistock.com/bbs/list.asp?boardid=2)
---- 已经满足多单条件了，但是没有触发。 (http://weistock.com/bbs/dispbbs.asp?boardid=2&id=182349)
-- 发布时间：2020/9/25 9:59:06
-- 已经满足多单条件了，但是没有触发。
请教：我在这个地方选了1分钟级别。
在策略里面分别用到了1分钟，5分钟和30分钟。
然后现在一个问题是有一个合约已经满足多单条件了，但是没有触发。
此主题相关图片如下：12.png
-- 发布时间：2020/9/25 10:04:37
--
你说一个合约已经满足条件了是怎么判断的呢？ 从图表上看到的结果吗？ 图表上的信号没法和后台直接做对比，图表上更多是基于历史信号判断，K线起始位置的不同会导致历史K线信号的差异，建议在后台代码中加上 DEBUGFILE 函数输出条件看下是否满足条件。
-- 发布时间：2020/9/25 10:16:10
--
2020-09-25 10:13:31.779 KD5F:0.000000
2020-09-25 10:13:31.779 KD1F:0.000000
2020-09-25 10:13:32.593 KD30F:0.000000
2020-09-25 10:13:32.594 KD5F:0.000000
2020-09-25 10:13:32.594 KD1F:0.000000
2020-09-25 10:13:33.407 KD30F:0.000000
2020-09-25 10:13:33.407 KD5F:0.000000
2020-09-25 10:13:33.408 KD1F:0.000000
2020-09-25 10:13:34.220 KD30F:0.000000
2020-09-25 10:13:34.220 KD5F:0.000000
2020-09-25 10:13:34.221 KD1F:0.000000
2020-09-25 10:13:35.033 KD30F:0.000000
2020-09-25 10:13:35.034 KD5F:0.000000
2020-09-25 10:13:35.034 KD1F:0.000000
2020-09-25 10:13:35.841 KD30F:0.000000
2020-09-25 10:13:35.841 KD5F:0.000000
2020-09-25 10:13:35.841 KD1F:0.000000
2020-09-25 10:13:36.927 KD30F:0.000000
2020-09-25 10:13:36.928 KD5F:0.000000
2020-09-25 10:13:36.928 KD1F:0.000000
DEBUGFILE(\'E:\\Weisoft Stock(x86)\\debug\\debug.TXT\',\'KD30F:%f\',KD30F);
DEBUGFILE(\'E:\\Weisoft Stock(x86)\\debug\\debug.TXT\',\'KD5F:%f\',KD5F);
DEBUGFILE(\'E:\\Weisoft Stock(x86)\\debug\\debug.TXT\',\'KD1F:%f\',KD1F);
部分源码如下：
INPUT:SS(1,1,1,1);
手数 := SS;
VALUE_STEP := 2;
// 1分钟级别参数；
// MACD
{
DIFF1F := "MACD.DIFF#MIN1";
DEA1F := "MACD.DEA#MIN1";
MACD1F := "MACD.MACD1#MIN1";
}
// BBI
//BBI1F := "BBI.BBI#MIN1";
BBI1F := STKINDI(\'\',\'"BBI.BBI\',0,1);
// BOLL
//MID1F :="BOLL.MID#MIN1";
MID1F := STKINDI(\'\',\'"BOLL.MID\',0,1);
//开多条件
KD1F := ((BBI1F > REF(BBI1F,1))
AND (MID1F > REF(MID1F,1))
//AND (DIFF1F > DEA1F)
//AND (DIFF1F > REF(DIFF1F,1))//AND (REF(DIFF1F,1) > REF(DIFF1F,2))
//AND (DEA1F > REF(DEA1F,1))//AND (REF(DEA1F,1) > REF(DEA1F,2))
//AND (MACD1F > REF(MACD1F,1)) AND (REF(MACD1F,1) > REF(MACD1F,2))AND(REF(MACD1F,2) > REF(MACD1F,3))
);
//平多条件 ;
PD1F := ((BBI1F < REF(BBI1F,1))
AND (MID1F < REF(MID1F,1))
//AND (DIFF1F < DEA1F)
//AND (DIFF1F < REF(DIFF1F,1))
//AND (DEA1F < REF(DEA1F,1))
//AND (CLOSE < BBI1F)
//AND (CLOSE < MID1F)
