1、VIP论坛没有“添加附件”“上传附件”的按钮?
用到是11版本的IE。
2、IB数据管理器的报错,对交易是否有影响?
还没有订阅IB的数据服务,目前是用金字塔的外盘数据,做IB的模拟帐户。
3、共2个策略,每个策略监控8个品种,监控了1天,1个预警都没有。
我是因为图表交易功能不能满足要求才上的后台,开平仓的逻辑和图表是一样的。
但同样的品种和数据,今天在图表上有开仓信号,后台没有。
期间手工试了下,开平仓都没有问题。是不是我的后台设置有问题?
后台语句:
//平多
IF 平多信号 OR 开空信号1 THEN TSELL(THOLDING2>0,0,MKT);
//平空
IF 平空信号 OR 开多信号1 THEN TSELLSHORT(THOLDING2<0,0,MKT);
//开多
IF 开多信号1 OR 开多信号2 THEN TBUY(THOLDING2=0,1,MKT);
//开空
IF 开空信号1 OR 开空信号2 THEN TBUYSHORT(THOLDING2=0,1,MKT);
4、TWS的自动退出,应该怎么处理?能完全做到无人值守吗?
1,您这个只能换个浏览器试试了哦,php这种问题我们也不好处理
2,这个没有关系,因为使用的是模拟子账户
3,看下是不是K线360根限制的问题,你可以加个DEBUGFILE输出语句!看下THOLDING2与开平仓条件的值
4,tws这个目前无法完全做到无人值守,建议用户自行维护下
k线限制增加到了500根,也用了DEBUGFILE,发现是开平条件的参数有问题。
技术指标(逐K线模式,缺省日线周期):
LC := REF(CLOSE,1);
RSI1:SMA(MAX(CLOSE-LC,0),N1,1)/SMA(ABS(CLOSE-LC),N1,1)*100;
RSI2:SMA(MAX(CLOSE-LC,0),N2,1)/SMA(ABS(CLOSE-LC),N2,1)*100;
RSI1REF1:REF(RSI1,1);
RSI1REF2:REF(RSI1,2);
//平多
IF RSI1<RSI1REF1 AND RSI1>RSI2 THEN SIGNAL:=-2;
//平空
IF RSI1>RSI1REF1 AND RSI1<RSI2 THEN SIGNAL:=2;
//开多
IF CROSS(RSI1,RSI2) OR (RSI1>RSI1REF1 AND RSI1>RSI2) THEN SIGNAL:=1;
//开空
IF CROSS(RSI2,RSI1) OR (RSI1<RSI1REF1 AND RSI1<RSI2) THEN SIGNAL:=-1;
后台交易(走完K线,5分钟周期,提前4秒下单):
//调用
MINSIGNAL:=STKINDI('','R.SIGNAL',0,2);
DAYSIGNAL:=STKINDI('','R.SIGNAL',0,6);
WEEKSIGNAL:=STKINDI('','R.SIGNAL',0,7);
LASTWEEKSIGNAL:=STKINDI('','R.SIGNAL',0,7,-1);
//输出
DEBUGFILE('C:\测试.TXT',STKLABEL&' MINSIGNAL=%.0f',MINSIGNAL);
DEBUGFILE('C:\测试.TXT',STKLABEL&' DAYSIGNAL=%.0f',DAYSIGNAL);
DEBUGFILE('C:\测试.TXT',STKLABEL&' WEEKSIGNAL=%.0f',WEEKSIGNAL);
DEBUGFILE('C:\测试.TXT',STKLABEL&' LASTSIGNAL=%.0f',LASTWEEKSIGNAL);
DEBUGFILE('C:\测试.TXT',STKLABEL&' THOLDING2=%.0f',THOLDING2);
//平多
IF DAYSIGNAL=-2 THEN TSELL(THOLDING2>0,0,MKT);
//平空
IF DAYSIGNAL=2 THEN TSELLSHORT(THOLDING2<0,0,MKT);
//开多
IF MINSIGNAL=1 AND DAYSIGNAL=1 AND WEEKSIGNAL=1 THEN TBUY(THOLDING2=0,1,MKT);
//开空
IF MINSIGNAL=-1 AND DAYSIGNAL=-1 AND WEEKSIGNAL=-1 THEN TBUYSHORT(THOLDING2=0,1,MKT);
DEBUGFILE输出如下:
2015-05-19 15:24:55.521 YM00 MINSIGNAL=88
2015-05-19 15:24:55.521 YM00 DAYSIGNAL=69
2015-05-19 15:24:55.537 YM00 WEEKSIGNAL=60
2015-05-19 15:24:55.537 YM00 LASTSIGNAL=54
2015-05-19 15:24:55.537 YM00 THOLDING2=0
