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-- 公式模型编写问题提交 (http://weistock.com/bbs/list.asp?boardid=4)
---- 这个图表程序化要怎么改成后台程序化 (http://weistock.com/bbs/dispbbs.asp?boardid=4&id=142442)
-- 发布时间：2016/11/9 16:30:39
-- 这个图表程序化要怎么改成后台程序化
一分钟级别的策略，里面有调15分钟级别的指标
input:shakeRate(1,0.3,20,2);
orderNum:=ROUNDS(ASSET/200/c,0);
begintime:=(time>010300 and time<031000) or (time>130300 and time<184000);
endtime:=(time>032950 and time<033000) or (time>185950 and time<190000);
VARIABLE:cond:=\'none\';
VARIABLE:pbxGoldPlus:=\'false\';
VARIABLE:pbxDeadPlus:=\'false\';
VARIABLE:pbxCond:=\'none\';
VARIABLE:pbxCondPre:=\'none\';
VARIABLE:outPrice:=0;
ma10:=ma(c,150);
last2h:=hhv(h,30);
last2l:=llv(l,30);
DIFF:=STKINDI(\'\',\'MACD.DIFF\',0,3);
DEA:=STKINDI(\'\',\'MACD.DEA\',0,3);
D1:STKINDI(\'\',\'PBX.D1\',0,3);
D2:STKINDI(\'\',\'PBX.D2\',0,3);
Z1:STKINDI(\'\',\'PBX.Z1\',0,3);
Z2:STKINDI(\'\',\'PBX.Z2\',0,3);
C1:STKINDI(\'\',\'PBX.C1\',0,3);
C2:STKINDI(\'\',\'PBX.C2\',0,3);
pbxGoldPlus:=\'false\';
pbxDeadPlus:=\'false\';
TR1:=STKINDI(\'\',\'ATR.TR1\',0,3);
ATR:=STKINDI(\'\',\'ATR.ATR\',0,3);
if HOLDING>0 and h>outPrice then outPrice:=h;
if HOLDING<0 and l<outPrice then outPrice:=l;
macdGoldPlus:=CROSS(DIFF,DEA);
macdDeadPlus:=CROSS(DEA,DIFF);
//多头仓位平仓
if HOLDING>0 and (macdDeadPlus or pbxDeadPlus=\'true\' or endtime or c<ma10 or c<outPrice-2*ATR) then begin
SELL(1,HOLDING,MARKET);
end
//空头仓位平仓
if HOLDING<0 and (macdGoldPlus or pbxGoldPlus=\'true\' or endtime or c>ma10 or c>outPrice+2*ATR) then begin
SELLSHORT(1,HOLDING,MARKET);
end
//开多
if HOLDING=0 and ((DIFF>DEA and pbxGoldPlus=\'true\') or (macdGoldPlus=\'true\' and pbxC))
and begintime and (c-last2l)*100/last2l<shakeRate then begin
BUY(1,orderNum,MARKET);
end
//开空
if HOLDING=0 and ((DIFF<DEA and pbxDeadPlus=\'true\') or (macdDeadPlus=\'true\' and pbxC))
and begintime and (last2h-c)*100/last2h<shakeRate then begin
BUYSHORT(1,orderNum,MARKET);
end
pbxCondPre:=pbxCond;
-- 发布时间：2016/11/9 16:47:03
--
input:shakeRate(1,0.3,20,2);
orderNum:=ROUNDS(ASSET/200/c,0);
begintime:=(time>010300 and time<031000) or (time>130300 and time<184000);
endtime:=(time>032950 and time<033000) or (time>185950 and time<190000);
globalVARIABLE:cond:=\'none\';
globalVARIABLE:pbxGoldPlus:=\'false\';
globalVARIABLE:pbxDeadPlus:=\'false\';
globalVARIABLE:pbxCond:=\'none\';
globalVARIABLE:pbxCondPre:=\'none\';
globalVARIABLE:outPrice:=0;
ma10:=ma(c,150);
last2h:=hhv(h,30);
last2l:=llv(l,30);
DIFF:=STKINDI(\'\',\'MACD.DIFF\',0,3);
DEA:=STKINDI(\'\',\'MACD.DEA\',0,3);
D1:STKINDI(\'\',\'PBX.D1\',0,3);
D2:STKINDI(\'\',\'PBX.D2\',0,3);
Z1:STKINDI(\'\',\'PBX.Z1\',0,3);
Z2:STKINDI(\'\',\'PBX.Z2\',0,3);
C1:STKINDI(\'\',\'PBX.C1\',0,3);
C2:STKINDI(\'\',\'PBX.C2\',0,3);
pbxGoldPlus:=\'false\';
pbxDeadPlus:=\'false\';
TR1:=STKINDI(\'\',\'ATR.TR1\',0,3);
ATR:=STKINDI(\'\',\'ATR.ATR\',0,3);
if tbuyHOLDING(0)>0 and h>outPrice then outPrice:=h;
if tsellHOLDING(0)>0 and l<outPrice then outPrice:=l;