);
//开空条件
KK1F := ((BBI1F < REF(BBI1F,1))
AND (MID1F < REF(MID1F,1))
//AND (DIFF1F < DEA1F)
//AND (DIFF1F < REF(DIFF1F,1))//AND (REF(DIFF1F,1) < REF(DIFF1F,2))
//AND (DEA1F < REF(DEA1F,1))//AND (REF(DEA1F,1) < REF(DEA1F,2))
//AND (MACD1F < REF(MACD1F,1)) AND (REF(MACD1F,1) < REF(MACD1F,2))AND(REF(MACD1F,2) < REF(MACD1F,3))
);
//平空条件
PK1F := ((BBI1F > REF(BBI1F,1))
AND (MID1F > REF(MID1F,1))
//AND (DIFF1F > DEA1F)
//AND (DIFF1F > REF(DIFF1F,1))
//AND (DEA1F > REF(DEA1F,1))
//AND (CLOSE > BBI1F)
//AND (CLOSE > MID1F)
);
// 5分钟级别参数；
// MACD
{
DIFF5F := "MACD.DIFF#MIN5";
DEA5F := "MACD.DEA#MIN5";
MACD5F := "MACD.MACD1#MIN5";
}
// BBI
//BBI5F := "BBI.BBI#MIN5";
BBI5F := STKINDI(\'\',\'"BBI.BBI\',0,2,-1);
// BOLL
//MID5F :="BOLL.MID#MIN5";
MID5F := STKINDI(\'\',\'"BOLL.MID\',0,2,-1);
//开多条件
KD5F := ((BBI5F > REF(BBI5F,1))
AND (MID5F > REF(MID5F,1))
//AND (DIFF5F > DEA5F)
//AND (DIFF5F > REF(DIFF5F,1))//AND (REF(DIFF5F,1) > REF(DIFF5F,2))
//AND (DEA5F > REF(DEA5F,1))//AND (REF(DEA5F,1) > REF(DEA5F,2))
//AND (MACD5F > REF(MACD5F,1))AND (REF(MACD5F,1) > REF(MACD5F,2))AND(REF(MACD5F,2) > REF(MACD5F,3))
);
//平多条件 ;
PD5F := ((BBI5F < REF(BBI5F,1))
AND (MID5F < REF(MID5F,1))
//AND (CLOSE < BBI5F)
//AND (CLOSE < MID5F)
);
//开空条件
KK5F := ((BBI5F < REF(BBI5F,1))
AND (MID5F < REF(MID5F,1))
//AND (DIFF5F < DEA5F)
//AND (DIFF5F < REF(DIFF5F,1))//AND (REF(DIFF5F,1) < REF(DIFF5F,2))
//AND (DEA5F < REF(DEA5F,1))//AND (REF(DEA5F,1) < REF(DEA5F,2))
//AND (MACD5F < REF(MACD5F,1))AND (REF(MACD5F,1) < REF(MACD5F,2))AND(REF(MACD5F,2) < REF(MACD5F,3))
);
//平空条件
PK5F := ((BBI5F > REF(BBI5F,1))
AND (MID5F > REF(MID5F,1))
//AND (CLOSE > BBI5F)
//AND (CLOSE > MID5F)
);
// 30分钟级别参数；
// MACD
{
DIFF30F := "MACD.DIFF#MIN30";
DEA30F := "MACD.DEA#MIN30";
MACD30F := "MACD.MACD1#MIN30";
}
// BBI
//BBI30F := "BBI.BBI#MIN30";
BBI30F := STKINDI(\'\',\'"BBI.BBI\',0,4,-1);
// BOLL
//MID30F :="BOLL.MID#MIN30";
MID30F := STKINDI(\'\',\'"BOLL.MID\',0,4,-1);
//开多条件
KD30F := ((BBI30F > REF(BBI30F,1))
AND (MID30F > REF(MID30F,1))
//AND (DIFF30F > DEA30F)
//AND (DIFF30F > REF(DIFF30F,1))//AND (REF(DIFF30F,1) > REF(DIFF30F,2))
//AND (DEA30F > REF(DEA30F,1))//AND (REF(DEA30F,1) > REF(DEA30F,2))
//AND (MACD30F >= REF(MACD30F,1))AND (REF(MACD30F,1) > REF(MACD30F,2))AND(REF(MACD30F,2) > REF(MACD30F,3))
