策略信号混乱的问题 - 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

input:initialstop(20,10,60,10);
input:breakvenstop(20,10,60,10);
input:trailingstop(30,10,60,10);
input:money(2,1,10,1);
variable:stopline:=0;

begin

//predayhigh:=callstock(stklabel,vthigh,6,-1);//昨高
//predaylow:=callstock(stklabel,vtlow,6,-1);//昨低
//predayopen:=callstock(stklabel,vtopen,6,0);//昨收
//上轨：昨高；
//下轨：昨低；
//手数：=SS；

dist1:=barslast(day <> ref(day,1))+1;
dist2:=ref(dist1,dist1);
predayhigh:=ref(hhv(high,dist2),dist1);
predaylow:=ref(llv(low,dist2),dist1);
predayopen：= ref(open,dist1-1);

entrytime:=time>=0916000 and time<=144500;
exittime:time>=150000;

initialstopnum:=mindiff*initialstop;
breakvenstopnum:=mindiff*breakvenstop;
trailingstopnum:=mindiff*trailingstop;
marginratio:=18/100;

end

if holding=0 then begin
if predayopen<predayhigh and entrytime and high>=predayhigh+mindiff then
myentryprice:=max(open,predayhigh+mindiff);
mycash:=cash(0);
lots1:=intpart(mycash/(myentryprice*multiplier*marginratio));
lots2:=intpart((mycash*money/100)/(initialstopnum*multiplier));
lots:=min(lots1,lots2);
  buy(1,lots,limitr,myentryprice);
stopline:=0;
end

if holding=0 then begin
  if predayopen>predaylow and entrytime and low<=predaylow - mindiff then
   myentryprice:=max(open,predayhigh-mindiff);
  mycash:=cash(0);
  lots1:=intpart(mycash/(myentryprice*multiplier*marginratio));
   lots2:=intpart((mycash*money/100)/(initialstopnum*multiplier));
   lots:=min(lots1,lots2);
    BUYSHORT(1,lots,limitr,myentryprice);
stopline:=0;
end

if holding>0 then begin
costprice:=enterprice+mindiff;

if exittime then
sell(1,holding,limitr,open);
end
if stopline>0 and low<=stopline then
sell(1,holding,limitr,min(open,stopline));

if stopline=0 then begin
stopline:=enterprice-initialstopnum;

    if stopline<costprice and high- breakvenstopnum>=costprice then
         stopline:=costprice;

    if stopline>=costprice and high-trailingstopnum>=stopline then
        stopline:=high-trailingstopnum;
end

if holding<0 then begin
costprice:=enterprice-mindiff;

if exittime then
sellshort(1,holding,limitr,open);

if stopline>0 and high>=stopline then
sellshort(1,holding,limitr,max(open,stopline));

if stopline=0 then
stopline:=enterprice+initialstopnum;

    if stopline>costprice and low+breakvenstopnum<=costprice then
    stopline:=costprice;

    if stopline<costprice and low+trailingstopnum<=stopline then
        stopline:=low+trailingstopnum;

    end

老师，我这个策略信号乱了，我不知道是哪的原因，帮我看一下，谢谢

input:initialstop(20,10,60,10);
input:breakvenstop(20,10,60,10);
input:trailingstop(30,10,60,10);
input:money(2,1,10,1);
variable:stopline:=0;

dist1:=barslast(day <> ref(day,1))+1;
dist2:=ref(dist1,dist1);
predayhigh:=ref(hhv(high,dist2),dist1);
predaylow:=ref(llv(low,dist2),dist1);
predayopen：= ref(open,dist1-1);

entrytime:=time>=0916000 and time<=144500;
exittime:time>=150000;

此主题相关图片如下：52.png

开仓价格超出下单K的范畴，所以都会显示成白色箭头。

建议调整价格或者在开平仓语句后面加一个IGNORECHECKPRICE：

buy(...),IGNORECHECKPRICE

老师，我加进去了，白色的箭头没有了，但没有任何信号。这个策略是根据视频教程讲的菲阿里四价策略记录的笔记，为什么不执行的，我弄不了。

根据报错是下单参数问题。我输出了下单手数变量，是下单参数计算出来的结果太大。实际资金根本不足以下那么多手数。

主题：策略信号混乱的问题