-- 作者:wn10000neng
-- 发布时间:2013/4/11 10:09:10
-- 空单止盈了,为什么也打印出“空损”
我的空单止盈的代码如下:
if holding < 0 and ENTERBARS > 0 then //空单的止盈止损 begin
IF AVGENTERPRICE - C >= 30* mindiff then begin SELLSHORT(1,0,MARKETR);//止盈30个点 DRAWTEXT(1,h,\'空盈\'); end
IF C - AVGENTERPRICE >= 20*MINDIFF then begin SELLSHORT(1,0,MARKETR);//止损20个点 DRAWTEXT(1,l,\'空损\'); end
if ISLASTBAR then DEBUGFILE(\'d:\\止盈止损条件.txt\',\'空单平均成本:avgenterprice:%.2f\',avgenterprice); DEBUGFILE(\'D:\\止盈止损条件.TXT\',\'空盈条件 \'&\'c:\'& numtostr(c,2)&\' avgenterprice:\'&numtostr(avgenterprice,2)&\' AVGENTERPRICE - C:\'&numtostr(AVGENTERPRICE - C,2)&\' 30*mindiff:\'&numtostr(30*mindiff,2),0); DEBUGFILE(\'D:\\止盈止损条件.TXT\',\'空损条件 \'&\'c:\'& numtostr(c,2)&\' avgenterprice:\'&numtostr(avgenterprice,2)&\' C - AVGENTERPRICE:\'&numtostr(C - AVGENTERPRICE,2)&\' 20*mindiff:\'&numtostr(20*mindiff,2),0); end
每次止盈的时候,DRAWTEXT(1,l,\'空损\');这个语句也会执行,也打印出了“空损”
好像是AVGENTERPRICE的问题,出现信号后,还没平仓的时候,AVGENTERPRICE变为0了,导致C - AVGENTERPRICE变成最新价,超过了20*MINDIFF,止损条件成立(但实际是止盈的,这只是AVGENTERPRICE提前变为0导致的) 但为什么AVGENTERPRICE变为0后,止盈的条件还会执行呢,因为AVGENTERPRICE - C变成了最新价的负值,不会大于30*MINDIFF了
可能是金字塔内部机制就是这样的
2013-04-11 09:49:21.671 空盈条件 c:2498.60 avgenterprice:2502.94 AVGENTERPRICE - C:4.34 30*mindiff:6.00 2013-04-11 09:49:21.671 空损条件 c:2498.60 avgenterprice:2502.94 C - AVGENTERPRICE:-4.34 20*mindiff:4.00 2013-04-11 09:49:23.171 空单平均成本:avgenterprice:2502.94 2013-04-11 09:49:23.171 空盈条件 c:2497.80 avgenterprice:2502.94 AVGENTERPRICE - C:5.14 30*mindiff:6.00 2013-04-11 09:49:23.171 空损条件 c:2497.80 avgenterprice:2502.94 C - AVGENTERPRICE:-5.14 20*mindiff:4.00 2013-04-11 09:49:24.671 空单平均成本:avgenterprice:0.00 2013-04-11 09:49:24.671 空盈条件 c:2496.20 avgenterprice:0.00 AVGENTERPRICE - C:-2496.20 30*mindiff:6.00 2013-04-11 09:49:24.671 空损条件 c:2496.20 avgenterprice:0.00 C - AVGENTERPRICE:2496.20 20*mindiff:4.00 2013-04-11 09:49:26.171 空单平均成本:avgenterprice:0.00 2013-04-11 09:49:26.171 空盈条件 c:2494.60 avgenterprice:0.00 AVGENTERPRICE - C:-2494.60 30*mindiff:6.00 2013-04-11 09:49:26.171 空损条件 c:2494.60 avgenterprice:0.00 C - AVGENTERPRICE:2494.60 20*mindiff:4.00 2013-04-11 09:49:27.671 空单平均成本:avgenterprice:0.00 2013-04-11 09:49:27.671 空盈条件 c:2492.60 avgenterprice:0.00 AVGENTERPRICE - C:-2492.60 30*mindiff:6.00 2013-04-11 09:49:27.671 空损条件 c:2492.60 avgenterprice:0.00 C - AVGENTERPRICE:2492.60 20*mindiff:4.00 2013-04-11 09:49:29.171 空单平均成本:avgenterprice:0.00 2013-04-11 09:49:29.171 空盈条件 c:2492.20 avgenterprice:0.00 AVGENTERPRICE - C:-2492.20 30*mindiff:6.00 2013-04-11 09:49:29.171 空损条件 c:2492.20 avgenterprice:0.00 C - AVGENTERPRICE:2492.20 20*mindiff:4.00 2013-04-11 09:49:32.312 空单平均成本:avgenterprice:0.00 2013-04-11 09:49:32.312 空盈条件 c:2492.00 