);
//平多条件 ;
PD30F := ((BBI30F < REF(BBI30F,1))
AND (MID30F < REF(MID30F,1))
//AND (CLOSE < BBI30F)
//AND (CLOSE < MID30F)
);
//开空条件
KK30F := ((BBI30F < REF(BBI30F,1))
AND (MID30F < REF(MID30F,1))
//AND (DIFF30F < DEA30F)
//AND (DIFF30F < REF(DIFF30F,1))//AND (REF(DIFF30F,1) < REF(DIFF30F,2))
//AND (DEA30F < REF(DEA30F,1))//AND (REF(DEA30F,1) < REF(DEA30F,2))
//AND (MACD30F <= REF(MACD30F,1))AND (REF(MACD30F,1) < REF(MACD30F,2))AND(REF(MACD30F,2) < REF(MACD30F,3))
);
//平空条件
PK30F := ((BBI30F > REF(BBI30F,1))
AND (MID30F > REF(MID30F,1))
//AND (CLOSE > BBI30F)
//AND (CLOSE > MID30F)
);
-- 发布时间：2020/9/25 10:19:13
--
输出的KD1F等几个结果都是0呀，说明是不满足开仓条件的，输出是1才是满足条件，所以后台并没有触发记录
-- 发布时间：2020/9/25 10:21:18
--
但是真实的值都应该是1，在ru2101上才对的。
-- 发布时间：2020/9/25 10:33:30
--
要不您在后台设置和图表相同的K线起始时间再对比试试吧
此主题相关图片如下：temp.png
-- 发布时间：2020/9/25 10:41:55
--
2020-09-25 10:39:55.364 KK5F:0.000000
2020-09-25 10:39:55.364 KK1F:0.000000
2020-09-25 10:39:56.161 KD30F:0.000000
2020-09-25 10:39:56.161 KD5F:0.000000
2020-09-25 10:39:56.161 KD1F:0.000000
2020-09-25 10:39:56.161 KK30F:0.000000
2020-09-25 10:39:56.161 KK5F:0.000000
2020-09-25 10:39:56.162 KK1F:0.000000
2020-09-25 10:39:56.972 KD30F:0.000000
2020-09-25 10:39:56.972 KD5F:0.000000
2020-09-25 10:39:56.972 KD1F:0.000000
2020-09-25 10:39:56.973 KK30F:0.000000
2020-09-25 10:39:56.973 KK5F:0.000000
2020-09-25 10:39:56.973 KK1F:0.000000
2020-09-25 10:39:57.124 KD30F:0.000000
2020-09-25 10:39:57.124 KD5F:0.000000
2020-09-25 10:39:57.124 KD1F:0.000000
2020-09-25 10:39:57.125 KK30F:0.000000
2020-09-25 10:39:57.125 KK5F:0.000000
2020-09-25 10:39:57.125 KK1F:0.000000
2020-09-25 10:39:57.847 KD30F:0.000000
2020-09-25 10:39:57.847 KD5F:0.000000
2020-09-25 10:39:57.847 KD1F:0.000000
2020-09-25 10:39:57.848 KK30F:0.000000
2020-09-25 10:39:57.848 KK5F:0.000000
2020-09-25 10:39:57.848 KK1F:0.000000
2020-09-25 10:39:57.849 RNPC:230000.000000
2020-09-25 10:40:06.600 KD30F:0.000000
2020-09-25 10:40:06.600 KD5F:0.000000
2020-09-25 10:40:06.601 KD1F:0.000000
2020-09-25 10:40:06.601 KK30F:0.000000
2020-09-25 10:40:06.601 KK5F:0.000000
2020-09-25 10:40:06.602 KK1F:0.000000
2020-09-25 10:40:06.602 RNPC:230000.000000
从打印结果分析，还是获取不到数据；
完整源码如下：
INPUT:SS(1,1,1,1);
手数 := SS;
