也就是平掉当日仓单以后,出现反向信号,不再开仓。如果日内再出现开同向信号,可以继续再开
模型是日内交易
variable:n=0;
variable:m=0;
if n=0 and 开多条件 then buy..........;
if m=0 and 开空条件 then buyshort.........;
if 平多条件 and holding>0 then begin
sell.........;
n:=0;
m:=1;
end
if 平空条件 and holding<0 then begin
sellshort.........;
n:=1;
m:=0;
end
怎么加上以后没有信号了?
如果平仓指令比较多,是不是需要逐一,设定变量的开关
Variable:a=0;
Variable:b=0;
BIAS60 : -(MA(C,60)-C);
bias10:(ma(c,10)- c);
MA10:=MA(C,10);
MA60:=MA(C,60);
BIAS2 : =AVGENTERPRICE-MA60;
W1:=-100*(HHV(H,32)-C)/(HHV(H,32)-LLV(L,32))+48;
T1:=TIME>=094000 AND TIME<143500;
T2:=TIME>=15050;
con1:= W1>45 and REF(ANY(W1>45,9),1) AND T1 and a=0 and holding=0
con2:= W1<-45 and REF(ANY(W1<-45,9),1) AND T1 and b=0 and holding=0
Con3:= HHV(H,5)>1.0094*C;
Con4:=C>1.0094*LLV(L,5)
con5:=REF(ANY(bias60>40,15),1);
con6:=REF(ANY(bias60<-40,15),1);
con7:=BIAS2>32 AND enterbars<=5 and cross(ma10,c)
con8:=BIAS2<-32 AND enterbars<=5 and cross(c,ma10)
con9:=REF(ANY(bias60>28,24),1);
con10:=REF(ANY(bias60<-28,24),1);
con11:=C<REF(LLV(C,12),1)
con12:=C>REF(HHV(C,12),1)
con13:=C<MA10
con14:=C>MA10
con15:=bias60<0
con16:= bias60>0
Input:tq(3,1,60,1);
abb:=(time0-timetot0(dynainfo(207))<=tq) or not(islastbar);
if abb then begin
if con1 then begin
sellshort(holding<0, 0, market);
buy(1 ,1, market);
end
if con5 then begin
if con13 then begin sell(holding>0, 0, market);
end
end
if con9 then begin
if con11 then begin sell(holding>0, 0, market);
end
end
If con3 OR con7 OR T2 or con15 or w1<0 then sell(holding>0, 0, market);
if con2 then begin
sell(holding>0, 0, MARKET);
buyshort(1 , 1,market);
end
if con6 then begin
if con14 then begin sellshort(holding<0, 0, market);
end
end
if con10 then begin
if con12 then begin sellshort(holding<0, 0, market);
end
end
if con4 OR con8 OR T2 or con16 or w1>0 then sellshort(holding<0, 0, market);
if L<ref(LLv(L,todaybar),1)-5*mindiff and holding>0 then begin sell(1,0,market);
a:=1;
end
if H>ref(hhv(h,todaybar),1)+5*MINDIFF and holding<0 then begin sellshort(1,0,market);
b:=1;
end
if time>=150000 then a:=0;
if time>=150000 then b:=0;部分代码,如果加上上边的变量会没有信号