以文本方式查看主题 - 金字塔客服中心 - 专业程序化交易软件提供商 (http://weistock.com/bbs/index.asp) -- 公式模型编写问题提交 (http://weistock.com/bbs/list.asp?boardid=4) ---- 文华转金字塔没信号? (http://weistock.com/bbs/dispbbs.asp?boardid=4&id=139169) |
-- 作者:tanyongde -- 发布时间:2016/9/5 22:48:43 -- 文华转金字塔没信号? 文华转金字塔没信号,请帮改错? AA:=MAX(OPEN,REF(LOWERMA,1)+MINDIFF); BB:=MAX(OPEN,REF(BUYTARGET,1)); AA1:=MIN(OPEN,REF(UPPERMA,1)-MINDIFF); BB1:=MIN(OPEN,REF(SELLTARGET,1)); IF CYC=1 AND TIME>=094500 AND TIME<225000 THEN BEGIN IF HOLDING<0 AND HIGH>=LOWERMA+MINDIFF THEN BEGIN; SELLSHORT(1,HOLDING,LIMITR,AA); END IF MROBS>=K AND MROBS<ENTRYBAR AND H>=BUYTARGET AND HOLDING=0 THEN BEGIN; BUY ( 1,SS,LIMITR ,BB); END IF HOLDING>0 AND LOW<=UPPERMA-MINDIFF THEN BEGIN; SELL(1,HOLDING,LIMITR,AA1); END IF MROSS>=K AND MROSS<ENTRYBAR AND LOW<=SELLTARGET AND HOLDING=0 THEN BEGIN; BUYSHORT(1,SS,LIMITR,BB1); END END IF CYC=1 AND TIME>=225000 THEN BEGIN; SELLSHORT(HOLDING<0,HOLDING,MARKET); SELL(HOLDING>0,HOLDING,MARKET); END 持仓:holding,linethick0; 资产:asset,noaxis; 可用现金:cash(0),linethick0 |
-- 作者:jinzhe -- 发布时间:2016/9/6 9:03:42 -- 请贴全部代码 |