为了测试后天程序化交易,我写了下面的程序,突破上一个K线的高低点就进场,但是一直没有交易,请问是哪里出现了问题?
hi:=ref(hhv(h,1),1);
lo:=ref(llv(l,1),1);
buycond:=h>hi;
sellcond:=l<lo;
HO:=HOLDING,LINETHICK0;
AA:=REF(holding,EXITBARS),LINETHICK0;
平空:sellshort(buycond and HO<0,0,marketr),orderqueue;
平多:sell(sellcond and HO>0,0,marketr),orderqueue;
损空:sellshort(H>=(ENTERPRICE*1.01) AND HO<0,0,marketr),orderqueue;
损多:sell(L<=(ENTERPRICE*0.99) and HO>0,0,marketr),orderqueue;
开多:buy(buycond and (HO<0 OR (HO=0 AND AA<=0)),50%,marketr),orderqueue;
开空:buyshort(sellcond and (HO>0 OR (HO=0 AND AA>=0)),50%,marketr),orderqueue;
你写的是图表程序,要运行此程序是要用图表交易而不是后台交易
就这个简单的模型,能不能帮我改为后台模式啊?谢谢了
hi:=ref(hhv(h,1),1);
lo:=ref(llv(l,1),1);
buycond:=h>hi;
sellcond:=l<lo;
HO:=THOLDING,LINETHICK0;
AA:=REF(tholding,tEXITBARS),LINETHICK0;
平空:tsellshort(buycond and HO<0,0,mkt),orderqueue;
平多:tsell(sellcond and HO>0,0,mkt),orderqueue;
损空:tsellshort(H>=(tENTERPRICE*1.01) AND HO<0,0,mkt),orderqueue;
损多:tsell(L<=(tENTERPRICE*0.99) and HO>0,0,mkt),orderqueue;
开多:tbuy(buycond and (HO<0 OR (HO=0 AND AA<=0)),50%,mkt),orderqueue;
开空:tbuyshort(sellcond and (HO>0 OR (HO=0 AND AA>=0)),50%,mkt),orderqueue;
复制过去后还是没有反应,还需要设置哪里吗?
我的设置是附近这样的,点启动预警后一直没反应

此主题相关图片如下:qq截图20141219100522.png

开仓条件不要加texitbars判断,你都没开仓,哪里会有平仓周期?
把那个条件删了还是不行
hi:=ref(hhv(h,1),1);
lo:=ref(llv(l,1),1);
buycond:=h>hi;
sellcond:=l<lo;
HO:=THOLDING,LINETHICK0;
AA:=REF(tholding,tEXITBARS),LINETHICK0;
平空:tsellshort(buycond and HO<0,0,mkt),orderqueue;
平多:tsell(sellcond and HO>0,0,mkt),orderqueue;
损空:tsellshort(H>=(tENTERPRICE*1.01) AND HO<0,0,mkt),orderqueue;
损多:tsell(L<=(tENTERPRICE*0.99) and HO>0,0,mkt),orderqueue;
开多:tbuy(buycond and (HO<0 OR HO=0),50%,mkt),orderqueue;
开空:tbuyshort(sellcond and (HO>0 OR HO=0),50%,mkt),orderqueue;