-- 作者:jiner
-- 发布时间:2014/5/21 14:47:12
-- 老师,辛苦您了,开平仓时间问题
INPUT:N(1,1,100,1),K1(0.2,0.01,1,0.01),K2(0.2,0.01,1,0.01),NMIN(10,1,100,1),SS(1,1,10000,1);
前高:callstock(stklabel(),vthigh,3,-1) coloryellow,linethick1; 前低:callstock(stklabel(),vtLOW,3,-1) colorred,linethick1; 前收:=callstock(stklabel(),vtCLOSE,3,-1) colorblue,linethick1; 开盘价:callstock(stklabel(),vtOPEN,21,15) colorgreen,linethick1;
HH:=HHV(前高,N);//N日HIGH的最高价 HC:=HHV(前收,N);//N日CLOSE的最高价 LC:=LLV(前收,N);//N日CLOSE的最低价 LL:=LLV(前低,N);//N日LOW的最低价 浮动区间:=MAX(HH-LL,HC-LL);//RANGE 上轨:开盘价+K1*浮动区间; 下轨:开盘价-K2*浮动区间;
手数:=SS; //交易条件
开多条件:=o>上轨 AND HOLDING=0 and (mod(minute,15)=0 or minute=0) ; 开空条件:=o<下轨 AND HOLDING=0 and (mod(minute,15)=0 or minute=0) ; 平仓条件:=mod(minute,15)=0 or minute=0) and ((time0-timetot0(dynainfo(207)))<=58 or not(islastbar);
开多:BUY(开多条件 ,手数,MARKET); 开空:BUYSHORT(开空条件 ,手数,MARKETR); 平多:=SELL(mod(minute,15)=0 or minute=0) and ((time0-timetot0(DYNAINFO(207))<=2 or not(islastbar)) and holding>0,手数,THISCLOSE); 平空:=SELL(mod(minute,15)=0 or minute=0) and ((time0-timetot0(DYNAINFO(207))<=2 or not(islastbar))and holding<0,手数,THISCLOSE);
您帮忙检查下有什么问题吧,还是不能显示
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-- 作者:jiner
-- 发布时间:2014/5/21 14:59:28
-- 老师,辛苦您了,开平仓时间问题
INPUT:N(1,1,100,1),K1(0.2,0.01,1,0.01),K2(0.2,0.01,1,0.01),NMIN(10,1,100,1),SS(1,1,10000,1);
前高:=callstock(stklabel(),vthigh,3,-1) coloryellow,linethick1; 前低:=callstock(stklabel(),vtLOW,3,-1) colorred,linethick1; 前收:=callstock(stklabel(),vtCLOSE,3,-1) colorblue,linethick1; 开盘价:callstock(stklabel(),vtOPEN,21,15) colorgreen,linethick1;
HH:=HHV(前高,N);//N日HIGH的最高价 HC:=HHV(前收,N);//N日CLOSE的最高价 LC:=LLV(前收,N);//N日CLOSE的最低价 LL:=LLV(前低,N);//N日LOW的最低价 浮动区间:=MAX(HH-LL,HC-LL);//RANGE 上轨:开盘价+K1*浮动区间; 下轨:开盘价-K2*浮动区间; 手数:=SS; //交易条件
开多条件:=o>上轨 AND HOLDING=0 and (mod(minute,15)=0 or minute=0) ; 开空条件:=o<下轨 AND HOLDING=0 and (mod(minute,15)=0 or minute=0) ; 平仓条件:=mod(minute,15)=0 or minute=0) and ((time0-timetot0(dynainfo(207)))<=58 or not(islastbar);
开多:BUY(开多条件 ,手数,MARKET); 开空:BUYSHORT(开空条件 ,手数,MARKETR); 平多:=SELL(平仓条件 and holding>0,手数,THISCLOSE); 平空:=SELLSHORT(平仓条件and holding<0,手数,THISCLOSE);
修改了下,帮忙看看对吗
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