VALUE_STEP := 2;
// 1分钟级别参数；
// MACD
{
DIFF1F := "MACD.DIFF#MIN1";
DEA1F := "MACD.DEA#MIN1";
MACD1F := "MACD.MACD1#MIN1";
}
// BBI
//BBI1F := "BBI.BBI#MIN1";
BBI1F : STKINDI(\'\',\'"BBI.BBI\',0,1);
// BOLL
//MID1F :="BOLL.MID#MIN1";
MID1F : STKINDI(\'\',\'"BOLL.MID\',0,1);
//开多条件
KD1F : ((BBI1F > REF(BBI1F,1))
AND (MID1F > REF(MID1F,1))
//AND (DIFF1F > DEA1F)
//AND (DIFF1F > REF(DIFF1F,1))//AND (REF(DIFF1F,1) > REF(DIFF1F,2))
//AND (DEA1F > REF(DEA1F,1))//AND (REF(DEA1F,1) > REF(DEA1F,2))
//AND (MACD1F > REF(MACD1F,1)) AND (REF(MACD1F,1) > REF(MACD1F,2))AND(REF(MACD1F,2) > REF(MACD1F,3))
);
//平多条件 ;
PD1F : ((BBI1F < REF(BBI1F,1))
AND (MID1F < REF(MID1F,1))
//AND (DIFF1F < DEA1F)
//AND (DIFF1F < REF(DIFF1F,1))
//AND (DEA1F < REF(DEA1F,1))
//AND (CLOSE < BBI1F)
//AND (CLOSE < MID1F)
);
//开空条件
KK1F : ((BBI1F < REF(BBI1F,1))
AND (MID1F < REF(MID1F,1))
//AND (DIFF1F < DEA1F)
//AND (DIFF1F < REF(DIFF1F,1))//AND (REF(DIFF1F,1) < REF(DIFF1F,2))
//AND (DEA1F < REF(DEA1F,1))//AND (REF(DEA1F,1) < REF(DEA1F,2))
//AND (MACD1F < REF(MACD1F,1)) AND (REF(MACD1F,1) < REF(MACD1F,2))AND(REF(MACD1F,2) < REF(MACD1F,3))
);
//平空条件
PK1F : ((BBI1F > REF(BBI1F,1))
AND (MID1F > REF(MID1F,1))
//AND (DIFF1F > DEA1F)
//AND (DIFF1F > REF(DIFF1F,1))
//AND (DEA1F > REF(DEA1F,1))
//AND (CLOSE > BBI1F)
//AND (CLOSE > MID1F)
);
// 5分钟级别参数；
// MACD
{
DIFF5F := "MACD.DIFF#MIN5";
DEA5F := "MACD.DEA#MIN5";
MACD5F := "MACD.MACD1#MIN5";
}
// BBI
//BBI5F := "BBI.BBI#MIN5";
BBI5F : STKINDI(\'\',\'"BBI.BBI\',0,2,-1);
// BOLL
//MID5F :="BOLL.MID#MIN5";
MID5F : STKINDI(\'\',\'"BOLL.MID\',0,2,-1);
//开多条件
KD5F : ((BBI5F > REF(BBI5F,1))
AND (MID5F > REF(MID5F,1))
//AND (DIFF5F > DEA5F)
//AND (DIFF5F > REF(DIFF5F,1))//AND (REF(DIFF5F,1) > REF(DIFF5F,2))
//AND (DEA5F > REF(DEA5F,1))//AND (REF(DEA5F,1) > REF(DEA5F,2))
//AND (MACD5F > REF(MACD5F,1))AND (REF(MACD5F,1) > REF(MACD5F,2))AND(REF(MACD5F,2) > REF(MACD5F,3))
);
//平多条件 ;
PD5F : ((BBI5F < REF(BBI5F,1))
AND (MID5F < REF(MID5F,1))
//AND (CLOSE < BBI5F)
//AND (CLOSE < MID5F)
);
//开空条件
KK5F : ((BBI5F < REF(BBI5F,1))
AND (MID5F < REF(MID5F,1))
//AND (DIFF5F < DEA5F)
//AND (DIFF5F < REF(DIFF5F,1))//AND (REF(DIFF5F,1) < REF(DIFF5F,2))
//AND (DEA5F < REF(DEA5F,1))//AND (REF(DEA5F,1) < REF(DEA5F,2))
