公式模型编写问题提交-交易系统问题金字塔客服中心 - 专业程序化交易软件提供商

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-  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)
----  交易系统问题  (http://weistock.com/bbs/dispbbs.asp?boardid=4&id=78735)

--  作者：DJX
--  发布时间：2015/5/19 12:34:25
--  交易系统问题
老师您好！我做了个交易系统，他是两个条件并行运行　的，我想区分一下显示的信号是那个条件发出的。望老师指点！801kd:=dl>0 and dl2>0 and bl2>0.66 and dl1<0 and cross(dlup,0) and (t>14 and t2>4);
802kd:=dl>0 and dl2>0 and bl2>0.6 6 and ref(dl1,1)<0 and cross(dlup,0) and (t>14 and t2>4);

802kk:=dl<0 and dl2<0 and bl2<-0.66 and ref(dl1,1)>0 and cross(0,dlup) and (t<-14 and t2<-4);
804kd:=dl>0 and (bl=1 and t>14) and dl2>0 and (bl2=1 and t2>4) and (dl1>0 and cross(dlup,0) and ref(bl1,1)<0.20);
804kk:=dl<0 and (bl=-1 and t<-14) and dl2<0 and (bl2=-1 and t2<-4) and (dl1<0 and cross(0,dlup) and ref(bl1,1)>-0.25);

801pd:=(cross(0,dl2) and jcc=1) ;

801pk:=(cross(dl2,0) and jcc=1);

kd:= 802kd or 804kd ;
kk:= 802kk or 804kk ;

pd1:= enterprice-c>7 or (kk and enterbars+1>2 ) or 801pd or h-enterprice>3.4 ;
pk1:= c-enterprice>7 or (kd and enterbars+1>2) or 801pk or enterprice-l>3.6 ;

pd:=pd1 ;
pk:=pk1 ;

SELLSHORT((PK OR TIME>151300 ) AND HOLDING<0,HOLDING,MARKET);
SELL((PD OR TIME>151200) AND HOLDING>0,HOLDING,MARKET);
BUY(KD and time<1435 AND HOLDING=0,1,MARKET);
BUYSHORT(KK and time<1450 AND HOLDING=0,1,MARKET);

--  作者：jinzhe
--  发布时间：2015/5/19 13:20:15
--

区分开仓吗？

kd1:= 802kd   ;

kk1:= 802kk  ;

kd2:=   804kd ;

kk2:=  804kk ;

开多1:BUY(KD 1and time<1435 AND HOLDING=0,1,MARKET);

开多2:BUY(KD2 and time<1435 AND HOLDING=0,1,MARKET);

开空1:BUYSHORT(KK1 and time<1450 AND HOLDING=0,1,MARKET);

开空2:BUYSHORT(KK2 and time<1450 AND HOLDING=0,1,MARKET);

这样4个条件全部写出来，就能区分了