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标题：空单止盈了，为什么也打印出“空损”

1楼

wn10000neng 发表于：2013/4/11 10:09:10

我的空单止盈的代码如下：

if holding < 0 and ENTERBARS > 0 then //空单的止盈止损
begin

IF AVGENTERPRICE - C >= 30* mindiff then
begin
SELLSHORT(1,0,MARKETR);//止盈30个点
DRAWTEXT(1,h,'空盈')；
end

IF C - AVGENTERPRICE >= 20*MINDIFF then
begin
SELLSHORT(1,0,MARKETR);//止损20个点
DRAWTEXT(1,l,'空损')；
end

if ISLASTBAR then
    DEBUGFILE('d:\止盈止损条件.txt','空单平均成本：avgenterprice:%.2f',avgenterprice);
    DEBUGFILE('D:\止盈止损条件.TXT','空盈条件 '&'c：'& numtostr(c,2)&' avgenterprice：'&numtostr(avgenterprice,2)&' AVGENTERPRICE - C：'&numtostr(AVGENTERPRICE - C,2)&' 30*mindiff：'&numtostr(30*mindiff,2),0);
    DEBUGFILE('D:\止盈止损条件.TXT','空损条件 '&'c：'& numtostr(c,2)&' avgenterprice：'&numtostr(avgenterprice,2)&' C - AVGENTERPRICE：'&numtostr(C - AVGENTERPRICE,2)&' 20*mindiff：'&numtostr(20*mindiff,2),0);

end

每次止盈的时候，DRAWTEXT(1,l,'空损')；这个语句也会执行，也打印出了“空损”

好像是AVGENTERPRICE的问题，出现信号后，还没平仓的时候，AVGENTERPRICE变为0了，导致C - AVGENTERPRICE变成最新价，超过了20*MINDIFF，止损条件成立（但实际是止盈的，这只是AVGENTERPRICE提前变为0导致的）
但为什么AVGENTERPRICE变为0后，止盈的条件还会执行呢，因为AVGENTERPRICE - C变成了最新价的负值，不会大于30*MINDIFF了