avgenterprice:0.00 AVGENTERPRICE - C:-2492.00 30*mindiff:6.00 2013-04-11 09:49:32.312 空损条件 c:2492.00 avgenterprice:0.00 C - AVGENTERPRICE:2492.00 20*mindiff:4.00 2013-04-11 09:49:33.671 空单平均成本:avgenterprice:0.00 2013-04-11 09:49:33.671 空盈条件 c:2493.40 avgenterprice:0.00 AVGENTERPRICE - C:-2493.40 30*mindiff:6.00 2013-04-11 09:49:33.671 空损条件 c:2493.40 avgenterprice:0.00 C - AVGENTERPRICE:2493.40 20*mindiff:4.00 2013-04-11 09:49:35.171 空单平均成本:avgenterprice:0.00 2013-04-11 09:49:35.171 空盈条件 c:2493.80 avgenterprice:0.00 AVGENTERPRICE - C:-2493.80 30*mindiff:6.00 2013-04-11 09:49:35.171 空损条件 c:2493.80 avgenterprice:0.00 C - AVGENTERPRICE:2493.80 20*mindiff:4.00 2013-04-11 09:49:36.671 空单平均成本:avgenterprice:0.00 2013-04-11 09:49:36.671 空盈条件 c:2494.00 avgenterprice:0.00 AVGENTERPRICE - C:-2494.00 30*mindiff:6.00 2013-04-11 09:49:36.671 空损条件 c:2494.00 avgenterprice:0.00 C - AVGENTERPRICE:2494.00 20*mindiff:4.00 2013-04-11 09:49:38.171 空单平均成本:avgenterprice:0.00 2013-04-11 09:49:38.171 空盈条件 c:2494.00 avgenterprice:0.00 AVGENTERPRICE - C:-2494.00 30*mindiff:6.00 2013-04-11 09:49:38.171 空损条件 c:2494.00 avgenterprice:0.00 C - AVGENTERPRICE:2494.00 20*mindiff:4.00 2013-04-11 09:49:39.671 空单平均成本:avgenterprice:0.00 2013-04-11 09:49:39.671 空盈条件 c:2494.40 avgenterprice:0.00 AVGENTERPRICE - C:-2494.40 30*mindiff:6.00 2013-04-11 09:49:39.671 空损条件 c:2494.40 avgenterprice:0.00 C - AVGENTERPRICE:2494.40 20*mindiff:4.00 2013-04-11 09:49:41.171 空单平均成本:avgenterprice:0.00 2013-04-11 09:49:41.171 空盈条件 c:2493.80 avgenterprice:0.00 AVGENTERPRICE - C:-2493.80 30*mindiff:6.00 2013-04-11 09:49:41.171 空损条件 c:2493.80 avgenterprice:0.00 C - AVGENTERPRICE:2493.80 20*mindiff:4.00 2013-04-11 09:49:42.671 空单平均成本:avgenterprice:0.00 2013-04-11 09:49:42.671 空盈条件 c:2493.60 avgenterprice:0.00 AVGENTERPRICE - C:-2493.60 30*mindiff:6.00 2013-04-11 09:49:42.671 空损条件 c:2493.60 avgenterprice:0.00 C - AVGENTERPRICE:2493.60 20*mindiff:4.00 2013-04-11 09:49:44.171 空单平均成本:avgenterprice:0.00 2013-04-11 09:49:44.171 空盈条件 c:2494.00 avgenterprice:0.00 AVGENTERPRICE - C:-2494.00 30*mindiff:6.00 2013-04-11 09:49:44.171 空损条件 c:2494.00 avgenterprice:0.00 C - AVGENTERPRICE:2494.00 20*mindiff:4.00 2013-04-11 09:49:45.671 空单平均成本:avgenterprice:0.00 2013-04-11 09:49:45.671 空盈条件 c:2493.80 avgenterprice:0.00 AVGENTERPRICE - C:-2493.80 30*mindiff:6.00 2013-04-11 09:49:45.671 空损条件 c:2493.80 avgenterprice:0.00 C - AVGENTERPRICE:2493.80 20*mindiff:4.00 2013-04-11 09:49:47.171 空单平均成本:avgenterprice:0.00 2013-04-11 09:49:47.171 空盈条件 c:2493.40 avgenterprice:0.00 AVGENTERPRICE - C:-2493.40 30*mindiff:6.00 2013-04-11 09:49:47.171 空损条件 c:2493.40 avgenterprice:0.00 C - AVGENTERPRICE:2493.40 20*mindiff:4.00 2013-04-11 