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主题：请教
美女呀，离线，留言给我吧！
pyd
 小大  31楼 | 信息 | 搜索 | 邮箱 | 主页 | UC


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等级：超级版主 帖子：8439 积分：0 威望：0 精华：0 注册：2014/7/14 13:43:36 		  发帖心情 Post By：2014/9/19 17:30:19    Post IP：58.246.57.26[只看该作者]

这是止损的代码，另外平仓是手数尽量不要写0，最好是些holding，0是平掉所有实际持仓，包括手工开的仓

//20个价位止损
if ENTERPRICE-l>=20*mindiff and holding>0 then sell(1,holding,market);
if h-ENTERPRICE>=20*mindiff and holding<0 then sellshort(1,holding,market);

 

把止损代码加上后，你贴图具体指出哪根k上的信号不是你预期的，这样更好修改。

27楼的那种图圈出哪根不是你预期的

[此贴子已经被作者于2014/9/19 17:33:02编辑过]
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帅哥哟，离线，有人找我吗？
gsqh_zyp
 小大  32楼 | 信息 | 搜索 | 邮箱 | 主页 | UC


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等级：论坛游民 帖子：168 积分：148 威望：0 精华：0 注册：2012/6/21 9:54:02 		  发帖心情 Post By：2014/9/19 17:32:54    Post IP：221.4.150.210[只看该作者]

好吧，辛苦了，下星期一在请教您！

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帅哥哟，离线，有人找我吗？
gsqh_zyp
 小大  33楼 | 信息 | 搜索 | 邮箱 | 主页 | UC


加好友 发短信
等级：论坛游民 帖子：168 积分：148 威望：0 精华：0 注册：2012/6/21 9:54:02 		  发帖心情 Post By：2014/9/22 11:23:48    Post IP：221.4.150.210[只看该作者]


图片点击可在新窗口打开查看此主题相关图片如下：3333333.jpg
图片点击可在新窗口打开查看

老师，我先用PM来测试，上图是用PM测试和顾比倒数相比，信号4我希望发生，但是我用下面的代码还是没有发生。

另外：我如果在加个MP，条件跟PM 一样该怎么写。

//----------------------------------------------------------------------
//声明一个全局变量n
VARIABLE:n=0;

