我测试百润股份时,20120702为何同时有"开4"和“平多”信号出现?(改过的海龟系统)
1,前边为什么有两个“开1“?
2,程序中的sellsign,dayCoun,PositionCount,EntAndExitSign,EntPoint,ExitPoint这些变量是程序特定的名词吗?
3,程序中没有”平多“二字,在K线图上,为什么会出现"平多"二字
以下是代码:
VARIABLE:dayCount=1,PositionCount=1,SellSign=0;
VARIABLE:EntAndExitSign=1,EntPoint=0,ExitPoint=0;
VARIABLE:N=0;
MA1:MA(C,18);
MA3:MA(C,18);
CCI:="CCI"(14);
M:=MA(TR,20);
BUYHHV:=cci>0;
SELLLLV:=cross(-100,cci);
aa:=PositionCount=1 and cross(c,ma(c,18)) and ma(c,18)>ref(ma(c,18),1);
bb:=PositionCount=1 and c>ma(c,18) and cci>0 and ma(c,18)>ref(ma(c,18),1);
ss:n,linethick0;
IF BARPOS>=21 THEN BEGIN
IF BARPOS=21 THEN
N:=M;
IF DayCount=6 OR BARPOS=21 THEN BEGIN{5天调整N值}
N:=(19*N+TR)/20;{计算N值}
DayCount:=2;
END
DayCount:=DayCount+1;
EntPoint:=ENTERBARS+1;
IF EntPoint=EntAndExitSign THEN BEGIN{说明STOP指令买进头寸成功}
PositionCount:=PositionCount+1;{头寸计数}
SellSign:=True;{开始以STOP卖出,如果达到指定的价格}
END
IF aa or bb THEN BEGIN{第一头寸}
HOW:=CASH(0)*0.001/N;{波动性百分比决定头寸规模}
开1:BUY(BUYHHV,HOW,MARKET);{在20日新高STOP指令买进}
END
IF PositionCount=2 THEN BEGIN{如到第二头寸}
HOW:=CASH(0)*0.011/N;{波动性百分比决定头寸规模}
开2:BUY(h>=ENTERPRICE+0.5*N,HOW,MARKET);{在上头寸(即第一头寸)+0.5个N以STOP指令买进}
END
IF PositionCount=3 THEN BEGIN{如到第三头寸}
HOW:=CASH(0)*0.029/N;
开3:BUY(h>=ENTERPRICE+0.5*N,HOW,MARKET);{在上头寸(即第二头寸)+0.5个N以STOP指令买进}
END
IF PositionCount=4 THEN BEGIN
HOW:=CASH(0)*0.034/N;
开4:BUY(h>=ENTERPRICE+0.5*N,HOW,MARKET);
END
IF SellSign=True THEN BEGIN
ExitPoint:=EXITBARS+1;
IF ExitPoint=EntAndExitSign THEN BEGIN {说明卖出成功}
PositionCount:=1;{头寸计算复原}
SellSign:=False;
END
IF c>ENTERPRICE-1.5*N then SELL(SELLLLV,100%,MARKET);{退出离盈利头寸}
ELSE
SELL(c<=ENTERPRICE-1.5*N,100%,MARKET);{退出亏损头寸}
END
END;