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标题：为什么会重复开仓？
1楼
kiseki_lyo 发表于：2014/4/1 14:30:09
此主题相关图片如下：hhh.jpg
后台交易的问题
用股指30秒在做测试，不知道为什么，每次开平仓都会有同样价格，相反方向的单子刷进去，然后几乎同时间马上又出来
请看图片。。。
我用的代码是这样的
Globalvariable:hold=drawnull;
//自有模型
cc807385:=holding;//这句放在信号稳定的地方
drawtextex(1,1,800,0,'虚拟持仓为：'+numtostr(cc807385,0));//在图表上输入虚拟持仓以便监控
if not(islastbar) or workmode<>1 then exit;
xiadan807385:=cc807385-hold;
cang:=xiadan807385+min(hold,0);
if cang>0 then begin
tbuy(1,cang,lmt,委托价,0,'807385'),allowrepeat;
debugfile('D:\807385.txt',numtostr(hold,0)+' '+numtostr(cc807385,0)+' 开多 %.0f',cang);
end
cang:=abs(xiadan807385)-max(hold,0);
if cang>0 then begin
tbuyshort(1,cang,lmt,委托价,0,'807385'),allowrepeat;
debugfile('D:\807385.txt',numtostr(hold,0)+' '+numtostr(cc807385,0)+' 开空 %.0f',cang);
end
if xiadan807385<-0.5 then begin
cang:=min(abs(xiadan807385),abs(hold));
if hold>0 then begin
tsell(1,cang,lmt,委托价,0,'807385'),allowrepeat;
debugfile('D:\807385.txt',numtostr(hold,0)+' '+numtostr(cc807385,0)+' 平多 %.0f',cang);
end
end
if xiadan807385<-0.5 then begin
cang:=min(abs(xiadan807385),abs(hold));
if hold>0 then begin
tsell(1,cang,lmt,委托价,0,'807385'),allowrepeat;
debugfile('D:\807385.txt',numtostr(hold,0)+' '+numtostr(cc807385,0)+' 平多 %.0f',cang);
end
end
if xiadan807385>0.5 then begin
cang:=min(xiadan807385,abs(hold));
if hold<0 then begin
tsellshort(1,cang,lmt,委托价,0,'807385'),allowrepeat;
debugfile('D:\807385.txt',numtostr(hold,0)+' '+numtostr(cc807385,0)+' 平空 %.0f',cang);
end
end
if xiadan807385>0.5 then begin
cang:=min(xiadan807385,abs(hold));
if hold<0 then begin
tsellshort(1,cang,lmt,委托价,0,'807385'),allowrepeat;
debugfile('D:\807385.txt',numtostr(hold,0)+' '+numtostr(cc807385,0)+' 平空 %.0f',cang);
end
end
hold:=cc807385;
cc:=holding;
if not(islastbar) or workmode<>1 then exit;
tm:=1;//撤单时间
ac:='807385';//下单账户
wt:=tremainqty(0,ac,stklabel);
buyhold:=tbuyholdingex(ac,stklabel,1);
sellhold:=tsellholdingex(ac,stklabel,1);
if wt>0.5 and tsubmit(0)>tm then tcancelex(1,0,ac,stklabel);//如果用软件自带的撤单功能，这句删除。
if wt<0.5 then begin
kc1:=max(cc,0)-buyhold;
kc2:=abs(min(cc,0))-sellhold;
if kc1<-0.5 then tsell(1,abs(kc1),mkt,0,0,ac),allowrepeat;
if kc2<-0.5 then tsellshort(1,abs(kc2),mkt,0,0,ac),allowrepeat;
if sellhold<0.5 and kc1>0.5 then tbuy(1,kc1,mkt,0,0,ac),allowrepeat;
if buyhold<0.5 and kc2>0.5 then tbuyshort(1,kc2,mkt,0,0,ac),allowrepeat;
end
请问问题出在哪儿？
[此贴子已经被作者于2014/4/1 14:31:31编辑过]
2楼
jinzhe 发表于：2014/4/1 14:39:07公式里面的委托价是多少？
3楼
kiseki_lyo 发表于：2014/4/1 14:40:38MAX(OPEN,H1)
