关于限价指令的评测和实盘交易问题请教,如下代码:
if cond then begin
sellshort(holding < 0 , 0,limitr,close),orderqueue;
buy(holding = 0, 1,limitr,close),orderqueue;
end
if cond then begin
sell(holding > 0, 0,limitr,close),orderqueue;
buyshort(holding = 0, 1,limitr,close),orderqueue;
end
请问,上述代码评测时是否是以本周期收盘价进行评测?而成交时将以优于本周期收盘价的价格开平仓,对吗?
若把代码改如成下:
if cond then begin
sellshort(holding < 0 , 0,limitr,close-2*mindiff),orderqueue;
buy(holding = 0, 1,limitr,close-2*mindiff),orderqueue;
end
if cond then begin
sell(holding > 0, 0,limitr,close+2*mindiff),orderqueue;
buyshort(holding = 0, 1,limitr,close+2*mindiff),orderqueue;
end
请教:评测时,将以什么价格评测?是分别以close-2*mindiff和close+2*mindiff价格评测,还是仍然以本周期收盘价评测?如果次周期没有close-2*mindiff或close+2*mindiff的价格出现,那么该信号是否纳入评测?
按照本周期收盘价+-2个点测评,在本周期操作,不在次周期进行操作
不甚理解,还是请老师逐一回答我上面的疑问,这样我才能理解~