//----------------------------------------------------------------------
//定义顾比倒数线
H11:=HIGH;
L11:=LOW;
A:=IFELSE(HIGH>=REF(HIGH,1)&&HIGH>=REF(HIGH,2)&&HIGH>=REF(HIGH,3) &&HIGH>=REF(HIGH,4)&&HIGH>=REF(HIGH,5),LOW,0);
B:=IFELSE(LOW<=REF(LOW,1)&&LOW<=REF(LOW,2)&&LOW<=REF(LOW,3) &&LOW<=REF(LOW,4)&&LOW<=REF(LOW,5),HIGH,888888);
P1:=IFELSE(A>REF(L11,1),REF(L11,1),0);
P2:=IFELSE(A>REF(L11,2)&&A<=REF(L11,1),REF(L,2),0);
P3:=IFELSE(A>REF(L11,3)&&A<=REF(L11,1)&&A<=REF(L11,2),REF(L11,3),0);
P4:=IFELSE(A>REF(L11,4)&&A<=REF(L11,1)&&A<=REF(L11,2)&&A<=REF(L11,3),REF(L11,4),0);
P5:=IFELSE(A>REF(L11,5)&&A<=REF(L11,1)&&A<=REF(L11,2)&&A<=REF(L11,3)&&A<=REF(L11,4),REF(L11,5),0);
P6:=IFELSE(A>REF(L11,6)&&A<=REF(L11,1)&&A<=REF(L11,2)&&A<=REF(L11,3)&&A<=REF(L11,4)&&A<=REF(L11,5),REF(L11,6),0);
P7:=IFELSE(A>REF(L11,7)&&A<=REF(L11,1)&&A<=REF(L11,2)&&A<=REF(L11,3)&&A<=REF(L11,4)&&A<=REF(L11,5)&&A<=REF(L11,6),REF(L11,7),0);
P8:=IFELSE(A>REF(L11,8)&&A<=REF(L11,1)&&A<=REF(L11,2)&&A<=REF(L11,3)&&A<=REF(L11,4)&&A<=REF(L11,5)&&A<=REF(L11,6)&&A<=REF(L11,7),REF(L11,8),0);
P9:=IFELSE(A>REF(L11,9)&&A<=REF(L11,1)&&A<=REF(L11,2)&&A<=REF(L11,3)&&A<=REF(L11,4)&&A<=REF(L11,5)&&A<=REF(L11,6)&&A<=REF(L11,7)&&A<=REF(L11,8),REF(L11,9),0);
P10:=IFELSE(A>REF(L11,10)&&A<=REF(L11,1)&&A<=REF(L11,2)&&A<=REF(L11,3)&&A<=REF(L11,4)&&A<=REF(L11,5)&&A<=REF(L11,6)&&A<=REF(L11,7)&&A<=REF(L11,8)&&A<=REF(L11,9),REF(L11,10),0);
AA:=P1+P2+P3+P4+P5+P6+P7+P8+P9+P10;
PP1:=IFELSE(AA>REF(L11,1),REF(L11,1),0);
PP2:=IFELSE(AA>REF(L11,2)&&AA<=REF(L11,1),REF(L11,2),0);
PP3:=IFELSE(AA>REF(L11,3)&&AA<=REF(L11,1)&&AA<=REF(L11,2),REF(L11,3),0);
PP4:=IFELSE(AA>REF(L11,4)&&AA<=REF(L11,1)&&AA<=REF(L11,2)&&AA<=REF(L11,3),REF(L11,4),0);
PP5:=IFELSE(AA>REF(L11,5)&&AA<=REF(L11,1)&&AA<=REF(L11,2)&&AA<=REF(L11,3)&&AA<=REF(L11,4),REF(L11,5),0);
PP6:=IFELSE(AA>REF(L11,6)&&AA<=REF(L11,1)&&AA<=REF(L11,2)&&AA<=REF(L11,3)&&AA<=REF(L11,4)&&AA<=REF(L11,5),REF(L11,6),0);
PP7:=IFELSE(AA>REF(L11,7)&&AA<=REF(L11,1)&&AA<=REF(L11,2)&&AA<=REF(L11,3)&&AA<=REF(L11,4)&&AA<=REF(L11,5)&&AA<=REF(L11,6),REF(L11,7),0);
PP8:=IFELSE(AA>REF(L11,8)&&AA<=REF(L11,1)&&AA<=REF(L11,2)&&AA<=REF(L11,3)&&AA<=REF(L11,4)&&AA<=REF(L11,5)&&AA<=REF(L11,6)&&AA<=REF(L11,7),REF(L11,8),0);
PP9:=IFELSE(AA>REF(L11,9)&&AA<=REF(L11,1)&&AA<=REF(L11,2)&&AA<=REF(L11,3)&&AA<=REF(L11,4)&&AA<=REF(L11,5)&&AA<=REF(L11,6)&&AA<=REF(L11,7)&&AA<=REF(L11,8),REF(L11,9),0);
PP10:=IFELSE(AA>REF(L11,10)&&AA<=REF(L11,1)&&AA<=REF(L11,2)&&AA<=REF(L11,3)&&AA<=REF(L11,4)&&AA<=REF(L11,5)&&AA<=REF(L11,6)&&AA<=REF(L11,7)&&AA<=REF(L11,8)&&AA<=REF(L11,9),REF(L11,10),0);
AAA:=PP1+PP2+PP3+PP4+PP5+PP6+PP7+PP8+PP9+PP10;
C11:=VALUEWHEN(AAA>0,AAA);