2015-05-19 15:24:55.552 ZN00 MINSIGNAL=96
2015-05-19 15:24:55.552 ZN00 DAYSIGNAL=59
2015-05-19 15:24:55.568 ZN00 WEEKSIGNAL=42
2015-05-19 15:24:55.568 ZN00 LASTSIGNAL=42
2015-05-19 15:24:55.568 ZN00 THOLDING2=0
2015-05-19 15:24:56.519 MHI00 MINSIGNAL=84
2015-05-19 15:24:56.519 MHI00 DAYSIGNAL=58
2015-05-19 15:24:56.519 MHI00 WEEKSIGNAL=73
2015-05-19 15:24:56.535 MHI00 LASTSIGNAL=80
2015-05-19 15:24:56.535 MHI00 THOLDING2=0
2015-05-19 15:24:56.551 YM00 MINSIGNAL=88
2015-05-19 15:24:56.566 YM00 DAYSIGNAL=69
2015-05-19 15:24:56.566 YM00 WEEKSIGNAL=60
2015-05-19 15:24:56.566 YM00 LASTSIGNAL=54
2015-05-19 15:24:56.566 YM00 THOLDING2=0
2015-05-19 15:24:57.565 ZN00 MINSIGNAL=96
2015-05-19 15:24:57.565 ZN00 DAYSIGNAL=59
2015-05-19 15:24:57.565 ZN00 WEEKSIGNAL=42
2015-05-19 15:24:57.565 ZN00 LASTSIGNAL=42
2015-05-19 15:24:57.580 ZN00 THOLDING2=0
2015-05-19 15:24:57.596 GC00 MINSIGNAL=47
2015-05-19 15:24:57.611 GC00 DAYSIGNAL=76
2015-05-19 15:24:57.611 GC00 WEEKSIGNAL=45
2015-05-19 15:24:57.611 GC00 LASTSIGNAL=37
2015-05-19 15:24:57.611 GC00 THOLDING2=0
2015-05-19 15:24:57.643 HG00 MINSIGNAL=6
2015-05-19 15:24:57.643 HG00 DAYSIGNAL=68
2015-05-19 15:24:57.643 HG00 WEEKSIGNAL=69
2015-05-19 15:24:57.658 HG00 LASTSIGNAL=74
2015-05-19 15:24:57.658 HG00 THOLDING2=0
2015-05-19 15:24:57.674 CL00 MINSIGNAL=11
2015-05-19 15:24:57.689 CL00 DAYSIGNAL=56
2015-05-19 15:24:57.689 CL00 WEEKSIGNAL=75
2015-05-19 15:24:57.689 CL00 LASTSIGNAL=75
2015-05-19 15:24:57.689 CL00 THOLDING2=0
2015-05-19 15:24:58.563 MHI00 MINSIGNAL=84
2015-05-19 15:24:58.579 MHI00 DAYSIGNAL=58
2015-05-19 15:24:58.579 MHI00 WEEKSIGNAL=73
2015-05-19 15:24:58.579 MHI00 LASTSIGNAL=80
2015-05-19 15:24:58.579 MHI00 THOLDING2=0
2015-05-19 15:24:58.610 YM00 MINSIGNAL=88
2015-05-19 15:24:58.610 YM00 DAYSIGNAL=69
2015-05-19 15:24:58.610 YM00 WEEKSIGNAL=60
2015-05-19 15:24:58.610 YM00 LASTSIGNAL=54
2015-05-19 15:24:58.610 YM00 THOLDING2=0
2015-05-19 15:24:58.641 GC00 MINSIGNAL=47
2015-05-19 15:24:58.641 GC00 DAYSIGNAL=76
2015-05-19 15:24:58.657 GC00 WEEKSIGNAL=45
2015-05-19 15:24:58.657 GC00 LASTSIGNAL=37
2015-05-19 15:24:58.657 GC00 THOLDING2=0
2015-05-19 15:24:58.688 HG00 MINSIGNAL=6
