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-  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)
----  求助老师  (http://weistock.com/bbs/dispbbs.asp?boardid=4&id=158666)

--  作者:yongle476
--  发布时间:2017/10/16 11:36:07
--  求助老师
老师,从微信上分享了一个金字塔的通道策略,他发布的图上有交易信号和箭头指示,但是在我的金字塔图表交易上
却没有交易信号,是不是哪儿写错了啊,烦请老师们帮我修改成图表化交易的策略,先谢谢!策略如下:

手数:max(intpart((100000*3)/(c*multiplier)),1),linethick0;
均值:=(H+L+C)/3;
SML:MA(均值,20),LINETHICK2;
轨道宽度:=MA((H-L),20);
上轨:SML+轨道宽度;
下轨:SML-轨道宽度;

if holding>0 and low<sml then begin
平多:=(intpart(min(o,sml)/mindiff))*mindiff;
sell(1,0,MARKET,平多);
end

if holding<0 and high>sml then begin
平空:=(ceiling(max(o,sml)/mindiff))*mindiff;
sell(1,0,MARKET,平空);
end

if holding=0 and high>上轨 then begin
开多:=(ceiling(max(o,上轨)/mindiff))*mindiff;
buy(1,手数,MARKET,开多);
end

if holding=0 and low<下轨 then begin
开空:=(intpart(min(o,下轨)/mindiff))*mindiff;
buyshort(1,手数,MARKET,开空);
end

--  作者:wenarm
--  发布时间:2017/10/16 12:34:04
--  

你自己吧MARKET改成LIMIT限价指令,这样才是指定价格

MARKET是市价。

 

 


--  作者:pyd
--  发布时间:2017/10/16 13:27:24
--  

平空写成sell了,限价用limitr

 

手数:max(intpart((100000*3)/(c*multiplier)),1),linethick0;
均值:=(H+L+C)/3;
SML:MA(均值,20),LINETHICK2;
轨道宽度:=MA((H-L),20);
上轨:SML+轨道宽度;
下轨:SML-轨道宽度;


if holding>0 and low<sml then begin
平多:(intpart(min(o,sml)/mindiff))*mindiff;
sell(1,0,limitr,平多),IGNORECHECKPRICE;
end


if holding<0 and high>sml then begin
平空:=(ceiling(max(o,sml)/mindiff))*mindiff;
sellshort(1,0,limitr,平空),IGNORECHECKPRICE;
end


if holding=0 and high>上轨 then begin
开多:=(ceiling(max(o,上轨)/mindiff))*mindiff;
buy(1,手数,limitr,开多),IGNORECHECKPRICE;
end


if holding=0 and low<下轨 then begin
开空:=(intpart(min(o,下轨)/mindiff))*mindiff;
buyshort(1,手数,limitr,开空),IGNORECHECKPRICE;
end

 

 


--  作者:yongle476
--  发布时间:2017/10/16 15:00:10
--  
万分感谢pyd老师和wenarm老师