[求助]代码出啥问题了？ - 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

input:n(30,1,120,10),m(30,1,60,10);

le:=bidprice>=ref(bidprice,1) and bidvol/askvol>=n and askprice=close;
lx1:=enterbars<m and enterprice-bidprice>=2*mindiff and bidprice=close;
lx2:=enterbars<m and bidprice-enterprice>=3*mindiff and bidprice=close;
lx3:=enterbars>=m and abs(enterprice-bidprice)>=1*mindiff and bidprice=close;

se:=askprice<=ref(askprice,1) and askvol/bidvol>=n and bidprice=close;
sx1:=enterbars<m and askprice-enterprice>=2*mindiff and askprice=close;
sx2:=enterbars<m and enterprice-askprice>=3*mindiff and askprice=close;
sx3:=enterbars>=m and abs(askprice-enterprice)>=1*mindiff and askprice=close;

if holding=0 then
buy(le,1,limitr,askprice);
if holding>0 then
sell(lx1 or lx2 or lx3,holding,limitr,bidprice);
if holding=0 then
buyshort(se,1,limitr,bidprice);
if holding<0 then
sellshort(sx1 or sx2 or sx3,holding,limitr,askprice);

资产:asset,noaxis;
胜率:percentwin,linethick0;
次数:totaltrade,linethick0;

[此贴子已经被作者于2010-9-20 11:48:18编辑过]

主题：[求助]代码出啥问题了？