2015-05-19 15:24:58.688 HG00 DAYSIGNAL=68
2015-05-19 15:24:58.688 HG00 WEEKSIGNAL=69
2015-05-19 15:24:58.688 HG00 LASTSIGNAL=74
2015-05-19 15:24:58.688 HG00 THOLDING2=0
2015-05-19 15:24:58.719 CL00 MINSIGNAL=11
2015-05-19 15:24:58.719 CL00 DAYSIGNAL=56
2015-05-19 15:24:58.719 CL00 WEEKSIGNAL=75
2015-05-19 15:24:58.735 CL00 LASTSIGNAL=75
2015-05-19 15:24:58.735 CL00 THOLDING2=0
2015-05-19 15:24:59.577 ZM00 MINSIGNAL=29
2015-05-19 15:24:59.577 ZM00 DAYSIGNAL=28
2015-05-19 15:24:59.593 ZM00 WEEKSIGNAL=35
2015-05-19 15:24:59.593 ZM00 LASTSIGNAL=32
2015-05-19 15:24:59.593 ZM00 THOLDING2=0
2015-05-19 15:24:59.624 YM00 MINSIGNAL=88
2015-05-19 15:24:59.624 YM00 DAYSIGNAL=69
2015-05-19 15:24:59.624 YM00 WEEKSIGNAL=60
2015-05-19 15:24:59.624 YM00 LASTSIGNAL=54
2015-05-19 15:24:59.624 YM00 THOLDING2=0
2015-05-19 15:24:59.655 ZN00 MINSIGNAL=96
2015-05-19 15:24:59.655 ZN00 DAYSIGNAL=59
2015-05-19 15:24:59.671 ZN00 WEEKSIGNAL=42
2015-05-19 15:24:59.671 ZN00 LASTSIGNAL=42
2015-05-19 15:24:59.671 ZN00 THOLDING2=0
2015-05-19 15:24:59.702 GC00 MINSIGNAL=47
2015-05-19 15:24:59.702 GC00 DAYSIGNAL=76
2015-05-19 15:24:59.702 GC00 WEEKSIGNAL=45
2015-05-19 15:24:59.702 GC00 LASTSIGNAL=37
2015-05-19 15:24:59.717 GC00 THOLDING2=0
2015-05-19 15:24:59.733 HG00 MINSIGNAL=6
2015-05-19 15:24:59.733 HG00 DAYSIGNAL=68
2015-05-19 15:24:59.749 HG00 WEEKSIGNAL=69
2015-05-19 15:24:59.749 HG00 LASTSIGNAL=74
2015-05-19 15:24:59.749 HG00 THOLDING2=0
2015-05-19 15:24:59.780 CL00 MINSIGNAL=11
2015-05-19 15:24:59.780 CL00 DAYSIGNAL=56
2015-05-19 15:24:59.780 CL00 WEEKSIGNAL=75
2015-05-19 15:24:59.795 CL00 LASTSIGNAL=75
2015-05-19 15:24:59.795 CL00 THOLDING2=0
2015-05-19 15:25:00.591 YM00 MINSIGNAL=88
2015-05-19 15:25:00.607 YM00 DAYSIGNAL=69
2015-05-19 15:25:00.607 YM00 WEEKSIGNAL=60
2015-05-19 15:25:00.622 YM00 LASTSIGNAL=54
2015-05-19 15:25:00.622 YM00 THOLDING2=0
2015-05-19 15:25:00.638 ZN00 MINSIGNAL=96
2015-05-19 15:25:00.653 ZN00 DAYSIGNAL=59
2015-05-19 15:25:00.653 ZN00 WEEKSIGNAL=42
2015-05-19 15:25:00.653 ZN00 LASTSIGNAL=42
2015-05-19 15:25:00.653 ZN00 THOLDING2=0
2015-05-19 15:25:00.685 CL00 MINSIGNAL=11
2015-05-19 15:25:00.700 CL00 DAYSIGNAL=56
