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) ---- 求指导平仓问题 (http://weistock.com/bbs/dispbbs.asp?boardid=4&id=152463) |
-- 作者:WW4739889 -- 发布时间:2017/5/4 14:31:58 -- 求指导平仓问题 设计一个逢低加仓模型,价格下降一个档位就加仓 加仓后如果上涨一个档位就把加仓的部分平掉???请问问题出在哪里呢 H1:N+M; L1:N-M; A:=(H1-L1)/5; A1:L1+A; A2:L1+2*A; A3:L1+3*A; A4:L1+4*A; MA1:MA(C,10); 手数:=1; CON1:= REF(MA1,1)>REF(A4,1) AND MA1<A4; CON2:=REF(MA1,1)>REF(A3,1) AND MA1<A3; CON3:=REF(MA1,1)>REF(A2,1) AND MA1<A2; CON4:=REF(MA1,1)>REF(A1,1) AND MA1>A1; CON5:=REF(MA1,1)<REF(A4,1) AND MA1>A4; CON6: =REF(MA1,1)<REF(A3,1) AND MA1>A3; CON7: =REF(MA1,1)<REF(A2,1) AND MA1>A2; CON0: = H1-MA1<3 OR L-L1<3; IF CON1 AND HOLDING = 0 THEN BEGIN //下穿A4 BUY (1,手数, MARKET); END IF CON2 AND HOLDING =1 THEN BEGIN //下穿A3JIA BUY (1,手数, MARKET); END IF CON3 AND HOLDING =2 THEN BEGIN //A2JIA BUY (1,手数, MARKET); END IF CON4 AND HOLDING = 3 THEN BEGIN //A1JIA BUY (1,手数, MARKET); END
IF CON7 AND HOLDING = 4 THEN BEGIN //A2 -- SELL(1,手数,MARKET); END IF CON6 AND HOLDING = 3 THEN BEGIN //A3-- SELL(1,手数,MARKET); END IF CON5 AND HOLDING = 2 THEN BEGIN //A4-- SELL(1,手数,MARKET); END
IF CON2 AND HOLDING = 0 THEN BEGIN //下穿A3 BUY (1,手数, MARKET);
IF CON3 AND HOLDING = 1 THEN BEGIN //下穿A2加仓 BUY (1,手数, MARKET); END IF CON6 AND HOLDING = 2 THEN BEGIN SELL(1,手数,MARKET); END
IF CON4 AND HOLDING = 2 THEN BEGIN //下穿A1加仓 BUY (1,手数, MARKET); END IF CON7 AND HOLDING = 3 THEN BEGIN SELL(1,手数,MARKET); END END IF CON3 AND HOLDING = O THEN BEGIN //下穿A2 BUY (1,手数, MARKET);
IF CON4 AND HOLDING = 1 THEN BEGIN //下穿A1 加仓 BUY (1,手数, MARKET); END IF CON7 AND HOLDING =2 THEN BEGIN //上穿A2减仓 SELL(1,手数,MARKET);
END
END
IF CON4 AND HOLDING = 0 THEN BEGIN //下穿A1 BUY (1,手数, MARKET); END |
-- 作者:yukizzc -- 发布时间:2017/5/4 14:56:08 -- CON1:REF(MA1,1)>REF(A4,1) AND MA1<A4; CON2:REF(MA1,1)>REF(A3,1) AND MA1<A3; CON3:REF(MA1,1)>REF(A2,1) AND MA1<A2; 输出对饮条件,然后调试看下问题 |