Rss & SiteMap

金字塔客服中心 - 专业程序化交易软件提供商 http://www.weistock.com/bbs/

专业程序化软件提供商
共3 条记录, 每页显示 10 条, 页签: [1]
[浏览完整版]

标题:[求助]不知道为何不能平空开多

1楼
jason123 发表于:2015/8/18 13:42:21
debugfile 语句如下
if Islastbar then
begin
DEBUGFILE('D:\TEST500.TXT','   多仓后替换信息:'&numtostr(DYNAINFO(7),2)&'   LONGX2:'&numtostr(LONGX2,0)&'   OPEN:'&numtostr(OPEN,2)&'   HIGH:'&numtostr(HIGH,2)&'   LONG:'&numtostr(LONG,0)&'  SHORT:'&numtostr(SHORT,0)&'   A09:'&numtostr(A09,0)&'   THOLDING:'&numtostr(THOLDING,0)&'   THOLDING2:'&numtostr(THOLDING2,0)&'   B01:'&numtostr(B01,0)&'   TISREMAIN:'&numtostr(TISREMAIN(0),0)&'   B01:'&numtostr(B01,0)&'   A43:'&numtostr(A43,0)&'   B02:'&numtostr(B02,0)&'   A15:'&numtostr(A15,0)&'   A14:'&numtostr(A14,0)&'   A06:'&numtostr(A06,0),0); 
end
得到如下数据

2015-08-18 13:14:58.933       多仓后替换信息:8399.40   LONGX2:0   OPEN:8396.80   HIGH:8402.60   LONG:1  SHORT:0   A09:8403   THOLDING:0   THOLDING2:0   B01:1   TISREMAIN:0   B01:1   A43:1   B02:0   A15:0   A14:0   A06:8159

平空开多条件语句如下
IF (((A43 = -(1)) AND (BARPOS > 1)) AND (HIGH > LOW)) THEN
TSELLSHORT((TISREMAIN(0)=0 AND (THOLDING = (-1))),B04,LMT,A02,0,AC,PZ);

显然THOLDING:0   满足不了
问题会出在哪里呢? buyshort后THOLDING不会变为-1?应该怎么排查??????
2楼
pyd 发表于:2015/8/18 13:54:59
buyshort开仓时成交后tholding才会变为-1,tholding=0说明没成交
3楼
yukizzc 发表于:2015/8/18 13:56:00

你看下帐户持仓是不是有空头,tholding是你帐户成交后才会有持仓

 

共3 条记录, 每页显示 10 条, 页签: [1]


Powered By Dvbbs Version 8.3.0
Processed in 0.02734 s, 2 queries.