T1:=IFELSE(B<REF(H11,1),REF(H11,1),0);
T2:=IFELSE(B<REF(H11,2)&&B>=REF(H11,1),REF(H11,2),0);
T3:=IFELSE(B<REF(H11,3)&&B>=REF(H11,1)&&B>=REF(H11,2),REF(H11,3),0);
T4:=IFELSE(B<REF(H11,4)&&B>=REF(H11,1)&&B>=REF(H11,2)&&B>=REF(H11,3),REF(H11,4),0);
T5:=IFELSE(B<REF(H11,5)&&B>=REF(H11,1)&&B>=REF(H11,2)&&B>=REF(H11,3)&&B>=REF(H11,4),REF(H11,5),0);
T6:=IFELSE(B<REF(H11,6)&&B>=REF(H11,1)&&B>=REF(H11,2)&&B>=REF(H11,3)&&B>=REF(H11,4)&&B>=REF(H11,5),REF(H11,6),0);
T7:=IFELSE(B<REF(H11,7)&&B>=REF(H11,1)&&B>=REF(H11,2)&&B>=REF(H11,3)&&B>=REF(H11,4)&&B>=REF(H11,5)&&B>=REF(H11,6),REF(H11,7),0);
T8:=IFELSE(B<REF(H11,8)&&B>=REF(H11,1)&&B>=REF(H11,2)&&B>=REF(H11,3)&&B>=REF(H11,4)&&B>=REF(H11,5)&&B>=REF(H11,6)&&B>=REF(H11,7),REF(H11,8),0);
T9:=IFELSE(B<REF(H11,9)&&B>=REF(H11,1)&&B>=REF(H11,2)&&B>=REF(H11,3)&&B>=REF(H11,4)&&B>=REF(H11,5)&&B>=REF(H11,6)&&B>=REF(H11,7)&&B>=REF(H11,8),REF(H11,9),0);
T10:=IFELSE(B<REF(H11,10)&&B>=REF(H11,1)&&B>=REF(H11,2)&&B>=REF(H11,3)&&B>=REF(H11,4)&&B>=REF(H11,5)&&B>=REF(H11,6)&&B>=REF(H11,7)&&B>=REF(H11,8)&&B>=REF(H11,9),REF(H11,10),0);
BB:=IFELSE((T1+T2+T3+T4+T5+T6+T7+T8+T9+T10)=0,888888,T1+T2+T3+T4+T5+T6+T7+T8+T9+T10);
TT1:=IFELSE(BB<REF(H11,1),REF(H11,1),0);
TT2:=IFELSE(BB<REF(H11,2)&&BB>=REF(H11,1),REF(H11,2),0);
TT3:=IFELSE(BB<REF(H11,3)&&BB>=REF(H11,1)&&BB>=REF(H11,2),REF(H11,3),0);
TT4:=IFELSE(BB<REF(H11,4)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3),REF(H11,4),0);
TT5:=IFELSE(BB<REF(H11,5)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3)&&BB>=REF(H11,4),REF(H11,5),0);
TT6:=IFELSE(BB<REF(H11,6)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3)&&BB>=REF(H11,4)&&BB>=REF(H11,5),REF(H11,6),0);
TT7:=IFELSE(BB<REF(H11,7)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3)&&BB>=REF(H11,4)&&BB>=REF(H11,5)&&BB>=REF(H11,6),REF(H11,7),0);
TT8:=IFELSE(BB<REF(H11,8)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3)&&BB>=REF(H11,4)&&BB>=REF(H11,5)&&BB>=REF(H11,6)&&BB>=REF(H11,7),REF(H11,8),0);
TT9:=IFELSE(BB<REF(H11,9)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3)&&BB>=REF(H11,4)&&BB>=REF(H11,5)&&BB>=REF(H11,6)&&BB>=REF(H11,7)&&BB>=REF(H11,8),REF(H11,9),0);
TT10:=IFELSE(BB<REF(H11,10)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3)&&BB>=REF(H11,4)&&BB>=REF(H11,5)&&BB>=REF(H11,6)&&BB>=REF(H11,7)&&BB>=REF(H11,8)&&BB>=REF(H11,9),REF(H11,10),0);
BBB:=TT1+TT2+TT3+TT4+TT5+TT6+TT7+TT8+TT9+TT10;
D:=VALUEWHEN(BBB>0,BBB);
UD:=IFELSE(CLOSE>D&&REF(CLOSE,1)<=D,1,IFELSE(CLOSE<C11&&REF(CLOSE,1)>=C11,-3,0));
K:=VALUEWHEN(UD<>0,UD);
G:=IFELSE(K=1,C11,D),COLORRED;
G1:=VALUEWHEN(ISLASTBAR,G);
TMP:=-K;
//----------------------------------------------------------------------

