我这个公式金字塔不能自动执行,请教一下金字塔高手,看看这个公式的语句是否有问题。
上次平仓价:EXITPRICE,LINETHICK0;
T上次平仓价:TEXITPRICE,LINETHICK0;
止盈价:EXITPRICE+(X*MINDIFF),LINETHICK0;
T止盈价:TEXITPRICE+(X*MINDIFF),LINETHICK0;
Z:=VALUEWHEN(CLOSE>=EXITPRICE+(X*MINDIFF),CLOSE);
TZ:=VALUEWHEN(CLOSE>=TEXITPRICE+(X*MINDIFF),CLOSE);
ZY:=CLOSE>=Z;
TZY:=CLOSE>=TZ;
M:=BARSLAST(DATE<>REF(DATE,1));
B:=VALUEWHEN(TIME<=093000,HHV(HIGH,M));
D:=VALUEWHEN(TIME<=093000,LLV(LOW,M));
BK :=CROSS(CLOSE,B) AND TIME<145500 AND TIME>090000;
SK :=CLOSE<D AND TIME<145500 AND TIME>090000;
BEGIN
BUYSHORT(SK and HOLDING=0,Y,LIMITR,D); //交易系统之开空操作
TBUYSHORT(SK and THOLDING=0,Y,mkt);
END;
IF BK THEN
BEGIN
SELLSHORT(BK and HOLDING<0,Y,LIMITR,B); //交易系统之平空操作
TSELLSHORT(BK and THOLDING<0,Y,mkt);
END;
//BUYSHORT(ZY AND HOLDING=0,Y,LIMITR,EXITPRICE+(X*MINDIFF));
TBUYSHORT(TZY AND THOLDING=0,Y,mkt)
请仔细检查你的模型的逻辑关系,比如,下面是否少了判断条件,是否有平仓和反手指令.
BK :=CROSS(CLOSE,B) AND TIME<145500 AND TIME>090000;
SK :=CLOSE<D AND TIME<145500 AND TIME>090000;
//这里是否少了判断条件?
BEGIN
BUYSHORT(SK and HOLDING=0,Y,LIMITR,D); //交易系统之开空操作
TBUYSHORT(SK and THOLDING=0,Y,mkt);
END;