//AND (MACD5F < REF(MACD5F,1))AND (REF(MACD5F,1) < REF(MACD5F,2))AND(REF(MACD5F,2) < REF(MACD5F,3))
);
//平空条件
PK5F : ((BBI5F > REF(BBI5F,1))
AND (MID5F > REF(MID5F,1))
//AND (CLOSE > BBI5F)
//AND (CLOSE > MID5F)
);
// 30分钟级别参数；
// MACD
{
DIFF30F := "MACD.DIFF#MIN30";
DEA30F := "MACD.DEA#MIN30";
MACD30F := "MACD.MACD1#MIN30";
}
// BBI
//BBI30F := "BBI.BBI#MIN30";
BBI30F : STKINDI(\'\',\'"BBI.BBI\',0,4,-1);
// BOLL
//MID30F :="BOLL.MID#MIN30";
MID30F : STKINDI(\'\',\'"BOLL.MID\',0,4,-1);
//开多条件
KD30F : ((BBI30F > REF(BBI30F,1))
AND (MID30F > REF(MID30F,1))
//AND (DIFF30F > DEA30F)
//AND (DIFF30F > REF(DIFF30F,1))//AND (REF(DIFF30F,1) > REF(DIFF30F,2))
//AND (DEA30F > REF(DEA30F,1))//AND (REF(DEA30F,1) > REF(DEA30F,2))
//AND (MACD30F >= REF(MACD30F,1))AND (REF(MACD30F,1) > REF(MACD30F,2))AND(REF(MACD30F,2) > REF(MACD30F,3))
);
//平多条件 ;
PD30F : ((BBI30F < REF(BBI30F,1))
AND (MID30F < REF(MID30F,1))
//AND (CLOSE < BBI30F)
//AND (CLOSE < MID30F)
);
//开空条件
KK30F : ((BBI30F < REF(BBI30F,1))
AND (MID30F < REF(MID30F,1))
//AND (DIFF30F < DEA30F)
//AND (DIFF30F < REF(DIFF30F,1))//AND (REF(DIFF30F,1) < REF(DIFF30F,2))
//AND (DEA30F < REF(DEA30F,1))//AND (REF(DEA30F,1) < REF(DEA30F,2))
//AND (MACD30F <= REF(MACD30F,1))AND (REF(MACD30F,1) < REF(MACD30F,2))AND(REF(MACD30F,2) < REF(MACD30F,3))
);
//平空条件
PK30F : ((BBI30F > REF(BBI30F,1))
AND (MID30F > REF(MID30F,1))
//AND (CLOSE > BBI30F)
//AND (CLOSE > MID30F)
);
DEBUGFILE(\'E:\\Weisoft Stock(x86)\\debug\\debug.TXT\',\'KD30F:%f\',KD30F);
DEBUGFILE(\'E:\\Weisoft Stock(x86)\\debug\\debug.TXT\',\'KD5F:%f\',KD5F);
DEBUGFILE(\'E:\\Weisoft Stock(x86)\\debug\\debug.TXT\',\'KD1F:%f\',KD1F);
//开多:BUY(KD AND HOLDING=0,1,THISCLOSE); //开多信号
KDXH : (KD30F AND KD5F AND KD1F AND (((TIME > 85959) AND (TIME <= 145500)) OR ((TIME > 210000) AND (TIME <= 225658))));
IF KDXH THEN
BEGIN
DEBUGOUT(\'KDXH:%f\',THOLDING);
//DEBUGFILE(\'E:\\Weisoft Stock(x86)\\debug\\debug.TXT\',\'KD30F:%f\',KD30F);
//DEBUGFILE(\'E:\\Weisoft Stock(x86)\\debug\\debug.TXT\',\'KD5F:%f\',KD5F);
//DEBUGFILE(\'E:\\Weisoft Stock(x86)\\debug\\debug.TXT\',\'KD1F:%f\',KD1F);
IF THOLDING=0 THEN
BEGIN
TBUY(1,手数,LMT,CLOSE-VALUE_STEP*MINDIFF,0);
END
IF THOLDING<0 THEN
BEGIN
TSELLSHORT(1,0,MKT);
TBUY(1,手数,LMT,CLOSE-VALUE_STEP*MINDIFF,0);
END
END