2015-05-19 15:25:00.700 CL00 WEEKSIGNAL=75
2015-05-19 15:25:00.700 CL00 LASTSIGNAL=75
2015-05-19 15:25:00.700 CL00 THOLDING2=0
2015-05-19 15:25:01.621 ZL00 MINSIGNAL=19
2015-05-19 15:25:01.621 ZL00 DAYSIGNAL=58
2015-05-19 15:25:01.636 ZL00 WEEKSIGNAL=69
2015-05-19 15:25:01.636 ZL00 LASTSIGNAL=52
2015-05-19 15:25:01.636 ZL00 THOLDING2=0
2015-05-19 15:25:01.667 ZW00 MINSIGNAL=7
2015-05-19 15:25:01.667 ZW00 DAYSIGNAL=75
2015-05-19 15:25:01.683 ZW00 WEEKSIGNAL=38
2015-05-19 15:25:01.683 ZW00 LASTSIGNAL=33
2015-05-19 15:25:01.683 ZW00 THOLDING2=0
2015-05-19 15:25:01.714 GC00 MINSIGNAL=47
2015-05-19 15:25:01.714 GC00 DAYSIGNAL=76
2015-05-19 15:25:01.730 GC00 WEEKSIGNAL=45
2015-05-19 15:25:01.730 GC00 LASTSIGNAL=37
2015-05-19 15:25:01.730 GC00 THOLDING2=0
2015-05-19 15:25:02.635 ZS00 MINSIGNAL=23
2015-05-19 15:25:02.635 ZS00 DAYSIGNAL=26
2015-05-19 15:25:02.635 ZS00 WEEKSIGNAL=49
2015-05-19 15:25:02.650 ZS00 LASTSIGNAL=42
2015-05-19 15:25:02.650 ZS00 THOLDING2=0
2015-05-19 15:25:03.649 ZS00 MINSIGNAL=23
2015-05-19 15:25:03.649 ZS00 DAYSIGNAL=26
2015-05-19 15:25:03.649 ZS00 WEEKSIGNAL=49
2015-05-19 15:25:03.649 ZS00 LASTSIGNAL=42
2015-05-19 15:25:03.664 ZS00 THOLDING2=0
2015-05-19 15:25:04.647 SPI00 MINSIGNAL=60
2015-05-19 15:25:04.663 SPI00 DAYSIGNAL=57
2015-05-19 15:25:04.663 SPI00 WEEKSIGNAL=37
2015-05-19 15:25:04.663 SPI00 LASTSIGNAL=49
2015-05-19 15:25:04.663 SPI00 THOLDING2=0
2015-05-19 15:25:05.661 ZS00 MINSIGNAL=23
2015-05-19 15:25:05.677 ZS00 DAYSIGNAL=26
2015-05-19 15:25:05.677 ZS00 WEEKSIGNAL=49
2015-05-19 15:25:05.677 ZS00 LASTSIGNAL=42
2015-05-19 15:25:05.677 ZS00 THOLDING2=0
2015-05-19 15:25:05.708 ZL00 MINSIGNAL=19
2015-05-19 15:25:05.708 ZL00 DAYSIGNAL=58
2015-05-19 15:25:05.723 ZL00 WEEKSIGNAL=69
2015-05-19 15:25:05.723 ZL00 LASTSIGNAL=52
2015-05-19 15:25:05.723 ZL00 THOLDING2=0
2015-05-19 15:25:06.691 SPI00 MINSIGNAL=60
2015-05-19 15:25:06.706 SPI00 DAYSIGNAL=57
2015-05-19 15:25:06.706 SPI00 WEEKSIGNAL=37
2015-05-19 15:25:06.706 SPI00 LASTSIGNAL=49
2015-05-19 15:25:06.722 SPI00 THOLDING2=0
2015-05-19 15:25:09.717 SPI00 MINSIGNAL=60
2015-05-19 15:25:09.733 SPI00 DAYSIGNAL=57
2015-05-19 15:25:09.733 SPI00 WEEKSIGNAL=37
