[求助]请老师帮忙写一下加减仓公式，万分感谢！ - 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

（1）开仓加仓：

A>0时A值每增加1（如从〉=1变成〉=2时）

如B往上D往上则开多4手

如B往下D往上或B往上D往下则开多2手

如B往下D往下则开多1手

直至A>=10时最后一次加仓

A<0时A值每减小1（如从<=-4变成<=-5时）

如B往下D往下则开空4手

如B往上D往下或B往下D往上则开空2手

如B往上D往上则开空1手

直至A<=-10时最后一次加仓

（2）减仓平仓：

A>1时A值每减小1平仓现有多单持仓的1/(变化之前A值) 【用%表示？】（手数四舍五入）直至A<=0全平剩余多单

A<-1时A值每增加1平仓现有空单持仓的1/(变化之前A值) 【用%表示？】（手数四舍五入）直至A>=0时全平剩余空单

举例：

（持多单时）如从A>=7变成A<=6则减多1/7现有持仓，

（持空单时）如从A<=-9变成A>=-7则减空（2/9）现有持仓，

（持多单时）如从A>=2变成A<=1则减多1/2现有持仓，

（持多单时）如从A>=1变成A<=0则全平现有剩余多单持仓

A值会有突然大跳:如下一根K线始A值直接变化2或更多(从2直接跳空成-2等)

老师我用你给编的代码编译后发现有很多信号不对和加减仓量不对

自己尝试修改了下发现还是不对，请老师帮忙再给看看有哪里和上面的要求不相符的吗？

if a>=1 and ref(a<=0,1) and a<11 and b>0 and D>0 then buY(1,4*M*intpart(a),marketr);

if a>=1 and ref(a<=0,1) and a<11 and ((b>0 and D<0) or (D>0 and b<0)) then buY(1,2*M*intpart(a),marketr);

if a>=1 and ref(a<=0,1) and a<11 and b<0 and D<0 then buY(1,1*M*intpart(a),marketr);

E:=intpart(a)-intpart(ref(a,1));

if a>=1 and ref(a>0,1) and a<11 and intpart(a)-intpart(ref(a,1))>=1 and b>0 and D>0 then buY(1,4*M*E,marketr);

if a>=1 and ref(a>0,1) and a<11 and intpart(a)-intpart(ref(a,1))>=1 and ((b>0 and D<0) or (D>0 and b<0)) then buY(1,2*M*E,marketr);

if a>=1 and ref(a>0,1) and a<11 and intpart(a)-intpart(ref(a,1))>=1 and b<0 and D<0 then buY(1,1*M*E,marketr);

if a<=-1 and ref(a>=0,1) and a>-11 and b<0 and D<0 then buyshort(1,4*M*intpart(a),marketr);

if a<=-1 and ref(a>=0,1) and a>-11 and ((b>0 and D<0) or (D>0 and b<0)) then buyshort(1,2*M*intpart(a),marketr);

if a<=-1 and ref(a>=0,1) and a>-11 and b>0 and D>0 then buyshort(1,1*M*intpart(a),marketr);

F:=intpart(ref(a,1))-intpart(a);

if a<=-1 and ref(a<0,1) and a>-11 and intpart(ref(a,1))-intpart(a)>=1 and b<0 and D<0 then buyshort(1,4*M*F,marketr);

if a<=-1 and ref(a<0,1) and a>-11 and intpart(ref(a,1))-intpart(a)>=1 and ((b>0 and D<0) or (D>0 and b<0)) then buyshort(1,2*M*F,marketr);

if a<=-1 and ref(a<0,1) and a>-11 and intpart(ref(a,1))-intpart(a)>=1 and b>0 and D>0 then buyshort(1,1*M*F,marketr);

a1:=ref(a,1);

if a>0 and ref(a,1)-a>=1 and a<=9 then sell(1,round(f/intpart(a1)*holding),marketr);

if a<=0 and ref(a,1)>=1 then sell(1,0,marketr);

a1:=ref(a,1);

if a<0 and a-ref(a,1)>=1 and a>=-9 then sellshort(1,round(e/intpart(a1)*holding),marketr);

if a>=0 and ref(a,1)<=-1 then sellshort(1,0,marketr);

[此贴子已经被作者于2016-5-16 11:19:22编辑过]

主题：[求助]请老师帮忙写一下加减仓公式，万分感谢！