-- 作者：wang550099
-- 发布时间：2014/1/4 20:45:46
-- [原创]轮询交易，信号反复，导致多次开平。我参考了个程序，看看能否行？
WARNING_DISABLE:4;
ss:=1; //手数
extgbdataset(\'t1_position\',0);
//0表示没有仓位，1表示持有多头， -1表示持有空头
extgbdataset(\'t1_holding\',0);
//0表示没有仓位，>0表示持有多头， <0表示持有空头
extgbdataset(\'t1_enterbarpos\',0);//记录其开仓的K线
maa:ema(c,10);
bpk:=cross(c,maa);
spk:=cross(maa ,c);
//非最后一根K线退出
if not(islastbar) or workmode<>1 then exit;
//如果当是最后一根k线，执行
IF islastbar and time<151000 then begin
// 如果最后一根k线发生过开仓信号，则那一根k线不再交易
if extgbdata(\'t1_enterbarpos\') = barpos then begin
goto continueline ;
end
//没有持仓状态
if extgbdata(\'t1_position\')=0 and extgbdata(\'t1_holding\')=0 then begin
if bpk then begin
buy(1,ss,c);
extgbdataset(\'t1_position\',1);
extgbdataset(\'t1_holding\',ss);
extgbdataset(\'t1_enterbarpos\',barpos);
goto continueline ;
end
if spk then begin
buyshort(1,ss,c);
extgbdataset(\'t1_position\',-1);//程序化交易 www.cxh99.com
extgbdataset(\'t1_holding\',-ss);
extgbdataset(\'t1_enterbarpos\',barpos);
goto continueline ;
end
end//没有持仓状态
//持有仓位状态
//持有空头
if bpk and extgbdata(\'t1_position\')=-1 and extgbdata(\'t1_holding\')<0 then begin
sellshort(1,ss,c);
buy(1,ss,c);
extgbdataset(\'t1_position\',1);
extgbdataset(\'t1_holding\',ss);
extgbdataset(\'t1_enterbarpos\',barpos);
goto continueline ;
end
//持有多头
if spk and extgbdata(\'t1_position\')=1 and extgbdata(\'t1_holding\')>0 then begin
sell(1,ss,c);
buyshort(1,ss,c);
extgbdataset(\'t1_position\',-1);
extgbdataset(\'t1_holding\',-ss);
extgbdataset(\'t1_enterbarpos\',barpos);
goto continueline ;
end
END//if ISLASTBAR
if time>=151300 then begin
sell(extgbdata(\'t1_holding\')>0,ss,c);
sellshort(extgbdata(\'t1_holding\')<0,ss,c);
extgbdataset(\'t1_position\',0);
extgbdataset(\'t1_holding\',0);
end
continueline@ 资产:tasset,linethick0;
position:=extgbdata(\'t1_position\');
t1holding:=extgbdata(\'t1_holding\');
debugfile(\'d:\\debug\\803555.txt\',\'position=%.0f\' ,position) ;
debugfile(\'d:\\debug\\803555.txt\',\'t1holding=%.0f\' ,t1holding) ;
以上代码能在金子塔里测试吗？我用了，不能出信号。
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