图表有信号程序化却没下单的状况 - 金字塔软件问题提交 - 金字塔客服中心 - 专业程序化交易软件提供商

这一段是开空的代码

RHolding；PKPrice；kk ；上轨；下轨2 都用了ref（，1）

{

RHolding:=REF(Holding,1);

上轨:=Round(REF(Upper,1)/MINDIFF)*MINDIFF;

下轨:=Round(REF(Lower,1)/MINDIFF)*MINDIFF;

上轨2:=Round(REF(Upper2,1)/MINDIFF)*MINDIFF;

下轨2:=Round(REF(Lower2,1)/MINDIFF)*MINDIFF;

MinL:=REF(LLV(L,ENTERBARS+1),1); //开仓以来最低价

MaxH:=REF(HHV(H,ENTERBARS+1),1); //开仓以来最高价

PDPrice:=Round(0.98*MaxH/MINDIFF)*MINDIFF;

PKPrice:=Round(1.02*MinL/MINDIFF)*MINDIFF;

kd:=Ref(XXX,1) And Ref(YYY,1)>0 And (Barstage=1 or (REF(DayH,1)<1.03*ROC And REF(DayL,1)>0.97*ROC));

kk:=Ref(XXX,1) And Ref(YYY,1)<0 And (Barstage=1 or (REF(DayH,1)<1.03*ROC And REF(DayL,1)>0.97*ROC));

}

if NOT(RHolding<0 And (H>=上轨 or (ENTERBARS>1 And H>=PKPrice))) And kk And L<=下轨2 then begin

平多kk:sell(holding<0,holding,Limitr,Min(O,下轨2));

开空1:buyshort(holding=0,ssK,Limitr,Min(O,下轨2));

end

//NOT(RHolding<0 And (H>=上轨 or (ENTERBARS>1 And H>=PKPrice))) 这一段是之前平仓了不开仓的代码

请问下，上面哪段会是闪烁的原因。全代码无跨周期引用

[此贴子已经被作者于2019/7/22 11:07:28编辑过]

主题：图表有信号 程序化却没下单的状况