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标题:同时有多单又有空单,帮忙检查下哪里错了

1楼
iceberg 发表于:2013/6/5 10:33:22

 

INPUT:N1(160,20,300,10),N2(160,20,300,10),N3(200,20,300,10),N4(200,20,300,10);

DIFF:=EMA(C,12)-EMA(C,26);
DEA:=EMA(DIFF,9);

MA20:MA(C,20);

D1:=COUNT(CROSS(DIFF,0),10)>=1;
D2:=COUNT(CROSS(C,MA20),10)>=1;
K1:=COUNT(CROSS(0,DIFF),10)>=1;
K2:=COUNT(CROSS(MA20,C),10)>=1;


//开多
DK1:=CROSS(C,MA20) AND D1 ;//AND C>=D3
DK2:=CROSS(DIFF,0) AND D2 ;//AND C>=D3
 
DMA20:=VALUEWHEN(CROSS(C,MA20),MA20);//向上突破20均线时,取20周期均线的值
DJC:=DMA20+N1*MINDIFF;//进场价格为均线上N3个变动单位

//开空
KK1:=CROSS(MA20,C) AND K1 ;
KK2:=CROSS(0,DIFF) AND K2 ;

KMA20:=VALUEWHEN(CROSS(MA20,C),MA20);
KJC:=KMA20-N2*MINDIFF;

//VERTLINE(D2),COLORRED;
//VERTLINE(KP1),COLORGREEN;
//
ADK:=DK1 OR DK2;
AKK:=KK1 OR KK2;
//开仓
BUY(ADK AND HOLDING=0,1,LIMITR,DJC);
buyshort(AKK AND HOLDING=0,1,LIMITR,KJC);

//多头平仓
DCC:=KMA20-N3*MINDIFF;
DP1:=CROSS(DCC,L) ;
//空头平仓
KCC:=DMA20+N4*MINDIFF;
KP1:=CROSS(H,KCC) ;
//平仓
多方出场:sell(DP1 AND HOLDING>0,1,LIMITR,DCC);

空方出场:sellshort(KP1 AND HOLDING<0,1,LIMITR,KCC);

 

2楼
jinzhe 发表于:2013/6/5 10:36:06

图表?同时有多空单?有未来导致信号闪烁

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