一个简单的系统没有信号请帮我修改一下 - 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

参考系统自带的系统编了一个多头海龟系统抱着学习测试的目的只写了多头的进场加仓离场和止损

代码

runmode:0;

input :duan(20,10,30,1);

input:chang(55,40,70,1);

//计算atr

variable :atr=0;

m:=ma(tr,20);

if barpos>=20 then atr:=m;

else atr:=(19*atr+tr)/20;

sysatr:ma(tr,20),linethick0;

variable: shortlow=close; //短期低点

variable: shorthigh=close; //短期高点

variable: longlow=close; //长期低点

variable: longhigh=close; //长期高点

shortlow:=llv(low,duan);

shorthigh:=hhv(high,duan);

longlow:=llv(low,chang);

longhigh:=hhv(high,chang);

day10low:=llv(low,10);

day20low:=llv(low,20);

day20high:=hhv(high,20);

day10high:=hhv(high,10);

variable: positionstatus=0;

//初始化

if barpos=1 then begin end;

//无持仓

if positionstatus=0 and barpos>chang then

begin

//多头进场条件

enterlongrule1:=h>shorthigh;

enterlongrule2:=h>longhigh;

if enterlongrule2 then

begin

unit:=(cash(0)*0.01)/atr;{一单位头寸规模}

myenterprice:=if(open>longhigh+mindiff,open,longhigh+mindiff);

buy(1,unit,limitr,myenterprice);

positionstatus:=1;{头寸为多头头寸}

longpositionunit:=1;{多头头寸单位累计1个}

end;

//空头进场条件

{entershortrule1:=l<shortlow;

entershortrule2:=l<longlow;

if entershortrule2 then

begin

unit:=(cash(0)*0.01)/atr;

short2:buyshort(1,unit,market);

positionstatus:=-1;

shortpositionunit:=1;

end;}

end;

//持有多头仓位

if positionstatus>0 then

begin

//多头加仓

if (high>myenterprice+0.5*atr) && (longpositionunit<4) then

begin

unit:=(cash(0)*0.01)/atr;{一单位头寸规模}

myenterprice:=myenterprice+0.5*atr;

myenterprice:= ceiling(myenterprice/mindiff)*mindiff;

buy(1, unit, limitr, myenterprice);

longpositionunit := longpositionunit+1 ;

end;

//多头离场

exitlongrule1:=low<day10low;

exitlongrule2:=low<day20low;

if exitlongrule1 then

begin

sell(1,0,market);

positionstatus:=0;

longpositionunit:=0;

end;

//多头止损

longstopcond:=low<myenterprice-2*atr;

if longstopcond and positionstatus>0 then

begin

sell(1,0,market);

positionstatus:=0;

longpositionunit:=0;

end;

//持有空头仓位

if positionstatus<0 then

begin

//空头加仓

//空头离场

//空头止损

end;

资产:asset,linethick0;

可用现金:cash(0),linethick0;

pos:holding,linethick0;

交易次数:totaldaytrade, linethick0 ;

当前持仓:holding,colorgray,linethick0;

当前资产:asset,noaxis,colorgray;

运行在图标后无信号请问哪里有问题？

主题：一个简单的系统 没有信号 请帮我修改一下

主题：一个简单的系统没有信号请帮我修改一下