//----------------------------------------------------------------------
//定义波动率
TR1 := SUM(MAX(MAX(HIGH - LOW, ABS(HIGH-REF(CLOSE,1))), ABS(LOW - REF(CLOSE, 1))), P); 
HD := HIGH - REF(HIGH, 1);
LD := REF(LOW, 1) - LOW; 
DMP := SUM(IF(HD>0 AND HD>LD,HD,0),P);
DMM := SUM(IF(LD>0 AND LD>HD,LD,0),P);
PDI := MA(DMP*100/TR1,18);
MDI := MA(DMM*100/TR1,18); 
PM := PDI-MDI;
MP := MDI-PDI;
//----------------------------------------------------------------------

//----------------------------------------------------------------------
//交易系统
A:=CROSS(PM,-20);
X1:=PM<-20;
X2:=PM>-20 AND BARSLAST(A)<=20;

//平空开多
IF TMP<=0 AND X1 THEN BEGIN  
 sellshort(holding<0,holding,market);
 BUY(HOLDING=0,1,MARKET); 
END

//平多开空
IF TMP>0 AND X1 THEN BEGIN 
 sell(holding>0,holding,market);    
 buyshort(holding=0,1,market);  
END

//PM>-20且在cross（pm,-20）后20个周期内只开一次
if A THEN n:=0;
IF TMP<=0 AND X2 and n=0 THEN BEGIN
 sellshort(holding<0,holding,marketr);
 buy(holding=0,1,marketr);
 n:=1;
end

if TMP>0 and x2 and n=0 then BEGIN
 sell(holding>0,holding,marketr);
 buyshort(holding=0,1,marketr);
 n:=1;
end

//止损
if ENTERPRICE-l>=20*mindiff and holding>0 then begin
 多头止损:sell(1,holding,market);
end
if h-ENTERPRICE>=20*mindiff and holding<0 then begin
 空头止损:sellshort(1,holding,market);
end


 
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美女呀，离线，留言给我吧！
pyd
 小大  34楼 | 信息 | 搜索 | 邮箱 | 主页 | UC


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等级：超级版主 帖子：8439 积分：0 威望：0 精华：0 注册：2014/7/14 13:43:36 		  发帖心情 Post By：2014/9/22 11:32:47    Post IP：58.246.57.26[只看该作者]

把你图上的上下2个图的代码分别发下，我直接复制你楼上的代码，和你的图一个也对不上

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帅哥哟，离线，有人找我吗？
gsqh_zyp
 小大  35楼 | 信息 | 搜索 | 邮箱 | 主页 | UC


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等级：论坛游民 帖子：168 积分：148 威望：0 精华：0 注册：2012/6/21 9:54:02 		  发帖心情 Post By：2014/9/22 11:36:45    Post IP：221.4.150.210[只看该作者]

