麻烦将下列开仓和平仓修改为固定1手。谢谢!
PRICE:=0;
IF (开多条件 AND (HOLDING = 0)) THEN
BEGIN
IF (LOW <= (DOWNBREAKTHROUGHLINE - ROUNDATR)) THEN
BEGIN
PRICE:=MIN((DOWNBREAKTHROUGHLINE - ROUNDATR),OPEN);
开多:BUY(1,40,LIMITR,PRICE,0);
END
END
PRICE:=0;
IF (开空条件 AND (HOLDING = 0)) THEN
BEGIN
IF (HIGH >= (UPBREAKTHROUGHLINE + ROUNDATR)) THEN
BEGIN
PRICE:=MAX((UPBREAKTHROUGHLINE + ROUNDATR),OPEN);
开空:BUYSHORT(1,40,LIMITR,PRICE,0);
END
END
把开平仓函数的第二个参数40改成1就是1手
PRICE:=0;
IF (开多条件 AND (HOLDING = 0)) THEN
BEGIN
IF (LOW <= (DOWNBREAKTHROUGHLINE - ROUNDATR)) THEN
BEGIN
PRICE:=MIN((DOWNBREAKTHROUGHLINE - ROUNDATR),OPEN);
开多:BUY(1,1,LIMITR,PRICE,0);
END
END
PRICE:=0;
IF (开空条件 AND (HOLDING = 0)) THEN
BEGIN
IF (HIGH >= (UPBREAKTHROUGHLINE + ROUNDATR)) THEN
BEGIN
PRICE:=MAX((UPBREAKTHROUGHLINE + ROUNDATR),OPEN);
开空:BUYSHORT(1,1,LIMITR,PRICE,0);
END
END
我也这样修改了,但模拟交易时还是开仓8手,不知什么原因?实盘就会开1手?谢谢!
从测试情况来看,前后下单手数还一致,获利后开仓手数会增加呢!
代码是固定一手,多下了单不是你设定了系数就是在策略其他地方还有下单语句