求教：日内和波段两策略同一账户交易，怎样解决互相干扰问题？ - 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

求教：日内和波段两策略同一账户交易，怎样解决互相干扰问题？ 发帖心情

Post By：2011-1-21 15:27:42

我在同一账户测试日内和波段两个策略，存在严重的互相干扰问题。求教高手指点。在哪里有这样的模板？

日内交易策略:=0;
TSELLSHORT(c>多空止损 or c>多空止损1,TSELLHOLDING(1),LMT,c+MINDIFF),ALLOWREPEAT;

TSELLSHORT(c<日下-日差*2,TSELLHOLDING(1),LMT,c+MINDIFF),ALLOWREPEAT;

TBUY(CURRENTTIME<145700 and CURRENTTIME>90500 and (c>多空止损 or c>多空止损1) and c<日上-日差*1 and KCS0>1,KCS0,LMT,c+MINDIFF),ALLOWREPEAT;

TSELL(c<多空止损 or c<多空止损1,TBUYHOLDING(1),KCS0,LMT,c+MINDIFF),ALLOWREPEAT;

TSELL(c>日上+日差*2,TBUYHOLDING(1),LMT,c-MINDIFF),ALLOWREPEAT;

TBUYSHORT(CURRENTTIME<145700 and CURRENTTIME>90500 and (c<多空止损 or c<多空止损1) and c>日下+日差*1 and KCS0>1,KCS0,LMT,c-MINDIFF),ALLOWREPEAT;

TCANCEL(TSUBMIT(0)>15,0),ALLOWREPEAT;
TSELL(CURRENTTIME>145700,TBUYHOLDING(1),LMT,c-MINDIFF),ALLOWREPEAT;
TSELLSHORT(CURRENTTIME>145700,TSELLHOLDING(1),LMT,c+MINDIFF),ALLOWREPEAT;

波段交易策略:=0;
TSELLSHORT(c>止损 or c>波段,TSELLHOLDING(1),LMT,c+MINDIFF),ALLOWREPEAT;

TSELLSHORT((c<止损 or c<波段) and c<日下-日差*2,TSELLHOLDING(1),LMT,c+MINDIFF),ALLOWREPEAT;

TBUY((c>止损 or c>波段) and c<日下 and KCS0>1,KCS0,LMT,c+MINDIFF),ALLOWREPEAT;

TSELL(c<止损 or c<波段,TBUYHOLDING(1),LMT,c-MINDIFF),ALLOWREPEAT;

TSELL((c>止损 or c>波段) and c>日上+日差*2,TBUYHOLDING(1),LMT,c-MINDIFF),ALLOWREPEAT;

TBUYSHORT((c<止损 or c<波段) and c>日上 and KCS0>1,KCS0,LMT,c-MINDIFF),ALLOWREPEAT;

TCANCEL(TSUBMIT(0)>15,0),ALLOWREPEAT;

请教：怎样修改才能两个策略同一账户交易而不互相干扰？

主题：求教：日内和波段两策略同一账户交易，怎样解决互相干扰问题？