RSV:=(CLOSE-LLV(LOW,N))/(HHV(HIGH,N)-LLV(LOW,N))*100;
K:=SMA(RSV,P1,1);
D:=SMA(K,P2,1);
BBI:(MA(CLOSE,3)+MA(CLOSE,6)+MA(CLOSE,12)+MA(CLOSE,24))/4;
UPR:BBI+A*STD(BBI,M); DWN:BBI-A*STD(BBI,M);
{交易系统之平多操作} SELL(CROSS(d,k))OR CROSS( BBI,CLOSE),ORDERQUEUE,TFILTER;
{/交易系统之平空操作} SELLSHORT (CROSS(k,d))OR CROSS( BBI,CLOSE),ORDERQUEUE,TFILTER;
{交易系统之开多操作} BUY(CROSS(k,d) AND (DYNAINFO(7)>BBI)OR CROSS(CLOSE,BBI)),ORDERQUEUE,TFILTER;
{交易系统之开空操作} BUYSHORT (CROSS(d,k) AND(BBI>DYNAINFO(7))OR CROSS( BBI,CLOSE)),ORDERQUEUE,TFILTER;
问题:开仓的手数远远大于资金量,导致被系统拒绝,并且手数每次都有变化。
[此贴子已经被作者于2010-8-16 14:06:06编辑过]