//平多:SELL(PD,1,THISCLOSE); //平多信号
//PDXH : (THOLDING>0) AND (((TENTERPRICE-CLOSE) >= 5*MINDIFF) OR PD1F);
PDXH : ((THOLDING>0) AND (PD1F));
IF PDXH THEN
BEGIN
DEBUGOUT(\'PDXH:%f\',THOLDING);
DEBUGFILE(\'E:\\Weisoft Stock(x86)\\debug\\debug.TXT\',\'PDXH:%f\',THOLDING);
TSELL(1,0,MKT);
END
DEBUGFILE(\'E:\\Weisoft Stock(x86)\\debug\\debug.TXT\',\'KK30F:%f\',KK30F);
DEBUGFILE(\'E:\\Weisoft Stock(x86)\\debug\\debug.TXT\',\'KK5F:%f\',KK5F);
DEBUGFILE(\'E:\\Weisoft Stock(x86)\\debug\\debug.TXT\',\'KK1F:%f\',KK1F);
//开空:BUYSHORT(KK AND HOLDING=0,1,THISCLOSE); //开空信号
KKXH : (KK30F AND KK5F AND KK1F AND (((TIME > 85959) AND (TIME <= 145500)) OR ((TIME > 210000) AND (TIME <= 225658))));
IF KKXH THEN
BEGIN
DEBUGOUT(\'KKXH:%f\',THOLDING);
//DEBUGFILE(\'E:\\Weisoft Stock(x86)\\debug\\debug.TXT\',\'KK30F:%f\',KK30F);
//DEBUGFILE(\'E:\\Weisoft Stock(x86)\\debug\\debug.TXT\',\'KK5F:%f\',KK5F);
//DEBUGFILE(\'E:\\Weisoft Stock(x86)\\debug\\debug.TXT\',\'KK1F:%f\',KK1F);
IF THOLDING=0 THEN
BEGIN
TBUYSHORT(1,手数,LMT,CLOSE+VALUE_STEP*MINDIFF,0);
END
IF THOLDING>0 THEN
BEGIN
TSELL(1,0,MKT);
TBUYSHORT(1,手数,LMT,CLOSE+VALUE_STEP*MINDIFF,0);
END
END
//平空:SELLSHORT(PK,1,THISCLOSE); //平空信号
//PKXH : (THOLDING<0) AND (((CLOSE-TENTERPRICE) >= 5*MINDIFF) OR PK1F);
PKXH : ((THOLDING<0) AND (PK1F));
IF PKXH THEN
BEGIN
DEBUGOUT(\'PKXH:%f\',THOLDING);
DEBUGFILE(\'E:\\Weisoft Stock(x86)\\debug\\debug.TXT\',\'PKXH:%f\',THOLDING);
TSELLSHORT(1,0,MKT);
END
// 日内平仓
RNPC : (((TIME >= 145800) AND (TIME <= 205959)) OR (TIME >= 225830));
IF RNPC THEN
BEGIN
DEBUGOUT(\'RNPC:%f\',TIME);
DEBUGFILE(\'E:\\Weisoft Stock(x86)\\debug\\debug.TXT\',\'RNPC:%f\',TIME);
TSELLSHORT(1,0,MKT);
TSELL(1,0,MKT);
END
当前持仓:THOLDING,COLORGRAY,LINETHICK0;
开仓价格:TENTERPRICE,COLORGRAY,LINETHICK0;
平仓价格:TEXITPRICE,COLORGRAY,LINETHICK0;
//当前资产:=ASSET,NOAXIS,COLORGRAY;
{
信号语句排列规则——先平后开
“费率设置”按钮——用于合理设置模型“费率”，以便在图形上正确输出如下帐户信息：
持仓:holding,linethick0;
资产:asset,noaxis;
可用现金:cash(0),linethick0;
您可以在查看菜单->交易系统模板 中设置自己需要的模板
}
-- 发布时间：2020/9/25 10:50:13
--
这个还有另外一个问题：
2020-09-25 10:39:57.849 RNPC:230000.000000
获取时间异常；
源码如下：
DEBUGFILE(\'E:\\Weisoft Stock(x86)\\debug\\debug.TXT\',\'RNPC:%f\',TIME);
-- 发布时间：2020/9/25 12:53:08
--
1、本地用原油测试满足条件输出结果也正常。
2、time输出的是金字塔时间，您看下本地数据是否完整呢，重新补充下当日分笔数据再试试
此主题相关图片如下：temp.png