-- 作者:W4739889
-- 发布时间:2017/5/19 15:33:32
-- 怎么把oo定义成为 平空? 或者平多 处的价位呢???
怎么把oo定义成为 平空 或者平多 处的价位呢??? 下文定义oo是当日开盘价,我想把它改成 平仓处的价位 ,怎么写呢?求指导
input:grid(3,1,60,1); variable:level=0; dist:=barslast(date<>ref(date,1)); oo:=ref(open,dist); if holding=0 then begin dnprice:=oo-grid*mindiff; if low<=dnprice then begin buy(1,1,limitr,dnprice); level:=-1; end end if holding=0 then begin upprice:=oo+grid*mindiff; if high>=upprice then begin buyshort(1,1,limitr,upprice); level:=1; end end if holding>0 then begin upprice:=oo+(level+1)*grid*mindiff; dnprice:=oo+(level-1)*grid*mindiff; if high>=upprice then begin sell(1,1,limitr,upprice); level:=level+1; end if low<=dnprice then begin buy(1,1,limitr,dnprice); level:=level-1; end if time=closetime(0) then sell(1,holding,limitr,close); end if holding<0 then begin upprice:=oo+(level+1)*grid*mindiff; dnprice:=oo+(level-1)*grid*mindiff; if low<=dnprice then begin sellshort(1,1,limitr,dnprice); level:=level-1; end if high>=upprice then begin buyshort(1,1,limitr,upprice); level:=level+1; end if time=closetime(0) then sellshort(1,holding,limitr,close); end
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-- 作者:pyd
-- 发布时间:2017/5/19 16:41:41
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limitr 后边的参数就是限价的价格,改成oo就可以了。
input:grid(3,1,60,1);
variable:level=0;
dist:=barslast(date<>ref(date,1)); oo:=ref(open,dist); if holding=0 then begin dnprice:=oo-grid*mindiff; if low<=dnprice then begin buy(1,1,limitr,dnprice); level:=-1; end end
if holding=0 then begin upprice:=oo+grid*mindiff; if high>=upprice then begin buyshort(1,1,limitr,upprice); level:=1; end end
if holding>0 then begin upprice:=oo+(level+1)*grid*mindiff; dnprice:=oo+(level-1)*grid*mindiff; if high>=upprice then begin sell(1,1,limitr,oo); level:=level+1; end if low<=dnprice then begin buy(1,1,limitr,dnprice); level:=level-1; end if time=closetime(0) then sell(1,holding,limitr,oo); end
if holding<0 then begin upprice:=oo+(level+1)*grid*mindiff; dnprice:=oo+(level-1)*grid*mindiff; if low<=dnprice then begin sellshort(1,1,limitr,oo); level:=level-1; end if high>=upprice then begin buyshort(1,1,limitr,upprice); level:=level+1; end if time=closetime(0) then sellshort(1,holding,limitr,oo); end
[此贴子已经被作者于2017/5/19 16:43:26编辑过]
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