min(open,l1)
这样的。。。
4楼
jinzhe 发表于：2014/4/1 14:46:24两个值？怎么赋值给委托价的？
5楼
kiseki_lyo 发表于：2014/4/1 14:48:35我有一个图标的程序
套在中间
后面是后台的模版
6楼
jinzhe 发表于：2014/4/1 15:00:11发出完整的代码。
7楼
kiseki_lyo 发表于：2014/4/1 15:24:21我随便写了一个套
大概是这样的代码
Globalvariable:hold=drawnull;
H1:=REF(HHV(H,20),1);
L1:=REF(LLV(L,20),1);
H2:=REF(HHV(H,10),1);
L2:=REF(LLV(L,10),1);
ENTRYLONGCOND:=H>H1 ;
ENTRYSHORTCOND:=L<L1 ;
IF (HOLDING = 0) AND ENTRYLONGCOND THEN
BEGIN
BUY(1,5,LIMITR,MAX(OPEN,H1),1),orderqueue,IGNORECHECKPRICE;
END
IF (HOLDING = 0) AND ENTRYSHORTCOND THEN
BEGIN
BUYSHORT(1,5,LIMITR,MIN(OPEN,L1),1),orderqueue,IGNORECHECKPRICE;
END
IF (HOLDING > 0) AND (ENTERBARS > 0) and LOW<=L2 THEN
BEGIN
SELL(1,HOLDING,LIMITR,MIN(OPEN,L2),1),orderqueue,IGNORECHECKPRICE;
END
END
IF (HOLDING < 0) AND (ENTERBARS > 0) and HIGH>=H2 THEN
BEGIN
SELLSHORT(1,HOLDING,LIMITR,MA(OPEN,H2),1),orderqueue,IGNORECHECKPRICE;
END
END
cc807385:=holding;
drawtextex(1,1,800,0,'虚拟持仓为：'+numtostr(cc807385,0));//在图表上输入虚拟持仓以便监控
if not(islastbar) or workmode<>1 then exit;
xiadan807385:=cc807385-hold;
cang:=xiadan807385+min(hold,0);
if cang>0 then begin
tbuy(1,cang,lmt,MAX(OPEN,H1),0,'807385');
debugfile('D:\807385.txt',numtostr(hold,0)+' '+numtostr(cc807385,0)+' 开多 %.0f',cang);
end
cang:=abs(xiadan807385)-max(hold,0);
if cang>0 then begin
tbuyshort(1,cang,lmt,MIN(OPEN,L1),0,'807385');
debugfile('D:\807385.txt',numtostr(hold,0)+' '+numtostr(cc807385,0)+' 开空 %.0f',cang);
end
if xiadan807385<-0.5 then begin
cang:=min(abs(xiadan807385),abs(hold));
if hold>0 then begin
tsell(1,cang,lmt,MIN(OPEN,L2),0,'807385');
debugfile('D:\807385.txt',numtostr(hold,0)+' '+numtostr(cc807385,0)+' 平多 %.0f',cang);
end
end
if xiadan807385>0.5 then begin
cang:=min(xiadan807385,abs(hold));
if hold<0 then begin
tsellshort(1,cang,lmt,MAX(OPEN,H2),0,'807385');
debugfile('D:\807385.txt',numtostr(hold,0)+' '+numtostr(cc807385,0)+' 平空 %.0f',cang);
end
end
hold:=cc807385;
cc:=holding;
if not(islastbar) or workmode<>1 then exit;
tm:=1;//撤单时间
ac:='807385';//下单账户
wt:=tremainqty(0,ac,stklabel);
buyhold:=tbuyholdingex(ac,stklabel,1);
sellhold:=tsellholdingex(ac,stklabel,1);
if wt>0.5 and tsubmit(0)>tm then tcancelex(1,0,ac,stklabel);
if wt<0.5 then begin
kc1:=max(cc,0)-buyhold;
kc2:=abs(min(cc,0))-sellhold;
if kc1<-0.5 then tsell(1,abs(kc1),mkt,0,0,ac),allowrepeat;
if kc2<-0.5 then tsellshort(1,abs(kc2),mkt,0,0,ac),allowrepeat;
if sellhold<0.5 and kc1>0.5 then tbuy(1,kc1,mkt,0,0,ac),allowrepeat;
if buyhold<0.5 and kc2>0.5 then tbuyshort(1,kc2,mkt,0,0,ac),allowrepeat;
