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--  公式模型编写问题提交  (http://weistock.com/bbs/list.asp?boardid=4)
----  请大神看一下为什么同一个k反复开平呢  (http://weistock.com/bbs/dispbbs.asp?boardid=4&id=153827)

--  作者:W4739889
--  发布时间:2017/5/22 14:11:22
--  请大神看一下为什么同一个k反复开平呢
多单在同一个k反复开平 请问怎么回事呢?
INPUT:grid(50,1,11111,1);
variable:level=0;
n : =5;
dist:=barslast(holding=0 );  
oo:=ref(open,dist);
kaishi:=3000;
shang:=kaishi+n*grid*mindiff;
xia:=kaishi -n*grid*mindiff;
oo:=ref(open,dist);
kaishi:=3000;
shang:=kaishi+n*grid*mindiff;
xia:=kaishi -n*grid*mindiff;
 if l < xia or h >shang then begin
      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
     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
        end
        if holding>0 then BEGIN
        if low < oo-n*grid*mindiff then begin
             sell(1,holding,limitr,close);
             end
             end
        if  holding < 0 then begin
         if h > oo+n*grid*mindiff then begin
          sellshort(1,holding,limitr,close);
          end
          end
         
        
end

--  作者:W4739889
--  发布时间:2017/5/22 14:24:54
--  
测试螺纹rb1710合约
--  作者:pyd
--  发布时间:2017/5/22 15:18:12
--  
你把你的公式加载道图标上输出相关条件进行分析