2015-05-19 15:25:09.733 SPI00 LASTSIGNAL=49
2015-05-19 15:25:09.748 SPI00 THOLDING2=0
2015-05-19 15:25:11.761 ZL00 MINSIGNAL=19
2015-05-19 15:25:11.761 ZL00 DAYSIGNAL=58
2015-05-19 15:25:11.761 ZL00 WEEKSIGNAL=69
2015-05-19 15:25:11.776 ZL00 LASTSIGNAL=52
2015-05-19 15:25:11.776 ZL00 THOLDING2=0
2015-05-19 15:25:11.807 ZW00 MINSIGNAL=7
2015-05-19 15:25:11.807 ZW00 DAYSIGNAL=75
2015-05-19 15:25:11.807 ZW00 WEEKSIGNAL=38
2015-05-19 15:25:11.823 ZW00 LASTSIGNAL=33
2015-05-19 15:25:11.823 ZW00 THOLDING2=0
2015-05-19 15:25:11.839 CT00 MINSIGNAL=56
2015-05-19 15:25:11.839 CT00 DAYSIGNAL=64
2015-05-19 15:25:11.854 CT00 WEEKSIGNAL=65
2015-05-19 15:25:11.854 CT00 LASTSIGNAL=67
2015-05-19 15:25:11.854 CT00 THOLDING2=0
2015-05-19 15:25:11.885 SPI00 MINSIGNAL=60
2015-05-19 15:25:11.885 SPI00 DAYSIGNAL=57
2015-05-19 15:25:11.885 SPI00 WEEKSIGNAL=37
2015-05-19 15:25:11.885 SPI00 LASTSIGNAL=49
2015-05-19 15:25:11.901 SPI00 THOLDING2=0
2015-05-19 15:25:13.773 SPI00 MINSIGNAL=60
2015-05-19 15:25:13.773 SPI00 DAYSIGNAL=57
2015-05-19 15:25:13.789 SPI00 WEEKSIGNAL=37
2015-05-19 15:25:13.789 SPI00 LASTSIGNAL=49
2015-05-19 15:25:13.789 SPI00 THOLDING2=0
2015-05-19 15:25:14.787 SPI00 MINSIGNAL=60
2015-05-19 15:25:14.803 SPI00 DAYSIGNAL=57
2015-05-19 15:25:14.803 SPI00 WEEKSIGNAL=37
2015-05-19 15:25:14.818 SPI00 LASTSIGNAL=49
2015-05-19 15:25:14.834 SPI00 THOLDING2=0
2015-05-19 15:25:15.801 ZM00 MINSIGNAL=29
2015-05-19 15:25:15.817 ZM00 DAYSIGNAL=28
2015-05-19 15:25:15.817 ZM00 WEEKSIGNAL=35
2015-05-19 15:25:15.832 ZM00 LASTSIGNAL=32
2015-05-19 15:25:15.832 ZM00 THOLDING2=0
2015-05-19 15:25:15.848 CT00 MINSIGNAL=56
2015-05-19 15:25:15.863 CT00 DAYSIGNAL=64
2015-05-19 15:25:15.863 CT00 WEEKSIGNAL=65
2015-05-19 15:25:15.863 CT00 LASTSIGNAL=67
2015-05-19 15:25:15.879 CT00 THOLDING2=0
2015-05-19 15:25:16.815 SPI00 MINSIGNAL=60
2015-05-19 15:25:16.815 SPI00 DAYSIGNAL=57
2015-05-19 15:25:16.831 SPI00 WEEKSIGNAL=37
2015-05-19 15:25:16.831 SPI00 LASTSIGNAL=49
2015-05-19 15:25:16.831 SPI00 THOLDING2=0
2015-05-19 15:25:17.845 ZS00 MINSIGNAL=23
2015-05-19 15:25:17.845 ZS00 DAYSIGNAL=26
2015-05-19 15:25:17.860 ZS00 WEEKSIGNAL=49
