-- 不开仓是什么原因?
为什么我这个测试无法开仓呢(一分钟周期)?
我想在开盘那根k上实现开仓的功能。
INPUT:m(20,1,10000,1);
昨收:=CALLSTOCK(STKLABEL,VTCLOSE,6,-1);
开盘第一根收盘价:valuewhen(todaybar=1,close);
开盘第一根最低价:valuewhen(todaybar=1,low);
开盘第一根最高价:valuewhen(todaybar=1,high);
开盘第一根开盘价:valuewhen(todaybar=1,open);
开盘最后一根收盘盘价:valuewhen(todaybar=150,CLOSE);
TR1 : MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));
ATR : MA(TR1,m);
//开多仓条件:
BOPEON1:=C>=昨收 AND HOLDING=0 AND TIME>=010000;
//平多仓条件:
BLIQCON:=HOLDING>0 AND c<ENTERPRICE-ATR;
//开空仓条件:
SOPCON1:=C<昨收 AND HOLDING=0 AND TIME>=010000;
//平空仓条件:
SLIQCON:=HOLDING<0 AND c>ENTERPRICE+ATR;
BUY(BOPEON1,1,LIMITR,OPEN);
SELL(BLIQCON,HOLDING,MARKET);
BUYSHORT(SOPCON1,1,LIMITR,OPEN);
SELLSHORT(SLIQCON,HOLDING,MARKET);
//收盘前平仓
SELL(TIME>185000 AND HOLDING>0,HOLDING,MARKET);
SELLSHORT(TIME>185000 AND HOLDING<0,HOLDING,MARKET);
当前持仓:HOLDING,COLORGRAY,LINETHICK0;
当前资产:ASSET,NOAXIS,COLORGRAY;//输出当前资产,但不影响坐标最高最低值