以文本方式查看主题 - 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) ---- 测试没有成交!!一直找不到原因!!求大神指导 就快交作业啦!!!!!!!!! (http://weistock.com/bbs/dispbbs.asp?boardid=4&id=64760) |
-- 作者:杨鹏要交作业 -- 发布时间:2014/5/8 1:21:43 -- 测试没有成交!!一直找不到原因!!求大神指导 就快交作业啦!!!!!!!!! VARIABLE: VA[15]=0 ; INPUT :Y(0); DIFF : EMA(CLOSE,S) - EMA(CLOSE,P); DEA : EMA(DIFF,M); MACD1 : 2*(DIFF-DEA), COLORSTICK; VOLDIFF : EMA(VOL,S) - EMA(VOL,P); VOLDEA : EMA(VOLDIFF,M); VOLMACD : VOLDIFF-VOLDEA, COLORSTICK; begin IF MACD1>0 THEN Y1:=Y+5; IFELSE Y1:=Y; IF MACD1>0.3 THEN Y2:=Y1-1; IFELSE Y2:=Y1;Y1:=0; IF MACD1<-0.3 THEN Y3:=Y2+1; IFELSE Y3:=Y2;Y2:=0; IF RET(MACD1,1)>MACD1 THEN Y4:=Y3-1; IFELSE Y4:=Y3+1;Y3:=0; IF RET(MACD1,2)>RET(MACD1,1) AND RET(MACD1,1)>MACD1 THEN Y5:=Y4-0.8; IFELSE Y5:=Y4;Y4:=0; IF CROSS(DIFF,DEA) THEN Y6:=Y3+10; IFELSE Y6:=Y3;Y3:=0; IF VOLMACD>0 AND MACD1>0 THEN Y7:=Y6+5 ; IFELSE Y7:=Y6;Y6:=0; IF CROSS(VOLDIFF,VOLDEA) AND CROSS(DIFF,DEA) THEN Y8:=Y7+10; IFELSE Y8:=Y7;Y7:=0; B:Y8; DEBUGOUT(\'\',B) end VA[1]:=STKINDIEX (\'SH000002\',\'B\',0,7,0,40)+0.01; VA[2]:=STKINDIEX (\'SZ000063\',\'B\',0,7,0,40)+0.02; VA[3]:=STKINDIEX (\'SZ000878\',\'B\',0,7,0,40)+0.03; VA[4]:=STKINDIEX (\'SZ000983\',\'B\',0,7,0,40)+0.04; VA[5]:=STKINDIEX (\'SH600009\',\'B\',0,7,0,40)+0.05; VA[6]:=STKINDIEX (\'SH600019\',\'B\',0,7,0,40)+0.06; VA[7]:=STKINDIEX (\'SH600028\',\'B\',0,7,0,40)+0.07; VA[8]:=STKINDIEX (\'SH600036\',\'B\',0,7,0,40)+0.08; VA[9]:=STKINDIEX (\'SH600050\',\'B\',0,7,0,40)+0.09; VA[10]:=STKINDIEX (\'SH600104\',\'B\',0,7,0,40)+0.10; VA[11]:=STKINDIEX (\'SH600196\',\'B\',0,7,0,40)+0.11; VA[12]:=STKINDIEX (\'SH600320\',\'B\',0,7,0,40)+0.12; VA[13]:=STKINDIEX (\'SH600519\',\'B\',0,7,0,40)+0.13; VA[14]:=STKINDIEX (\'SH600583\',\'B\',0,7,0,40)+0.14; VA[15]:=STKINDIEX (\'SH600795\',\'B\',0,7,0,40)+0.15; DEBUGOUT(\'当前值是\',VA[1]); BEGIN FOR i = 1 TO 13 DO FOR j = i TO 13 DO IF VA[j] < VA[j+1] THEN BEGIN TEMP : = VA[j+1]; VA[j+1]: = VA[j]; VA[j]: = TEMP; END; ELSE TMEP: =0; END; STOCK1:=VA[1]*100-INTPART(VA[1])*100; STOCK2:=VA[2]*100-INTPART(VA[2])*100; STOCK3:=VA[3]*100-INTPART(VA[3])*100; BEGIN FOR N = 1 TO 15 DO VA[N]:=0; END; TSELL(HOLDING>0,0,STP,CLOSE*0.95,0,\'SZ000002\'); TSELL(HOLDING>0,0,STP,CLOSE*0.95,0,\'SZ000063\'); TSELL(HOLDING>0,0,STP,CLOSE*0.95,0,\'SZ000878\'); TSELL(HOLDING>0,0,STP,CLOSE*0.95,0,\'SZ000983\'); TSELL(HOLDING>0,0,STP,CLOSE*0.95,0,\'SH600009\'); TSELL(HOLDING>0,0,STP,CLOSE*0.95,0,\'SH600019\'); TSELL(HOLDING>0,0,STP,CLOSE*0.95,0,\'SH600028\'); TSELL(HOLDING>0,0,STP,CLOSE*0.95,0,\'SH600036\'); TSELL(HOLDING>0,0,STP,CLOSE*0.95,0,\'SH600050\'); TSELL(HOLDING>0,0,STP,CLOSE*0.95,0,\'SH600104\'); TSELL(HOLDING>0,0,STP,CLOSE*0.95,0,\'SH600196\'); TSELL(HOLDING>0,0,STP,CLOSE*0.95,0,\'SH600320\'); TSELL(HOLDING>0,0,STP,CLOSE*0.95,0,\'SH600519\'); TSELL(HOLDING>0,0,STP,CLOSE*0.95,0,\'SH600583\'); TSELL(HOLDING>0,0,STP,CLOSE*0.95,0,\'SH600795\'); STOCK1:=1; BEGIN IF STOCK1=1 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SZ000002\'); IF STOCK1=2 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SZ000063\'); IF STOCK1=3 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SZ000878\'); IF STOCK1=4 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SZ000983\'); IF STOCK1=5 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SH600009\'); IF STOCK1=6 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SH600019\'); IF STOCK1=7 