2015-05-19 15:25:17.860 ZS00 LASTSIGNAL=42
2015-05-19 15:25:17.876 ZS00 THOLDING2=0
2015-05-19 15:25:17.907 ZM00 MINSIGNAL=29
2015-05-19 15:25:17.923 ZM00 DAYSIGNAL=28
2015-05-19 15:25:17.923 ZM00 WEEKSIGNAL=35
2015-05-19 15:25:17.923 ZM00 LASTSIGNAL=32
2015-05-19 15:25:17.923 ZM00 THOLDING2=0
2015-05-19 15:25:17.954 CT00 MINSIGNAL=56
2015-05-19 15:25:17.954 CT00 DAYSIGNAL=64
2015-05-19 15:25:17.954 CT00 WEEKSIGNAL=65
2015-05-19 15:25:17.969 CT00 LASTSIGNAL=67
2015-05-19 15:25:17.969 CT00 THOLDING2=0
2015-05-19 15:25:18.843 ZM00 MINSIGNAL=29
2015-05-19 15:25:18.859 ZM00 DAYSIGNAL=28
2015-05-19 15:25:18.859 ZM00 WEEKSIGNAL=35
2015-05-19 15:25:18.859 ZM00 LASTSIGNAL=32
2015-05-19 15:25:18.874 ZM00 THOLDING2=0
2015-05-19 15:25:22.915 ZW00 MINSIGNAL=7
2015-05-19 15:25:22.915 ZW00 DAYSIGNAL=75
2015-05-19 15:25:22.915 ZW00 WEEKSIGNAL=38
2015-05-19 15:25:22.930 ZW00 LASTSIGNAL=33
2015-05-19 15:25:22.930 ZW00 THOLDING2=0
2015-05-19 15:25:55.339 ZS00 MINSIGNAL=23
2015-05-19 15:25:55.339 ZS00 DAYSIGNAL=26
2015-05-19 15:25:55.339 ZS00 WEEKSIGNAL=49
2015-05-19 15:25:55.354 ZS00 LASTSIGNAL=42
2015-05-19 15:25:55.354 ZS00 THOLDING2=0
2015-05-19 15:25:58.381 ZM00 MINSIGNAL=29
2015-05-19 15:25:58.381 ZM00 DAYSIGNAL=28
2015-05-19 15:25:58.396 ZM00 WEEKSIGNAL=35
2015-05-19 15:25:58.396 ZM00 LASTSIGNAL=32
2015-05-19 15:25:58.396 ZM00 THOLDING2=0
2015-05-19 15:26:02.452 ZS00 MINSIGNAL=23
2015-05-19 15:26:02.452 ZS00 DAYSIGNAL=26
2015-05-19 15:26:02.452 ZS00 WEEKSIGNAL=49
2015-05-19 15:26:02.468 ZS00 LASTSIGNAL=42
2015-05-19 15:26:02.468 ZS00 THOLDING2=0
2015-05-19 15:26:02.499 ZM00 MINSIGNAL=29
2015-05-19 15:26:02.499 ZM00 DAYSIGNAL=28
2015-05-19 15:26:02.499 ZM00 WEEKSIGNAL=35
2015-05-19 15:26:02.515 ZM00 LASTSIGNAL=32
2015-05-19 15:26:02.515 ZM00 THOLDING2=0
2015-05-19 15:26:11.578 ZS00 MINSIGNAL=23
2015-05-19 15:26:11.578 ZS00 DAYSIGNAL=26
2015-05-19 15:26:11.594 ZS00 WEEKSIGNAL=49
2015-05-19 15:26:11.594 ZS00 LASTSIGNAL=42
2015-05-19 15:26:11.609 ZS00 THOLDING2=0
2个问题:
1、技术指标中,SIGNAL的值落在在-2,-1,1,2之中。但后台引用以后,为什么SIGNAL的值变成了随机数?
2、走完K线,5分钟周期,提前4秒下单。15:24:55开始DEBUGFILE输出是对的,但为什么15:25:00以后还会有输出?
你把后台那个加载图表上输出下那几个变量看下值呢?
我这边刚跑了下输出,都是正常的。。。
不知道你们是怎么测的?