可能是金字塔内部机制就是这样的

2013-04-11 09:49:21.671    空盈条件 c:2498.60 avgenterprice:2502.94 AVGENTERPRICE - C:4.34 30*mindiff:6.00
2013-04-11 09:49:21.671    空损条件 c:2498.60 avgenterprice:2502.94 C - AVGENTERPRICE:-4.34 20*mindiff:4.00
2013-04-11 09:49:23.171    空单平均成本:avgenterprice:2502.94
2013-04-11 09:49:23.171    空盈条件 c:2497.80 avgenterprice:2502.94 AVGENTERPRICE - C:5.14 30*mindiff:6.00
2013-04-11 09:49:23.171    空损条件 c:2497.80 avgenterprice:2502.94 C - AVGENTERPRICE:-5.14 20*mindiff:4.00
2013-04-11 09:49:24.671    空单平均成本:avgenterprice:0.00
2013-04-11 09:49:24.671    空盈条件 c:2496.20 avgenterprice:0.00 AVGENTERPRICE - C:-2496.20 30*mindiff:6.00
2013-04-11 09:49:24.671    空损条件 c:2496.20 avgenterprice:0.00 C - AVGENTERPRICE:2496.20 20*mindiff:4.00
2013-04-11 09:49:26.171    空单平均成本:avgenterprice:0.00
2013-04-11 09:49:26.171    空盈条件 c:2494.60 avgenterprice:0.00 AVGENTERPRICE - C:-2494.60 30*mindiff:6.00
2013-04-11 09:49:26.171    空损条件 c:2494.60 avgenterprice:0.00 C - AVGENTERPRICE:2494.60 20*mindiff:4.00
2013-04-11 09:49:27.671    空单平均成本:avgenterprice:0.00
2013-04-11 09:49:27.671    空盈条件 c:2492.60 avgenterprice:0.00 AVGENTERPRICE - C:-2492.60 30*mindiff:6.00
2013-04-11 09:49:27.671    空损条件 c:2492.60 avgenterprice:0.00 C - AVGENTERPRICE:2492.60 20*mindiff:4.00
2013-04-11 09:49:29.171    空单平均成本:avgenterprice:0.00
2013-04-11 09:49:29.171    空盈条件 c:2492.20 avgenterprice:0.00 AVGENTERPRICE - C:-2492.20 30*mindiff:6.00
2013-04-11 09:49:29.171    空损条件 c:2492.20 avgenterprice:0.00 C - AVGENTERPRICE:2492.20 20*mindiff:4.00
2013-04-11 09:49:32.312    空单平均成本:avgenterprice:0.00
2013-04-11 09:49:32.312    空盈条件 c:2492.00 avgenterprice:0.00 AVGENTERPRICE - C:-2492.00 30*mindiff:6.00
2013-04-11 09:49:32.312    空损条件 c:2492.00 avgenterprice:0.00 C - AVGENTERPRICE:2492.00 20*mindiff:4.00
2013-04-11 09:49:33.671    空单平均成本:avgenterprice:0.00
2013-04-11 09:49:33.671    空盈条件 c:2493.40 avgenterprice:0.00 AVGENTERPRICE - C:-2493.40 30*mindiff:6.00
2013-04-11 09:49:33.671    空损条件 c:2493.40 avgenterprice:0.00 C - AVGENTERPRICE:2493.40 20*mindiff:4.00
2013-04-11 09:49:35.171    空单平均成本:avgenterprice:0.00
2013-04-11 09:49:35.171    空盈条件 c:2493.80 avgenterprice:0.00 AVGENTERPRICE - C:-2493.80 30*mindiff:6.00
2013-04-11 09:49:35.171    空损条件 c:2493.80 avgenterprice:0.00 C - AVGENTERPRICE:2493.80 20*mindiff:4.00
2013-04-11 09:49:36.671    空单平均成本:avgenterprice:0.00
2013-04-11 09:49:36.671    空盈条件 c:2494.00 avgenterprice:0.00 AVGENTERPRICE - C:-2494.00 30*mindiff:6.00
2013-04-11 09:49:36.671    空损条件 c:2494.00 avgenterprice:0.00 C - AVGENTERPRICE:2494.00 20*mindiff:4.00
2013-04-11 09:49:38.171    空单平均成本:avgenterprice:0.00
2013-04-11 09:49:38.171    空盈条件 c:2494.00 avgenterprice:0.00 AVGENTERPRICE - C:-2494.00 30*mindiff:6.00
2013-04-11 09:49:38.171    空损条件 c:2494.00 avgenterprice:0.00 C - AVGENTERPRICE:2494.00 20*mindiff:4.00
2013-04-11 09:49:39.671    空单平均成本:avgenterprice:0.00
2013-04-11 09:49:39.671    空盈条件 c:2494.40 avgenterprice:0.00 AVGENTERPRICE - C:-2494.40 30*mindiff:6.00
2013-04-11 09:49:39.671    空损条件 c:2494.40 avgenterprice:0.00 C - AVGENTERPRICE:2494.40 20*mindiff:4.00
2013-04-11 09:49:41.171    空单平均成本:avgenterprice:0.00
2013-04-11 09:49:41.171    空盈条件 c:2493.80 avgenterprice:0.00 AVGENTERPRICE - C:-2493.80 30*mindiff:6.00
2013-04-11 09:49:41.171    空损条件 c:2493.80 avgenterprice:0.00 C - AVGENTERPRICE:2493.80 20*mindiff:4.00
2013-04-11 09:49:42.671    空单平均成本:avgenterprice:0.00
2013-04-11 09:49:42.671    空盈条件 c:2493.60 avgenterprice:0.00 AVGENTERPRICE - C:-2493.60 30*mindiff:6.00
2013-04-11 09:49:42.671    空损条件 c:2493.60 avgenterprice:0.00 C - AVGENTERPRICE:2493.60 20*mindiff:4.00
2013-04-11 09:49:44.171    空单平均成本:avgenterprice:0.00
2013-04-11 09:49:44.171    空盈条件 c:2494.00 avgenterprice:0.00 AVGENTERPRICE - C:-2494.00 30*mindiff:6.00
2013-04-11 09:49:44.171    空损条件 c:2494.00 avgenterprice:0.00 C - AVGENTERPRICE:2494.00 20*mindiff:4.00
2013-04-11 09:49:45.671    空单平均成本:avgenterprice:0.00
2013-04-11 09:49:45.671    空盈条件 c:2493.80 avgenterprice:0.00 AVGENTERPRICE - C:-2493.80 30*mindiff:6.00
2013-04-11 09:49:45.671    空损条件 c:2493.80 avgenterprice:0.00 C - AVGENTERPRICE:2493.80 20*mindiff:4.00
2013-04-11 09:49:47.171    空单平均成本:avgenterprice:0.00
2013-04-11 09:49:47.171    空盈条件 c:2493.40 avgenterprice:0.00 AVGENTERPRICE - C:-2493.40 30*mindiff:6.00
2013-04-11 09:49:47.171    空损条件 c:2493.40 avgenterprice:0.00 C - AVGENTERPRICE:2493.40 20*mindiff:4.00
2013-04-11 09:49:48.671    空单平均成本:avgenterprice:0.00
2013-04-11 09:49:48.671    空盈条件 c:2493.80 avgenterprice:0.00 AVGENTERPRICE - C:-2493.80 30*mindiff:6.00
2013-04-11 09:49:48.671    空损条件 c:2493.80 avgenterprice:0.00 C - AVGENTERPRICE:2493.80 20*mindiff:4.00
2013-04-11 09:49:50.171    空单平均成本:avgenterprice:0.00
2013-04-11 09:49:50.171    空盈条件 c:2493.60 avgenterprice:0.00 AVGENTERPRICE - C:-2493.60 30*mindiff:6.00
2013-04-11 09:49:50.171    空损条件 c:2493.60 avgenterprice:0.00 C - AVGENTERPRICE:2493.60 20*mindiff:4.00
2013-04-11 09:49:51.671    空单平均成本:avgenterprice:0.00
2013-04-11 09:49:51.671    空盈条件 c:2494.20 avgenterprice:0.00 AVGENTERPRICE - C:-2494.20 30*mindiff:6.00
2013-04-11 09:49:51.671    空损条件 c:2494.20 avgenterprice:0.00 C - AVGENTERPRICE:2494.20 20*mindiff:4.00
2013-04-11 09:49:53.171    空单平均成本:avgenterprice:0.00
2013-04-11 09:49:53.171    空盈条件 c:2494.80 avgenterprice:0.00 AVGENTERPRICE - C:-2494.80 30*mindiff:6.00
2013-04-11 09:49:53.171    空损条件 c:2494.80 avgenterprice:0.00 C - AVGENTERPRICE:2494.80 20*mindiff:4.00
2013-04-11 09:49:54.671    空单平均成本:avgenterprice:0.00
2013-04-11 09:49:54.671    空盈条件 c:2494.60 avgenterprice:0.00 AVGENTERPRICE - C:-2494.60 30*mindiff:6.00
2013-04-11 09:49:54.671    空损条件 c:2494.60 avgenterprice:0.00 C - AVGENTERPRICE:2494.60 20*mindiff:4.00
2013-04-11 09:49:56.171    空单平均成本:avgenterprice:0.00
2013-04-11 09:49:56.171    空盈条件 c:2494.40 avgenterprice:0.00 AVGENTERPRICE - C:-2494.40 30*mindiff:6.00
2013-04-11 09:49:56.171    空损条件 c:2494.40 avgenterprice:0.00 C - AVGENTERPRICE:2494.40 20*mindiff:4.00
2013-04-11 09:49:57.671    空单平均成本:avgenterprice:0.00
2013-04-11 09:49:57.671    空盈条件 c:2494.40 avgenterprice:0.00 AVGENTERPRICE - C:-2494.40 30*mindiff:6.00
2013-04-11 09:49:57.671    空损条件 c:2494.40 avgenterprice:0.00 C - AVGENTERPRICE:2494.40 20*mindiff:4.00
2013-04-11 09:49:59.171    空单平均成本:avgenterprice:0.00
2013-04-11 09:49:59.171    空盈条件 c:2494.40 avgenterprice:0.00 AVGENTERPRICE - C:-2494.40 30*mindiff:6.00
2013-04-11 09:49:59.171    空损条件 c:2494.40 avgenterprice:0.00 C - AVGENTERPRICE:2494.40 20*mindiff:4.00