09:49:48.671 空单平均成本:avgenterprice:0.00 2013-04-11 09:49:48.671 空盈条件 c:2493.80 avgenterprice:0.00 AVGENTERPRICE - C:-2493.80 30*mindiff:6.00 2013-04-11 09:49:48.671 空损条件 c:2493.80 avgenterprice:0.00 C - AVGENTERPRICE:2493.80 20*mindiff:4.00 2013-04-11 09:49:50.171 空单平均成本:avgenterprice:0.00 2013-04-11 09:49:50.171 空盈条件 c:2493.60 avgenterprice:0.00 AVGENTERPRICE - C:-2493.60 30*mindiff:6.00 2013-04-11 09:49:50.171 空损条件 c:2493.60 avgenterprice:0.00 C - AVGENTERPRICE:2493.60 20*mindiff:4.00 2013-04-11 09:49:51.671 空单平均成本:avgenterprice:0.00 2013-04-11 09:49:51.671 空盈条件 c:2494.20 avgenterprice:0.00 AVGENTERPRICE - C:-2494.20 30*mindiff:6.00 2013-04-11 09:49:51.671 空损条件 c:2494.20 avgenterprice:0.00 C - AVGENTERPRICE:2494.20 20*mindiff:4.00 2013-04-11 09:49:53.171 空单平均成本:avgenterprice:0.00 2013-04-11 09:49:53.171 空盈条件 c:2494.80 avgenterprice:0.00 AVGENTERPRICE - C:-2494.80 30*mindiff:6.00 2013-04-11 09:49:53.171 空损条件 c:2494.80 avgenterprice:0.00 C - AVGENTERPRICE:2494.80 20*mindiff:4.00 2013-04-11 09:49:54.671 空单平均成本:avgenterprice:0.00 2013-04-11 09:49:54.671 空盈条件 c:2494.60 avgenterprice:0.00 AVGENTERPRICE - C:-2494.60 30*mindiff:6.00 2013-04-11 09:49:54.671 空损条件 c:2494.60 avgenterprice:0.00 C - AVGENTERPRICE:2494.60 20*mindiff:4.00 2013-04-11 09:49:56.171 空单平均成本:avgenterprice:0.00 2013-04-11 09:49:56.171 空盈条件 c:2494.40 avgenterprice:0.00 AVGENTERPRICE - C:-2494.40 30*mindiff:6.00 2013-04-11 09:49:56.171 空损条件 c:2494.40 avgenterprice:0.00 C - AVGENTERPRICE:2494.40 20*mindiff:4.00 2013-04-11 09:49:57.671 空单平均成本:avgenterprice:0.00 2013-04-11 09:49:57.671 空盈条件 c:2494.40 avgenterprice:0.00 AVGENTERPRICE - C:-2494.40 30*mindiff:6.00 2013-04-11 09:49:57.671 空损条件 c:2494.40 avgenterprice:0.00 C - AVGENTERPRICE:2494.40 20*mindiff:4.00 2013-04-11 09:49:59.171 空单平均成本:avgenterprice:0.00 2013-04-11 09:49:59.171 空盈条件 c:2494.40 avgenterprice:0.00 AVGENTERPRICE - C:-2494.40 30*mindiff:6.00 2013-04-11 09:49:59.171 空损条件 c:2494.40 avgenterprice:0.00 C - AVGENTERPRICE:2494.40 20*mindiff:4.00
我是9:50止盈的,但注意看止盈条件,AVGENTERPRICE - C:-2494.40,是个负值
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-- 作者:fly
-- 发布时间:2013/4/11 10:18:02
--
一次扫描,止盈语句在前,止盈执行后,AVGENTERPRICE变为0.
图表程序化,每次扫描,都会从图表上第一根K线重新开始计算一遍你的程序.你可以在"止盈"语句前面再输出AVGENTERPRICE的值看看.
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-- 作者:fly
-- 发布时间:2013/4/12 9:29:18
--
IF AVGENTERPRICE - C >= 30* mindiff and holding < 0 and ENTERBARS > 0 then//空单的止盈
begin SELLSHORT(1,0,MARKETR);//止盈30个点 DRAWTEXT(1,h,\'空盈\'); end
IF C - AVGENTERPRICE >= 20*MINDIFF and holding < 0 and ENTERBARS > 0 then//空单的止损 begin SELLSHORT(1,0,MARKETR);//止损20个点 DRAWTEXT(1,l,\'空损\'); end
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