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主题:求解 为什么历史测试成交里面没有开空单

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求解 为什么历史测试成交里面没有开空单  发帖心情 Post By:2012/5/3 14:49:36    Post IP:14.145.137.134[显示全部帖子]

MA1:=MA(OPEN,20);                                                                                                                                                                                                                                                     
IF HOLDING = 0 AND MA1 > REF(MA1,1) AND REF(MA1,1) > REF(MA1,2) AND REF(MA1,2) > REF(MA1,3) THEN                                                                                                                                                                           
    BS_DIR := 1;                                                                                                                                                                                                                                                         
IF HOLDING = 0 AND MA1 < REF(MA1,1) AND REF(MA1,1) < REF(MA1,2) AND REF(MA1,2) < REF(MA1,3) THEN                                                                                                                                                                           
    BS_DIR := -1;                                                                                                                                                                                                                                                        
PBS_DIR := 0;                                                                                                                                                                                                                                                         
IF HOLDING > 0 AND CLOSE < ENTERPRICE-10 THEN                                                                                                                                                                                                                          
 PBS_DIR := 1;                                                                                                                                                                                                                                                        
IF HOLDING < 0 AND CLOSE> ENTERPRICE+10 THEN                                                                                                                                                                                                                           
 PBS_DIR := -1;                     


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  发帖心情 Post By:2012/5/3 14:50:54    Post IP:14.145.137.139[显示全部帖子]

IF TIME() > 090000 AND  TIME() < 144500 THEN BEGIN                                                                                                                                                                                                                     
    IF PBS_DIR = 1 THEN BEGIN                                                                                                                                                                                                                                          
        SELL(HOLDING > 0, HOLDING, MARKET);                                                                                                                                                                                                                            
        PBS_DIR := 0;                                                                                                                                                                                                                                                  
    END;                                                                                                                                                                                                                                                               
    IF PBS_DIR = -1 THEN BEGIN                                                                                                                                                                                                                                         
        SELLSHORT(HOLDING < 0, HOLDING, MARKET);                                                                                                                                                                                                                       
        PBS_DIR := 0;                                                                                                                                                                                                                                                  
    END;                                                                                                                                                                                                                                                                
      

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  发帖心情 Post By:2012/5/3 14:51:19    Post IP:14.145.137.139[显示全部帖子]

    IF BS_DIR = 1 THEN BEGIN                                                                                                                                                                                                                                           
        BUY(HOLDING = 0, 1, MARKET);                                                                                                                                                                                                                                   
        BS_DIR := 0;                                                                                                                                                                                                                                                   
    END;                                                                                                                                                                                                                                                               
    IF BS_DIR = -1 THEN BEGIN                                                                                                                                                                                                                                          
        BUYSHORT(HOLDING = 0, -1, MARKET);                                                                                                                                                                                                                             
        BS_DIR := 0;                                                                                                                                                                                                                                                   
    END;                                                                                                                                                                                                                                                               
 END;                                                                                                                                                                                                                                                                  

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  发帖心情 Post By:2012/5/3 14:51:32    Post IP:14.145.137.139[显示全部帖子]

IF TIME() >= 140000 THEN BEGIN                                                                                                                                                                                                                                         
    SELL(HOLDING > 0, HOLDING, MARKET);                                                                                                                                                                                                                                
    SELLSHORT(HOLDING < 0, HOLDING, MARKET);                                                                                                                                                                                                                           
END;                                 

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  发帖心情 Post By:2012/5/3 14:52:46    Post IP:113.65.204.105[显示全部帖子]

是不是写法有问题!请人工人员指点一下

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  发帖心情 Post By:2012/5/3 14:56:10    Post IP:14.145.137.134[显示全部帖子]

是不是写法有问题!请工做人员指点一下

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  发帖心情 Post By:2012/5/3 15:09:35    Post IP:14.145.137.170[显示全部帖子]

麻烦帮忙修改一下

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  发帖心情 Post By:2012/5/3 15:18:51    Post IP:14.145.137.171[显示全部帖子]

不会出现这问题吧!我的意思有持仓就不开仓了!

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  发帖心情 Post By:2012/5/3 15:21:53    Post IP:14.145.137.232[显示全部帖子]

多谢提醒!我现在是想解决历史数据测试没有成交空单的问题!我想了两天了,麻烦帮一下忙!多谢

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  发帖心情 Post By:2012/5/3 15:29:35    Post IP:14.145.137.232[显示全部帖子]

好像还是没有开空单

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