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SH600028\'); IF STOCK1=8 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SH600036\'); IF STOCK1=9 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SH600050\'); IF STOCK1=10 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SH600104\'); IF STOCK1=11 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SH600196\'); IF STOCK1=12 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SH600320\'); IF STOCK1=13 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SH600519\'); IF STOCK1=14 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SH600583\'); IF STOCK1=15 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SH600795\'); IF STOCK2=1 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SZ000OO2\'); IF STOCK2=2 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SZ000063\'); IF STOCK2=3 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SZ000878\'); IF STOCK2=4 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SZ000983\'); IF STOCK2=5 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SH600009\'); IF STOCK2=6 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SH600019\'); IF STOCK2=7 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SH600028\'); IF STOCK2=8 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SH600036\'); IF STOCK2=9 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SH600050\'); IF STOCK2=10 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SH600104\'); IF STOCK2=11 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SH600196\'); IF STOCK2=12 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SH600320\'); IF STOCK2=13 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SH600519\'); IF STOCK2=14 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SH600583\'); IF STOCK2=15 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SH600795\'); IF STOCK3=1 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SZ000OO2\'); IF STOCK3=2 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SZ000063\'); IF STOCK3=3 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SZ000878\'); IF STOCK3=4 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SZ000983\'); IF STOCK3=5 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SH600009\'); IF STOCK3=6 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SH600019\'); IF STOCK3=7 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SH600028\'); IF STOCK3=8 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SH600036\'); IF STOCK3=9 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SH600050\'); IF STOCK3=10 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SH600104\'); IF STOCK3=11 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SH600196\'); IF STOCK3=12 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SH600320\'); IF STOCK3=13 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SH600519\'); IF STOCK3=14 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SH600583\'); IF STOCK3=15 THEN TBUY(HOLDING=0,100,MKT,0,0,\'SH600795\'); STOCK1:=0;STOCK2:=0;STOCK3:=0; END; 第一次写 测试总是没有成交 是哪里出问题了啊 求指导!!! |
-- 作者:jinzhe -- 发布时间:2014/5/8 8:50:20 -- 测试指的是公式测评还是模拟交易? |
-- 作者:杨鹏要交作业 -- 发布时间:2014/5/8 12:00:11 -- 公式评测,大神帮我看看后面的下单tbuy有没有问题 我把前面的屏蔽掉,加一个条件 都不能成交 |
-- 作者:jinzhe -- 发布时间:2014/5/8 13:24:57 -- 后台策略不能测评,能测评的就只有是图表策略 |
-- 作者:杨鹏要交作业 -- 发布时间:2014/5/8 15:33:39 -- 那为什么我看那个海龟交易法可以 我该怎么模拟评测呢? |
-- 作者:jinzhe -- 发布时间:2014/5/8 15:42:37 -- 你把海龟代码贴出来 |