Rss & SiteMap

金字塔客服中心 - 专业程序化交易软件提供商 http://www.weistock.com/bbs/

专业程序化软件提供商
共2 条记录, 每页显示 10 条, 页签: [1]
[浏览完整版]

标题:模型编写问题

1楼
lliang1022 发表于:2014/11/19 16:03:16

测试中多单能平,但空单平不了。请帮忙看看是什么回事?

谢谢

 

MID:=MA(C,30);
TMP2:=STD(C,30);
TOP:=MID+2*TMP2;
BOTTOM:=MID-2*TMP2;

 

TT:=C<0.99*enterprice+10*INTPART((HH-enterprice)/10)+0.01*enterbars*ATR;
UU:=C>1.01*enterprice-10*INTPART((enterprice-LL)/10)-0.01*enterbars*ATR;

PD1:=TT||CROSS(EMA60,EMA10)||C>1.01*enterprice&&(H-MAX(O,C))/C>0.005;
PK1:=UU||CROSS(EMA10,EMA60)||C<0.99*enterprice&&(MIN(O,C)-L)/C>0.005;

PD2:=C<MA20||enterbars=1&&H-MAX(O,C)>ABS(O-C)&&CROSS(TOP,C)||C>1.01*enterprice&&(H-MAX(O,C))/C>0.005;
PK2:=C>MA20||enterbars=1&&MIN(O,C)-L>ABS(O-C)&&CROSS(C,BOTTOM)||C<0.99*enterprice&&(MIN(O,C)-L)/C>0.005;

 

SELL(holding>0&&IFELSE(REF(C,enterbars)>REF(TOP,enterbars)&&REF(C,enterbars)>EMA10,PD2,PD1),5,THISCLOSE);
sellshort(holding>0&&IFELSE(REF(C,enterbars)<REF(BOTTOM,enterbars)&&REF(C,enterbars)<EMA10,PK2,PK1),5,THISCLOSE);

2楼
jinzhe 发表于:2014/11/19 16:14:30
请贴全代码,不要只贴一部分
共2 条记录, 每页显示 10 条, 页签: [1]


Powered By Dvbbs Version 8.3.0
Processed in 0.03125 s, 3 queries.