//定义参数
H11:=HIGH;
L11:=LOW;
A:=IFELSE(HIGH>=REF(HIGH,1)&&HIGH>=REF(HIGH,2)&&HIGH>=REF(HIGH,3) &&HIGH>=REF(HIGH,4)&&HIGH>=REF(HIGH,5),LOW,0);
B:=IFELSE(LOW<=REF(LOW,1)&&LOW<=REF(LOW,2)&&LOW<=REF(LOW,3) &&LOW<=REF(LOW,4)&&LOW<=REF(LOW,5),HIGH,888888);
P1:=IFELSE(A>REF(L11,1),REF(L11,1),0);
P2:=IFELSE(A>REF(L11,2)&&A<=REF(L11,1),REF(L,2),0);
P3:=IFELSE(A>REF(L11,3)&&A<=REF(L11,1)&&A<=REF(L11,2),REF(L11,3),0);
P4:=IFELSE(A>REF(L11,4)&&A<=REF(L11,1)&&A<=REF(L11,2)&&A<=REF(L11,3),REF(L11,4),0);
P5:=IFELSE(A>REF(L11,5)&&A<=REF(L11,1)&&A<=REF(L11,2)&&A<=REF(L11,3)&&A<=REF(L11,4),REF(L11,5),0);
P6:=IFELSE(A>REF(L11,6)&&A<=REF(L11,1)&&A<=REF(L11,2)&&A<=REF(L11,3)&&A<=REF(L11,4)&&A<=REF(L11,5),REF(L11,6),0);
P7:=IFELSE(A>REF(L11,7)&&A<=REF(L11,1)&&A<=REF(L11,2)&&A<=REF(L11,3)&&A<=REF(L11,4)&&A<=REF(L11,5)&&A<=REF(L11,6),REF(L11,7),0);
P8:=IFELSE(A>REF(L11,8)&&A<=REF(L11,1)&&A<=REF(L11,2)&&A<=REF(L11,3)&&A<=REF(L11,4)&&A<=REF(L11,5)&&A<=REF(L11,6)&&A<=REF(L11,7),REF(L11,8),0);
P9:=IFELSE(A>REF(L11,9)&&A<=REF(L11,1)&&A<=REF(L11,2)&&A<=REF(L11,3)&&A<=REF(L11,4)&&A<=REF(L11,5)&&A<=REF(L11,6)&&A<=REF(L11,7)&&A<=REF(L11,8),REF(L11,9),0);
P10:=IFELSE(A>REF(L11,10)&&A<=REF(L11,1)&&A<=REF(L11,2)&&A<=REF(L11,3)&&A<=REF(L11,4)&&A<=REF(L11,5)&&A<=REF(L11,6)&&A<=REF(L11,7)&&A<=REF(L11,8)&&A<=REF(L11,9),REF(L11,10),0);
AA:=P1+P2+P3+P4+P5+P6+P7+P8+P9+P10;
PP1:=IFELSE(AA>REF(L11,1),REF(L11,1),0);
PP2:=IFELSE(AA>REF(L11,2)&&AA<=REF(L11,1),REF(L11,2),0);
PP3:=IFELSE(AA>REF(L11,3)&&AA<=REF(L11,1)&&AA<=REF(L11,2),REF(L11,3),0);
PP4:=IFELSE(AA>REF(L11,4)&&AA<=REF(L11,1)&&AA<=REF(L11,2)&&AA<=REF(L11,3),REF(L11,4),0);
PP5:=IFELSE(AA>REF(L11,5)&&AA<=REF(L11,1)&&AA<=REF(L11,2)&&AA<=REF(L11,3)&&AA<=REF(L11,4),REF(L11,5),0);
PP6:=IFELSE(AA>REF(L11,6)&&AA<=REF(L11,1)&&AA<=REF(L11,2)&&AA<=REF(L11,3)&&AA<=REF(L11,4)&&AA<=REF(L11,5),REF(L11,6),0);
PP7:=IFELSE(AA>REF(L11,7)&&AA<=REF(L11,1)&&AA<=REF(L11,2)&&AA<=REF(L11,3)&&AA<=REF(L11,4)&&AA<=REF(L11,5)&&AA<=REF(L11,6),REF(L11,7),0);
PP8:=IFELSE(AA>REF(L11,8)&&AA<=REF(L11,1)&&AA<=REF(L11,2)&&AA<=REF(L11,3)&&AA<=REF(L11,4)&&AA<=REF(L11,5)&&AA<=REF(L11,6)&&AA<=REF(L11,7),REF(L11,8),0);
PP9:=IFELSE(AA>REF(L11,9)&&AA<=REF(L11,1)&&AA<=REF(L11,2)&&AA<=REF(L11,3)&&AA<=REF(L11,4)&&AA<=REF(L11,5)&&AA<=REF(L11,6)&&AA<=REF(L11,7)&&AA<=REF(L11,8),REF(L11,9),0);
PP10:=IFELSE(AA>REF(L11,10)&&AA<=REF(L11,1)&&AA<=REF(L11,2)&&AA<=REF(L11,3)&&AA<=REF(L11,4)&&AA<=REF(L11,5)&&AA<=REF(L11,6)&&AA<=REF(L11,7)&&AA<=REF(L11,8)&&AA<=REF(L11,9),REF(L11,10),0);
AAA:=PP1+PP2+PP3+PP4+PP5+PP6+PP7+PP8+PP9+PP10;
C11:=VALUEWHEN(AAA>0,AAA);
T1:=IFELSE(B<REF(H11,1),REF(H11,1),0);
T2:=IFELSE(B<REF(H11,2)&&B>=REF(H11,1),REF(H11,2),0);
T3:=IFELSE(B<REF(H11,3)&&B>=REF(H11,1)&&B>=REF(H11,2),REF(H11,3),0);
T4:=IFELSE(B<REF(H11,4)&&B>=REF(H11,1)&&B>=REF(H11,2)&&B>=REF(H11,3),REF(H11,4),0);
T5:=IFELSE(B<REF(H11,5)&&B>=REF(H11,1)&&B>=REF(H11,2)&&B>=REF(H11,3)&&B>=REF(H11,4),REF(H11,5),0);