macdGoldPlus:=CROSS(DIFF,DEA);
macdDeadPlus:=CROSS(DEA,DIFF);
//多头仓位平仓
if tbuyHOLDING(0)>0 and (macdDeadPlus or pbxDeadPlus=\'true\' or endtime or c<ma10 or c<outPrice-2*ATR) then begin
tSELL(1,0,mkT);
end
//空头仓位平仓
if tsellHOLDING(0)>0 and (macdGoldPlus or pbxGoldPlus=\'true\' or endtime or c>ma10 or c>outPrice+2*ATR) then begin
tSELLSHORT(1,0,mkt);
end
//开多
if tbuyHOLDING(0)=0 and ((DIFF>DEA and pbxGoldPlus=\'true\') or (macdGoldPlus=\'true\' and pbxC))
and begintime and (c-last2l)*100/last2l<shakeRate then begin
tBUY(1,orderNum,mkt);
end
//开空
if tsellHOLDING(0)=0 and ((DIFF<DEA and pbxDeadPlus=\'true\') or (macdDeadPlus=\'true\' and pbxC))
and begintime and (last2h-c)*100/last2h<shakeRate then begin
tBUYSHORT(1,orderNum,mkt);
end
pbxCondPre:=pbxCond;
-- 发布时间：2016/11/9 17:00:58
--
我这个代码会复制成几份，修改参数后分别监控不同的品种，如果用globalVARIABLE，策略间相同的变量会冲突吗？
-- 发布时间：2016/11/9 17:01:36
--
不会冲突，机制上和variable差不多，后台里面不会互相冲突
-- 发布时间：2016/11/10 8:59:41
--
globalVARIABLE和工具-》数据管理-》全局变量里面的那些有什么区别啊？
-- 发布时间：2016/11/10 9:08:54
--
这里的全局变量是全软件通用的，不管是哪个策略获取的全局变量都是同一个
-- 发布时间：2016/11/10 9:09:59
--
比如这里的A1，不管在哪个策略里面，用extgbdata(\'A1\') 获取的全局变量一定是同一个值
此主题相关图片如下：2.png
-- 发布时间：2016/11/11 9:21:07
--
我把上面的这段代码加了一些日志打印，可是一出信号，为什么后台日志不是只打出一条，而是一秒内打出非常多条
//开空
if EXTGBDATA(\'PBMACD_MA_SELL\')=0 and ((DIFF<DEA and pbxDeadPlus=\'true\') or (macdDeadPlus=\'true\' and pbxC))
and (last2h-c)*100/last2h<shakeRate then begin
TBUYSHORT(1,orderNum,mkt);
EXTGBDATASET(\'PBMACD_MA_SELL\',orderNum);
DEBUGFILE2(logFilePath,\'b_pbMacd_MA:甲醇开空\',1,1);
DEBUGFILE2(logFilePath,\'b_pbMacd_RB:数量=%.0f\',orderNum,1);
cond:=\'buy\';
outPrice:=l;
end
2016-11-10 21:50:01.855 b_pbMacd_MA:甲醇开空
2016-11-10 21:50:01.855 b_pbMacd_RB:数量=4
2016-11-10 21:50:01.855 b_pbMacd_MA:甲醇开空
2016-11-10 21:50:01.855 b_pbMacd_RB:数量=4
2016-11-10 21:50:01.855 b_pbMacd_MA:甲醇开空
2016-11-10 21:50:01.855 b_pbMacd_RB:数量=4
2016-11-10 21:50:01.855 b_pbMacd_MA:甲醇开空
2016-11-10 21:50:01.855 b_pbMacd_RB:数量=4
2016-11-10 21:50:01.855 b_pbMacd_MA:甲醇开空
2016-11-10 21:50:01.855 b_pbMacd_RB:数量=4
2016-11-10 21:50:01.871 b_pbMacd_MA:甲醇开空
2016-11-10 21:50:01.871 b_pbMacd_RB:数量=4
2016-11-10 21:50:01.871 b_pbMacd_MA:甲醇开空
2016-11-10 21:50:01.871 b_pbMacd_RB:数量=4
2016-11-10 21:50:01.871 b_pbMacd_MA:甲醇开空
2016-11-10 21:50:01.871 b_pbMacd_RB:数量=4
2016-11-10 21:50:01.871 b_pbMacd_MA:甲醇开空
2016-11-10 21:50:01.871 b_pbMacd_RB:数量=4
2016-11-10 21:50:01.871 b_pbMacd_MA:甲醇开空
2016-11-10 21:50:01.871 b_pbMacd_RB:数量=4
2016-11-10 21:50:01.871 b_pbMacd_MA:甲醇开空
2016-11-10 21:50:01.871 b_pbMacd_RB:数量=4
2016-11-10 21:50:01.871 b_pbMacd_MA:甲醇开空
2016-11-10 21:50:01.871 b_pbMacd_RB:数量=4
2016-11-10 21:50:01.871 b_pbMacd_MA:甲醇开空
2016-11-10 21:50:01.871 b_pbMacd_RB:数量=4
2016-11-10 21:50:01.871 b_pbMacd_MA:甲醇开空
2016-11-10 21:50:01.871 b_pbMacd_RB:数量=4
2016-11-10 21:50:01.871 b_pbMacd_MA:甲醇开空
-- 发布时间：2016/11/11 9:41:51
--
因为你用的是debugfile2，这个是逐k打印的，后台监控了多少根k线，那么每来一笔行情就会输出对应的多少条件信息
你要用debugfile来输出
-- 发布时间：2016/11/11 10:03:39
--
那需不需要在开平仓前面加上IF ISLASTBAR判断来过滤，以免一直下单