可我用测下来就是不一样。
图表(逐K,5分钟):
//调用
MINSIGNAL:=STKINDI('','R.SIGNAL',0,2);
DAYSIGNAL:=STKINDI('','R.SIGNAL',0,6);
WEEKSIGNAL:=STKINDI('','R.SIGNAL',0,7);
LASTWEEKSIGNAL:=STKINDI('','R.SIGNAL',0,7,-1);
//输出
DEBUGFILE2('D:\图表测试.TXT',STKLABEL&' MINSIGNAL:%.0f',MINSIGNAL,1);
DEBUGFILE2('D:\图表测试.TXT',STKLABEL&' DAYSIGNAL:%.0f',DAYSIGNAL,1);
DEBUGFILE2('D:\图表测试.TXT',STKLABEL&' WEEKSIGNAL:%.0f',WEEKSIGNAL,1);
DEBUGFILE2('D:\图表测试.TXT',STKLABEL&' LASTSIGNAL:%.0f',LASTWEEKSIGNAL,1);
后台(序列,5分钟):
//调用
MINSIGNAL:=STKINDI('','R.SIGNAL',0,2);
DAYSIGNAL:=STKINDI('','R.SIGNAL',0,6);
WEEKSIGNAL:=STKINDI('','R.SIGNAL',0,7);
LASTWEEKSIGNAL:=STKINDI('','R.SIGNAL',0,7,-1);
//输出
DEBUGFILE('D:\后台测试.TXT',STKLABEL&' MINSIGNAL:%.0f',MINSIGNAL);
DEBUGFILE('D:\后台测试.TXT',STKLABEL&' DAYSIGNAL:%.0f',DAYSIGNAL);
DEBUGFILE('D:\后台测试.TXT',STKLABEL&' WEEKSIGNAL:%.0f',WEEKSIGNAL);
DEBUGFILE('D:\后台测试.TXT',STKLABEL&' LASTSIGNAL:%.0f',LASTWEEKSIGNAL);
图表和后台都是走完K线
图表输出结果:
2015-05-19 18:10:05.357 YM00 MINSIGNAL:1
2015-05-19 18:10:05.357 YM00 DAYSIGNAL:1
2015-05-19 18:10:05.357 YM00 WEEKSIGNAL:1
2015-05-19 18:10:05.357 YM00 LASTSIGNAL:1
2015-05-19 18:10:37.009 MHI00 WEEKSIGNAL:-2
2015-05-19 18:10:37.009 MHI00 LASTSIGNAL:1
2015-05-19 18:10:37.009 MHI00 MINSIGNAL:-2
2015-05-19 18:10:37.025 MHI00 DAYSIGNAL:2
2015-05-19 18:15:32.209 YM00 MINSIGNAL:1
2015-05-19 18:15:32.209 YM00 DAYSIGNAL:1
2015-05-19 18:15:32.224 YM00 WEEKSIGNAL:1
2015-05-19 18:15:32.240 YM00 LASTSIGNAL:1
后台输出结果:
2015-05-19 18:10:05.965 YM00 MINSIGNAL:48
2015-05-19 18:10:05.965 YM00 DAYSIGNAL:70
2015-05-19 18:10:05.965 YM00 WEEKSIGNAL:64
2015-05-19 18:10:05.965 YM00 LASTSIGNAL:60
2015-05-19 18:10:37.165 MHI00 MINSIGNAL:58
2015-05-19 18:10:37.165 MHI00 DAYSIGNAL:48
2015-05-19 18:10:37.165 MHI00 WEEKSIGNAL:73
2015-05-19 18:10:37.165 MHI00 LASTSIGNAL:73
2015-05-19 18:15:32.458 YM00 MINSIGNAL:60
2015-05-19 18:15:32.458 YM00 DAYSIGNAL:70
2015-05-19 18:15:32.474 YM00 WEEKSIGNAL:64
2015-05-19 18:15:32.474 YM00 LASTSIGNAL:60
问下,是哪方面原因??
顺便问下,下单设置中的“超出3个价位发出”,和公式属性中“开平仓滑点”,是不是同一个意思,都是以超出市价N个价位发出?
另外,下单设置中的“超出价位发出”,是否也适用于外盘?
还是说,外盘需要通过代码来实现超价发出?
此主题相关图片如下:1.jpg
1、下单设置中的“超出3个价位发出”, 是以最新价+3个变动价位去报单
2、公式属性中“开平仓滑点“ , 要看你下单设置-程序化交易-滑点统计,使用的是哪种统计方法