T6:=IFELSE(B<REF(H11,6)&&B>=REF(H11,1)&&B>=REF(H11,2)&&B>=REF(H11,3)&&B>=REF(H11,4)&&B>=REF(H11,5),REF(H11,6),0);
T7:=IFELSE(B<REF(H11,7)&&B>=REF(H11,1)&&B>=REF(H11,2)&&B>=REF(H11,3)&&B>=REF(H11,4)&&B>=REF(H11,5)&&B>=REF(H11,6),REF(H11,7),0);
T8:=IFELSE(B<REF(H11,8)&&B>=REF(H11,1)&&B>=REF(H11,2)&&B>=REF(H11,3)&&B>=REF(H11,4)&&B>=REF(H11,5)&&B>=REF(H11,6)&&B>=REF(H11,7),REF(H11,8),0);
T9:=IFELSE(B<REF(H11,9)&&B>=REF(H11,1)&&B>=REF(H11,2)&&B>=REF(H11,3)&&B>=REF(H11,4)&&B>=REF(H11,5)&&B>=REF(H11,6)&&B>=REF(H11,7)&&B>=REF(H11,8),REF(H11,9),0);
T10:=IFELSE(B<REF(H11,10)&&B>=REF(H11,1)&&B>=REF(H11,2)&&B>=REF(H11,3)&&B>=REF(H11,4)&&B>=REF(H11,5)&&B>=REF(H11,6)&&B>=REF(H11,7)&&B>=REF(H11,8)&&B>=REF(H11,9),REF(H11,10),0);
BB:=IFELSE((T1+T2+T3+T4+T5+T6+T7+T8+T9+T10)=0,888888,T1+T2+T3+T4+T5+T6+T7+T8+T9+T10);
TT1:=IFELSE(BB<REF(H11,1),REF(H11,1),0);
TT2:=IFELSE(BB<REF(H11,2)&&BB>=REF(H11,1),REF(H11,2),0);
TT3:=IFELSE(BB<REF(H11,3)&&BB>=REF(H11,1)&&BB>=REF(H11,2),REF(H11,3),0);
TT4:=IFELSE(BB<REF(H11,4)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3),REF(H11,4),0);
TT5:=IFELSE(BB<REF(H11,5)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3)&&BB>=REF(H11,4),REF(H11,5),0);
TT6:=IFELSE(BB<REF(H11,6)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3)&&BB>=REF(H11,4)&&BB>=REF(H11,5),REF(H11,6),0);
TT7:=IFELSE(BB<REF(H11,7)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3)&&BB>=REF(H11,4)&&BB>=REF(H11,5)&&BB>=REF(H11,6),REF(H11,7),0);
TT8:=IFELSE(BB<REF(H11,8)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3)&&BB>=REF(H11,4)&&BB>=REF(H11,5)&&BB>=REF(H11,6)&&BB>=REF(H11,7),REF(H11,8),0);
TT9:=IFELSE(BB<REF(H11,9)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3)&&BB>=REF(H11,4)&&BB>=REF(H11,5)&&BB>=REF(H11,6)&&BB>=REF(H11,7)&&BB>=REF(H11,8),REF(H11,9),0);
TT10:=IFELSE(BB<REF(H11,10)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3)&&BB>=REF(H11,4)&&BB>=REF(H11,5)&&BB>=REF(H11,6)&&BB>=REF(H11,7)&&BB>=REF(H11,8)&&BB>=REF(H11,9),REF(H11,10),0);
BBB:=TT1+TT2+TT3+TT4+TT5+TT6+TT7+TT8+TT9+TT10;
D:=VALUEWHEN(BBB>0,BBB);
UD:=IFELSE(CLOSE>D&&REF(CLOSE,1)<=D,1,IFELSE(CLOSE<C11&&REF(CLOSE,1)>=C11,-3,0));
K:=VALUEWHEN(UD<>0,UD);
G:=IFELSE(K=1,C11,D),COLORRED;
G1:=VALUEWHEN(ISLASTBAR,G);
TMP:=-K;
//TMP>0,SPK;
//TMP<=0,BPK;
IF HOLDING=0 THEN BEGIN   //若持仓为0
 IF TMP<=0 THEN           //且TMP<=0
  BUY(1,1,LIMITR,CLOSE);  //开多单
END
IF HOLDING=0 THEN BEGIN   //若持仓为0
 IF TMP>0 THEN            //且TMP>0
  BUYSHORT(1,1,LIMITR,CLOSE);  //开空单
END
IF HOLDING>0 THEN BEGIN   //若持有多单
 IF TMP>0 THEN BEGIN      //且TMP>0
  SELL(1,HOLDING,LIMITR,CLOSE);   //平多单
  BUYSHORT(1,1,LIMITR,CLOSE);    //开空单
 END
END
IF HOLDING<0 THEN BEGIN    //若持有空单
 IF TMP<=0 THEN BEGIN      //且TMP<=0
  SELLSHORT(1,HOLDING,LIMITR,CLOSE);  //平空单
  BUY(1,1,LIMITR,CLOSE);    //开多单
 END
END
 这个是上图的，33楼的代码是下图的。我是全部粘贴的

