能否不用ignorecheckprice函数实现ignorecheckprice的功能 - 公式模型编写问题提交 - 金字塔客服中心 - 专业程序化交易软件提供商

如题：

事实：在使用限价时，当策略发出信号但是有时限价在当根K线价格波动范围。这时必须使用ignorecheckprice函数保证发出信号，等待以后K线满足价格条件成交。

目的：能否不用ignorecheckprice函数实现ignorecheckprice的功能。保证在随后K线价格满足时成交

MA1:=REF(MA((HIGH+LOW+CLOSE)/3,AVGLENGTH),1);//定义MA1

UPPERBAND:=MA1+REF(MA(TR,40),1);//上轨

LOWERBAND:=MA1-REF(MA(TR,40),1);//下轨

ENTRYLONGCOND:=MA1>REF(MA1,1) ;//开多条件

EXITLONGCOND:=HIGH>=MA1;//平空条件

//交易系统

KDL:MAX(OPEN,UPPERBAND),COLORMAGENTA;

KKL:MIN(OPEN,LOWERBAND)-1*MINDIFF,COLORCYAN;

PKL:MIN(OPEN,MA1)+1*MINDIFF,COLORGREEN;

PDL:MAX(OPEN,MA1)-1*MINDIFF,COLORRED;

IF HOLDING=0 THEN BEGIN //若持仓为0
IF ENTRYLONGCOND THEN //且满足开多条件
BUY(between(KDL,L,H),手数,LIMIT,KDL),IGNORECHECKPRICE;//
KPJ:=KDL;
END
IF HOLDING>0 THEN BEGIN//若持有空单
IF EXITLONGCOND THEN//且满足平空条件
SELL(between(PDL,L,H),HOLDING,LIMIT,PDL),IGNORECHECKPRICE;//
KPJ:=PDL;
END

我的方法如下：

VARIABLE:KPJ=0,mKDPK=0,mKKPD=0,mKDL=0,mPDL=0, mHolding=0;

MA1:=REF(MA((HIGH+LOW+CLOSE)/3,AVGLENGTH),1);//定义MA1

UPPERBAND:=MA1+REF(MA(TR,40),1);//上轨

LOWERBAND:=MA1-REF(MA(TR,40),1);//下轨

ENTRYLONGCOND:=MA1>REF(MA1,1) ;//开多条件

EXITLONGCOND:=HIGH>=MA1;//平空条件

//交易系统

KDL:MAX(OPEN,UPPERBAND),COLORMAGENTA;

KKL:MIN(OPEN,LOWERBAND)-1*MINDIFF,COLORCYAN;

PKL:MIN(OPEN,MA1)+1*MINDIFF,COLORGREEN;

PDL:MAX(OPEN,MA1)-1*MINDIFF,COLORRED;

IF HOLDING=0 and ENTRYLONGCOND THEN BEGIN //若持仓为0

mKKPD:=0;

mKDPK:=1;

mKDL:=KDL;

END

IF HOLDING>0 and EXITLONGCOND THEN BEGIN//若持有空单

mKKPD:=1;

mKDPK:=0;

PDL:=PDL;

END

IF HOLDING=0 and mKDPK=1 and between(mKDL,L,H) THEN BEGIN //若持仓为0

BUY(1,手数,LIMIT,mKDL);//开多单 KPJ:=MAX(OPEN,UPPERBAND);

mHolding:=1;

END

IF HOLDING>0 and mKKPD=1 and between(mPDL,L,H) THEN BEGIN//若持有空单

SELL(1,HOLDING,LIMIT,mPDL);//平空单

mHolding:=0;

END

问题：我的错误在哪？谢谢老师

主题：能否不用ignorecheckprice函数实现ignorecheckprice的功能