我的系统是高价穿越开盘价加波动值的系统,但是由于之前的波动值很小,造成了当前k线内先穿越下轨,又穿越上轨,再穿越下轨的问题,这个时候的信号反而没有判断出第三次向下穿越,
并且隔根k线也满足低价穿越下轨的条件,但是信号也没有出现,而是隔了两天才向下穿越下轨的时候才出现做空信号。
以下是我的控制语句,按理不应该出现这种问题啊
请大家帮忙看看
if holding=0 then begin
if A1 then
BUY(A1 ,1,limitr,A3+2*mindiff);
end
if holding=0 then begin
if A2 then
buyshort(A2,1,limitr,A4-2*mindiff);
end
if holding>0 then begin
if A2 then
sell(A2,holding,limitr,A4-2*mindiff);
buyshort(A2,1,limitr,A4-3*mindiff);
end
if holding<0 then begin
if A1 then
sellshort(A1,holding,limitr,A3+2*mindiff);
buy(A1,1,limitr,A3+3*mindiff);
end//