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pyd
 小大  36楼 | 信息 | 搜索 | 邮箱 | 主页 | UC


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等级：超级版主 帖子：8439 积分：0 威望：0 精华：0 注册：2014/7/14 13:43:36 		  发帖心情 Post By：2014/9/22 14:05:36    Post IP：58.246.57.26[只看该作者]

是n赋值的条件不太对，这次应该可以了

A:=CROSS(PM,-20);
X1:=PM<-20;
X2:=PM>-20 AND BARSLAST(A)<=20;

IF TMP<=0 AND X1 THEN BEGIN  
 sellshort(holding<0,holding,market);
 BUY(HOLDING=0,1,MARKET); 
END

IF TMP>0 AND X1 THEN BEGIN 
 sell(holding>0,holding,market);    
 buyshort(holding=0,1,market);  
END
//PM>-20且在cross（pm,-20）后20个周期内只开一次
if A THEN n:=0;

条件:TMP<=0 AND X2 and n=0 and holding<0;
IF TMP<=0 AND X2 and n=0 THEN BEGIN
 sellshort(holding<0,holding,marketr);
 buy(holding=0,1,marketr);
end
IF TMP<=0 AND X2 and n=0 and holding<0 THEN n:=1;

if TMP>0 and x2 and n=0 then BEGIN
 sell(holding>0,holding,marketr);
 buyshort(holding=0,1,marketr);
end

IF TMP>0 AND X2 and n=0 and holding>0 THEN n:=1;


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gsqh_zyp
 小大  37楼 | 信息 | 搜索 | 邮箱 | 主页 | UC


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等级：论坛游民 帖子：168 积分：148 威望：0 精华：0 注册：2012/6/21 9:54:02 		  发帖心情 Post By：2014/9/22 14:42:52    Post IP：221.4.150.210[只看该作者]

老师，可以了，想问下在那后面加“IF TMP<=0 AND X2 and n=0 and holding<0 THEN n:=1;”怎么理解呢？跟之前那写法含义有什么不同吗？

能解释下吗？
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pyd
 小大  38楼 | 信息 | 搜索 | 邮箱 | 主页 | UC


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等级：超级版主 帖子：8439 积分：0 威望：0 精华：0 注册：2014/7/14 13:43:36 		  发帖心情 Post By：2014/9/22 14:57:56    Post IP：58.246.57.26[只看该作者]

就是n=1赋值的条件稍微不同

之前：这种是TMP<=0 AND X2 and n=0 条件满足n就会赋值为1，即使没有执行开平仓也给n会赋值

IF TMP<=0 AND X2 and n=0 THEN BEGIN

 sellshort(holding<0,holding,marketr);
 buy(holding=0,1,marketr);

n:=1;

end

 

之后： 这个多了holding<0的限制，只有平空开多执行后才把n赋值为1。
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