//今天开盘跳空昨天,同时要第一个30分钟收阳 就下一个30分钟的开盘进场
//中间变量
N:=barslast(date<>ref(date,1))+1;
preDayHigh:ref(hhv(h,N),N); //昨日最高价
preDayLOW:ref(LLv(L,N),N);//昨日最低价
A:=VALUEWHEN(TIME=094500,CLOSE);
B:=VALUEWHEN(DATE<>REF(DATE,1),OPEN);
//交易条件
开多条件:=OPEN>preDayHigh AND A>B AND TIME<101500;
平多条件:=CLOSE>=ENTERPRICE+50 OR CLOSE<=ENTERPRICE-7 ;
开空条件:=OPEN<preDayLOW AND A<B AND TIME<101500;
平空条件:=CLOSE<=ENTERPRICE-50 OR CLOSE>=ENTERPRICE+7;
//交易系统
SELLSHORT(平空条件 and HOLDING<0,HOLDING,market);
BUY(开多条件 and HOLDING=0,30%,market);
SELL(平多条件 and HOLDING>0,HOLDING,market);
BUYSHORT(开空条件 and HOLDING=0,30%,market);
请问老师们,怎么把走出10点就成本止损加入其中呢?(走出10点成本止损怎么写代码)
谢谢!
if hhv(h,enterbars+1)>(enterprice+10*mindiff) and l<=enterprice and holding>0 then sell(1,0,market);
if llv(l,enterbars+1)<(enterprice-10*mindiff) and h>=enterprice and holding<0 then sellshort(1,0,market);
//今天开盘跳空昨天,同时要第一个30分钟收阳 就下一个30分钟的开盘进场
//中间变量
N:=barslast(date<>ref(date,1))+1;
preDayHigh:ref(hhv(h,N),N); //昨日最高价
preDayLOW:ref(LLv(L,N),N);//昨日最低价
A:=VALUEWHEN(TIME=094500,CLOSE);
B:=VALUEWHEN(DATE<>REF(DATE,1),OPEN);
//交易条件
开多条件:=OPEN>preDayHigh AND A>B AND TIME<101500;
平多条件:=CLOSE>=ENTERPRICE+50*MINDIFF OR CLOSE<=ENTERPRICE-7*MINDIFF;
开空条件:=OPEN<preDayLOW AND A<B AND TIME<101500;
平空条件:=CLOSE<=ENTERPRICE-50*MINDIFF OR CLOSE>=ENTERPRICE+7*MINDIFF;
//交易系统
if llv(l,enterbars+1)<(enterprice-10*mindiff) and h>=enterprice and holding<0 then
sellshort(1,0,market);
else
SELLSHORT(平空条件 and HOLDING<0,HOLDING,market);
BUY(开多条件 and HOLDING=0,30%,market);
if hhv(h,enterbars+1)>(enterprice+10*mindiff) and l<=enterprice and holding>0 then
sell(1,0,market);
else
sell(平多条件 and HOLDING>0,HOLDING,market);
BUYSHORT(开空条件 and HOLDING=0,30%,market);
你好,我把老师教的代码加进去了,测试结果是该成本止损的都成本止损了,但是止盈没有执行,我的是盈利50点平仓
因在学习阶段,很多不懂,麻烦了~~~
是的,不知道该怎么加进去,用上面的测试,结果不对。。烦请赐教..谢谢!
固定止盈50点
if holding>0 and h-enterprice>50 then sell(1,0,market);
if holding<0 and enterprice-l>=50 then sellshort(1,0,market);
//中间变量
N:=barslast(date<>ref(date,1))+1;
preDayHigh:ref(hhv(h,N),N); //昨日最高价
preDayLOW:ref(LLv(L,N),N);//昨日最低价
A:=VALUEWHEN(TIME=094500,CLOSE);
B:=VALUEWHEN(DATE<>REF(DATE,1),OPEN);
//交易系统
if holding<0 and enterprice-l>=50 then sellshort(1,0,market);
if llv(l,enterbars+1)<(enterprice-10*mindiff) and h>=enterprice and holding<0 then
sellshort(1,0,market);
else
sellshort(CLOSE>=enterprice+12*mindiff and HOLDING<0,HOLDING,market);
if OPEN>preDayHigh AND A>B AND TIME<101500 and HOLDING=0 then buy(1,0,market);
if holding>0 and h-enterprice>50 then sell(1,0,market);
if (hhv(h,enterbars+1)>(enterprice+10*mindiff) and l<=enterprice and holding>0) then
sell(1,0,market);
else
sell(CLOSE<=enterprice+12*mindiff and HOLDING>0,HOLDING,market);
if OPEN<preDayLOW AND A<B AND TIME<101500 and HOLDING=0 then BUYSHORT(1,0,market);
大哥,测试结果还是不对,请问我是不是哪里错了呢?
测试的IF,今天跳空昨天,下一个30分钟的开盘进场,止损12,止盈50,走出10点成本止损....