-- 作者:xian_0_9
-- 发布时间:2013/3/22 13:27:06
-- [原创]出问题了怎么写啊。帮忙看看
3个品种比较,9点45开仓,哪个品种的涨幅最高,哪个品种开多。涨幅最低的,开空。
//涨幅公式
最高:=hhv(h,barslast(date<>ref(date,1))+1); 最低:=llv(l,barslast(date<>ref(date,1))+1); 开盘:=VALUEWHEN(DATE<>REF(DATE,1),OPEN); 涨幅:=最高-开盘;
/////模型
VARIABLE: X[3]=0; X[1]:=STKINDI(\'TA00\',\'跌幅涨幅.涨幅\',0,1,0); X[2]:=STKINDI(\'SR00\',\'跌幅涨幅.涨幅\',0,1,0); X[3]:=STKINDI(\'RB00\',\'跌幅涨幅.涨幅\',0,1,0); ta排名:HOD2(X,3,X[1]),LINETHICK0; sr排名:HOD2(X,3,X[2]),LINETHICK0; rb排名:HOD2(X,3,X[3]),LINETHICK0; jysd:=time>=093000 and time<=144500; if time=CLOSETIME(0) and holding>0 then sell(1,1,limitr,o); if time=CLOSETIME(0) and holding<0 then sellshort(1,1,limitr,o);
IF ta排名=1 and holding=0 and jysd and STRCMP( stklabel,\'ta00\' )=0 then buy(1,1,market); IF ta排名=3 and holding=0 and jysd and STRCMP( stklabel,\'ta00\' )=0 then buyshort(1,1,market); IF sr排名=1 and holding=0 and jysd and STRCMP( stklabel,\'sr00\' )=0 then buy(1,1,market); IF sr排名=3 and holding=0 and jysd and STRCMP( stklabel,\'sr00\' )=0 then buyshort(1,1,market); IF rb排名=1 and holding=0 and jysd and STRCMP( stklabel,\'rb00\' )=0 then buy(1,1,market); IF rb排名=3 and holding=0 and jysd and STRCMP( stklabel,\'rb00\' )=0 then buyshort(1,1,market);
现在表现不是我想要的啊。
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