如何合并多个模型的开仓信号？ - 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

rr1:=stkindiex('if00','qq20.持仓',0,21,2,0);

rr2:=stkindi('if00','qq7.持仓',0,1);

//rr3:=stkindi('if00','qq12.持仓',0,22,110);

//rr4:=stkindi('if00','qq12.持仓',0,22,125);

//rr5:=stkindi('if00','qq12.持仓',0,22,130);

//rr6:=stkindi('if00','qq12.持仓',0,22,95);

//rr7:=stkindi('if00','qq12.持仓',0,22,90);

//r11:=stkindi('if00','qq31.持仓',0,11);

r12:=rr1+rr2;

//********************************

hd:=if(islastbar,3,2.0);

hd1:=if(islastbar,3,0.1);

//********************************

if holding=0 and r12>0 then buy(1,r12,limitr,c+hd1);

if holding=0 and r12<0 then buyshort(1,abs(r12),limitr,c-hd1);

if holding>0 and r12>0 and holding>r12 then sell(1,holding-r12,limitr,c-hd1);

if holding>0 and r12>0 and holding<r12 then buy(1,r12-holding,limitr,c+hd1);

if holding>0 and r12<0 then

begin

sell(1,holding,limitr,c-hd1);

buyshort(1,abs(r12),limitr,c-hd1);

end

if holding<0 and r12<0 and holding>r12 then buyshort(1,holding-r12,limitr,c-hd1);

if holding<0 and r12<0 and holding<r12 then sellshort(1,r12-holding,limitr,c+hd1);

if holding<0 and r12>0 then

begin

sellshort(1,holding,limitr,c+hd1);

buy(1,r12,limitr,c+hd1);

end

[此贴子已经被作者于2014/4/8 21:22:51编辑过]

主题：如何合并多个模型的开仓信号？