老师,
老师,我的模拟策略是这样的
if jc then begin
sellshort(holding<0,3,limitr,c+MINDIFF);
buy(holding=0,3,limitr,c+MINDIFF);
end
if sc then begin
sell(holding>0,3,limitr,c-MINDIFF);
buyshort(holding=0,3,limitr,c-MINDIFF);
end
因为期货波动特别大,一旦发生金叉或者死叉,我的要求是必须平掉持仓,然后开相反的单子,哪怕多亏几个点都没有关系,是直接用市价
if jc then begin
sellshort(holding<0,3,limitr,c+MINDIFF);
buy(holding=0,3,limitr,c+MINDIFF);
end
if sc then begin
sell(holding>0,3,limitr,c-MINDIFF);
buyshort(holding=0,3,limitr,c-MINDIFF);
end
因为期货波动特别大,一旦发生金叉或者死叉,我的要求是必须平掉持仓,然后开相反的单子,哪怕多亏几个点都没有关系,是直接用市价
此主题相关图片如下:qq截图20170602143108.jpg
2楼
gxx978 发表于:2017/6/5 9:29:20
此贴已回复,如下链接。麻烦提供一下交易日志和软件中滑点统计方式设置。在交易--下单设置--程序化交易,滑点统计使用的最新价-成交价,还是委托价-成交价?
http://www.weistock.com/bbs/dispbbs.asp?boardid=2&Id=154651&page=2
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