-- 作者:heyicun
-- 发布时间:2015/9/6 21:00:57
-- 请问老师,我的程序什么问题?EXPMA
你好,老师。编写了交易程序,日内交易,按照EXPMA的1分钟线操作。调试这个交易系统,毫无反应。
INPUT:m1(10,1,999);//EXPMA1参数 INPUT:m2(120,1,999);//EXPMA2参数 INPUT:SS(1,1,999);
EXPMA1:EMA(C,M1); EXPMA2:EMA(C,M2);
KD1:=CROSS(EXPMA1,EXPMA2); KK1:=CROSS(EXPMA2,EXPMA1);
PD1:=CROSS(EXPMA2,EXPMA1); PK1:=CROSS(EXPMA1,EXPMA2);
KD:=REF(KD1,1); KK:=REF(KK1,1);
PD:=REF(PD1,1); PK:=REF(PK1,1);
KCSJ:=(TIME>=133000 AND TIME<=185000) OR (TIME>=010000 AND TIME<=062000); PCSJ:= (TIME>062000 AND TIME<=063000) OR (TIME>185000 AND TIME<=190000);
IF KD and kcsj AND HOLDING<=0 AND (EXITBARS>0 OR EXITBARS=-1) THEN BEGIN SELLSHORT(HOLDING<0,0,LIMITR,OPEN); BUY(HOLDING=0,SS,LIMITR,OPEN); END IF KK and kcsj AND HOLDING>=0 AND (EXITBARS>0 OR EXITBARS=-1) THEN BEGIN SELL(HOLDING>0,0,LIMITR,OPEN); BUYSHORT(HOLDING=0,SS,LIMITR,OPEN); END
IF PK AND HOLDING<0 THEN BEGIN SELLSHORT(HOLDING=0,SS,LIMITR,OPEN); END IF PD AND HOLDING>0 THEN BEGIN SELL(HOLDING>0,0,LIMITR,OPEN); END //abb1:=(time0-timetot0(dynainfo(207))<=180) AND time>=150000; //abb2:=not(islastbar) AND time>=150000; if PCSJ then begin if holding>0 then sell(1,0,thisclose); if holding<0 then sellshort(1,0,thisclose); end
持仓:holding,linethick0; 资产:asset,noaxis,coloryellow; 可用现金:cash(0),linethick0;
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