根据阿火：后台下单模板；编写的模型。
if holding=0 then
buy(val1>0,100,LIMIT,O,0);
buyshort(val1>0,100,LIMIT,O,0);
ee:=enterprice;
//多头平仓
IF (h-ee)>3 and (h-ee)<50 THEN SELL(1,10,LIMIT,ee+3,0),ORDERQUEUE;
SELL(1,10,LIMIT,EXITPRICE+3,0),ORDERQUEUE;
IF (ee-l)>1 and (ee-l)<50 THEN SELL(1,10,LIMIT,ee-1,0),ORDERQUEUE;
SELL(1,10,LIMIT,EXITPRICE-3,0),ORDERQUEUE;
IF TSELLHOLDING(1)>0 THEN BEGIN
//空头平仓
IF (h-ee)>1 and (h-ee)<50 THEN SELLSHORT(1,10,LIMIT,ee+1,0),ORDERQUEUE;
SELLSHORT(1,10,LIMIT,EXITPRICE+3,0),ORDERQUEUE;
IF (ee-l)>3 and (ee-l)<50 THEN SELLSHORT(1,10,LIMIT,ee-3,0),ORDERQUEUE;
SELLSHORT(1,10,LIMIT,EXITPRICE-3,0),ORDERQUEUE;
tm:=50;//撤单时间
cc800988:=holding;
drawtextex(1,1,800,0,'虚拟持仓为：'+numtostr(cc800988,0));//在图表上输入虚拟持仓监控
if not(islastbar) or workmode<>1 then exit;
xiadan800988:=cc800988-hold;
if xiadan800988>0.5 and tsubmit(0)>tm then tcancelex(0,0,cc800988,stklabel);//撤单功能。
tsell(1,10,mkt);
tsellshort(1,10,mkt);
if xiadan800988>0.5 then begin
cang:=min(xiadan800988,abs(hold));
if hold<0 then begin
if (h-ee)>1 and (h-ee)<50 then
tsellshort(1,10,LMT,tenterprice+1,0,'800988'),ALLOWREPEAT;
tsellshort(1,10,LMT,TEXITPRICE+3,0,'800988'),ALLOWREPEAT;
if (ee-l)>3 and (ee-l)<50 then
tsellshort(1,10,LMT,tenterprice-3,0,'800988'),ALLOWREPEAT;
tsellshort(1,10,LMT,TEXITPRICE-3,0,'800988'),ALLOWREPEAT;
debugfile('D:\800988.txt',numtostr(hold,0)+' '+numtostr(cc800988,0)+' 平空 %.0f',cang);
end
cang:=xiadan800988+min(hold,0);
if cang>0 then begin
if (TIME>=085600 AND TIME<=90000) then
tbuy(1,100,LMT,DYNAINFO(54),0,'800988');
if (currenttime>=93000 and currenttime>=144000) then
tbuy(1,100,LMT,O,0,'800988'),ALLOWREPEAT;
debugfile('D:\800988.txt',numtostr(hold,0)+' '+numtostr(cc800988,0)+' 开多 %.0f',cang);
end
end
if xiadan800988<-0.5 then begin
cang:=min(abs(xiadan800988),abs(hold));
if hold>0 then begin
if (h-ee)>3 and (h-ee)<50 then
tsell(1,10,LMT,tenterprice+3,0,'800988'),ALLOWREPEAT;
tsell(1,10,LMT,TEXITPRICE+3,0,'800988'),ALLOWREPEAT;
if (ee-l)>1 and (ee-l)<50 then
tsell(1,10,LMT,tenterprice-1,0,'800988'),ALLOWREPEAT;
tsell(1,10,LMT,TEXITPRICE-3,0,'800988'),ALLOWREPEAT;
debugfile('D:\800988.txt',numtostr(hold,0)+' '+numtostr(cc800988,0)+' 平多 %.0f',cang);
end
cang:=abs(xiadan800988)-max(hold,0);
if cang>0 then begin
if (TIME>=085600 AND TIME<=90000) then
tbuyshort(1,100,LMT,DYNAINFO(55),0,'800988');
if (currenttime>=93000 and currenttime>=144000) then
tbuyshort(1,100,LMT,O,0,'800988'),ALLOWREPEAT;
debugfile('D:\800988.txt',numtostr(hold,0)+' '+numtostr(cc800988,0)+' 开空 %.0f',cang);
end
end
end
hold:=cc800988;
在图上看不到与阿火一样的标示。
请问那里出了问题。
这是阿火模型；Globalvariable:hold=drawnull;
//蓝色部分改为你自己的模型
buycond:=h>ref(hhv(h,10),1);
sellcond:=l<ref(llv(l,10),1);
if holding>0 and sellcond then sell(1,1,market);
if holding<0 and buycond then sellshort(1,1,market);
if holding=0 and buycond then buy(1,1,market);
if holding=0 and sellcond then buyshort(1,1,market);
cc800988:=holding;//这句放在信号稳定的地方
drawtextex(1,1,800,0,'虚拟持仓为：'+numtostr(cc800988,0));//在图表上输入虚拟持仓以便监控
if not(islastbar) or workmode<>1 then exit;
xiadan800988:=cc800988-hold;
if xiadan800988>0.5 then begin
cang:=min(xiadan800988,abs(hold));
if hold<0 then begin
tsellshort(1,cang,mkt,0,0,'800988'),allowrepeat;
debugfile('D:\800988.txt',numtostr(hold,0)+' '+numtostr(cc800988,0)+' 平空 %.0f',cang);
end
cang:=xiadan800988+min(hold,0);
if cang>0 then begin
tbuy(1,cang,mkt,0,0,'800988'),allowrepeat;
debugfile('D:\800988.txt',numtostr(hold,0)+' '+numtostr(cc800988,0)+' 开多 %.0f',cang);
end
end
if xiadan800988<-0.5 then begin
cang:=min(abs(xiadan800988),abs(hold));
if hold>0 then begin
tsell(1,cang,mkt,0,0,'800988'),allowrepeat;
debugfile('D:\800988.txt',numtostr(hold,0)+' '+numtostr(cc800988,0)+' 平多 %.0f',cang);
end
cang:=abs(xiadan800988)-max(hold,0);
if cang>0 then begin
tbuyshort(1,cang,mkt,0,0,'800988'),allowrepeat;
debugfile('D:\800988.txt',numtostr(hold,0)+' '+numtostr(cc800988,0)+' 开空 %.0f',cang);
end
end
hold:=cc800988;