end
8楼
jinzhe 发表于：2014/4/1 15:34:27这个策略编译不通过。。。
就不能直接点吗。。。不是这里不对就是那里不对。浪费了这么多时间，都收盘了
9楼
kiseki_lyo 发表于：2014/4/1 15:44:50不好意思啊。。。刚刚代码没检查
这个应该可以了。
Globalvariable:hold=drawnull;
H1:=REF(HHV(H,20),1);
L1:=REF(LLV(L,20),1);
H2:=REF(HHV(H,10),1);
L2:=REF(LLV(L,10),1);
ENTRYLONGCOND:=H>H1 ;
ENTRYSHORTCOND:=L<L1 ;
IF (HOLDING = 0) AND ENTRYLONGCOND THEN
BEGIN
BUY(1,5,LIMITR,MAX(OPEN,H1),1),orderqueue,IGNORECHECKPRICE;
END
IF (HOLDING = 0) AND ENTRYSHORTCOND THEN
BEGIN
BUYSHORT(1,5,LIMITR,MIN(OPEN,L1),1),orderqueue,IGNORECHECKPRICE;
END
IF (HOLDING > 0) AND (ENTERBARS > 0) and LOW<=L2 THEN
BEGIN
SELL(1,HOLDING,LIMITR,MIN(OPEN,L2),1),orderqueue,IGNORECHECKPRICE;
END
IF (HOLDING < 0) AND (ENTERBARS > 0) and HIGH>=H2 THEN
BEGIN
SELLSHORT(1,HOLDING,LIMITR,MAX(OPEN,H2),1),orderqueue,IGNORECHECKPRICE;
END
cc807385:=holding;
drawtextex(1,1,800,0,'虚拟持仓为：'+numtostr(cc807385,0));//在图表上输入虚拟持仓以便监控
if not(islastbar) or workmode<>1 then exit;
xiadan807385:=cc807385-hold;
cang:=xiadan807385+min(hold,0);
if cang>0 then begin
tbuy(1,cang,lmt,MAX(OPEN,H1),0,'807385');
debugfile('D:\807385.txt',numtostr(hold,0)+' '+numtostr(cc807385,0)+' 开多 %.0f',cang);
end
cang:=abs(xiadan807385)-max(hold,0);
if cang>0 then begin
tbuyshort(1,cang,lmt,MIN(OPEN,L1),0,'807385');
debugfile('D:\807385.txt',numtostr(hold,0)+' '+numtostr(cc807385,0)+' 开空 %.0f',cang);
end
if xiadan807385<-0.5 then begin
cang:=min(abs(xiadan807385),abs(hold));
if hold>0 then begin
tsell(1,cang,lmt,MIN(OPEN,L2),0,'807385');
debugfile('D:\807385.txt',numtostr(hold,0)+' '+numtostr(cc807385,0)+' 平多 %.0f',cang);
end
end
if xiadan807385>0.5 then begin
cang:=min(xiadan807385,abs(hold));
if hold<0 then begin
tsellshort(1,cang,lmt,MAX(OPEN,H2),0,'807385');
debugfile('D:\807385.txt',numtostr(hold,0)+' '+numtostr(cc807385,0)+' 平空 %.0f',cang);
end
end
hold:=cc807385;
cc:=holding;
if not(islastbar) or workmode<>1 then exit;
tm:=1;//撤单时间
ac:='807385';//下单账户
wt:=tremainqty(0,ac,stklabel);
buyhold:=tbuyholdingex(ac,stklabel,1);
sellhold:=tsellholdingex(ac,stklabel,1);
if wt>0.5 and tsubmit(0)>tm then tcancelex(1,0,ac,stklabel);
if wt<0.5 then begin
kc1:=max(cc,0)-buyhold;
kc2:=abs(min(cc,0))-sellhold;
if kc1<-0.5 then tsell(1,abs(kc1),mkt,0,0,ac),allowrepeat;
if kc2<-0.5 then tsellshort(1,abs(kc2),mkt,0,0,ac),allowrepeat;
if sellhold<0.5 and kc1>0.5 then tbuy(1,kc1,mkt,0,0,ac),allowrepeat;
if buyhold<0.5 and kc2>0.5 then tbuyshort(1,kc2,mkt,0,0,ac),allowrepeat;
end
10楼
jinzhe 发表于：2014/4/1 15:47:12这个图表的语句只是用来判断holding的吧？