我是9:50止盈的，但注意看止盈条件，AVGENTERPRICE - C:-2494.40，是个负值

2楼

fly 发表于：2013/4/11 10:18:02

一次扫描,止盈语句在前,止盈执行后,AVGENTERPRICE变为0.

图表程序化,每次扫描,都会从图表上第一根K线重新开始计算一遍你的程序.你可以在"止盈"语句前面再输出AVGENTERPRICE的值看看.

3楼

jinzhe 发表于：2013/4/11 10:18:41

[此贴子已经被作者于2013-4-11 10:19:23编辑过]

4楼

jinzhe 发表于：2013/4/11 10:20:59

把那两个差值各写成一个条件

再用shift+q调试

[此贴子已经被作者于2013-4-11 10:21:09编辑过]

5楼

wn10000neng 发表于：2013/4/11 10:28:28

为什么会这样我是懂了，但怎么改，才能止盈它就只输出“空盈”，止损它就只输出“空损”

6楼

wn10000neng 发表于：2013/4/11 12:05:18

没人吗

7楼

jinzhe 发表于：2013/4/11 13:17:41

在条件中加上类似 holding<0这样的仓位控制语句

if c-a<30 and holding<0 then

8楼

fly 发表于：2013/4/12 9:29:18

IF AVGENTERPRICE - C >= 30* mindiff and holding < 0 and ENTERBARS > 0 then//空单的止盈

begin
SELLSHORT(1,0,MARKETR);//止盈30个点
DRAWTEXT(1,h,'空盈')；
end

IF C - AVGENTERPRICE >= 20*MINDIFF and holding < 0 and ENTERBARS > 0 then//空单的止损
begin
SELLSHORT(1,0,MARKETR);//止损20个点
DRAWTEXT(1,l,'空损')；
end

共8 条记录, 每页显示 10 条, 页签: [1]