以前我是做白盘的,现在增加了夜盘,怎么修改就和只有白盘的策略一样
白糖:突破日内前10根K线的高点做多,突破低点做空。有夜盘后还是突破上午9点后10根K线的高低点做单,老师,怎样修改呢
INPUT:NOFFSET(1,1,20,1);
INPUT:E(50,10,50,2);
INPUT:F(105,50,150,5);
INPUT:A(10,3,30,1);
N1:=BARSLAST(DATE<>REF(DATE,1))+1;//限定日内开始计算
HH:=VALUEWHEN(N1=A,HHV(H,N1));//日内前10根K线的最高价
LL:=VALUEWHEN(N1=A,LLV(L,N1));//日内前10根K线的最低价
IF TIME=CLOSETIME(0) THEN
BEGIN
N:=0;
M:=0;//一天只交易一次
END
LONG:=N1>A AND N=0 AND HOLDING=0 AND TIME<144000;
//开仓条件
IF LONG AND HIGH>HH THEN
BEGIN
MYPRICE:=HH+NOFFSET*MINDIFF;
BUY(1,1,LIMITR,MYPRICE),IGNORECHECKPRICE;
N:=N+1;
END
IF LONG AND LOW<LL THEN
BEGIN
MYPRICE:=LL-NOFFSET*MINDIFF;
BUYSHORT(1,1,LIMITR,MYPRICE),IGNORECHECKPRICE;
N:=N+1;
END
//平仓条件
IF TIME>145000 AND M=0 THEN
BEGIN
MYPRICE1:=OPEN-NOFFSET*MINDIFF;
MYPRICE2:=OPEN+NOFFSET*MINDIFF;
SELL(HOLDING>0,0,LIMITR,MYPRICE1),IGNORECHECKPRICE;
SELLSHORT(HOLDING<0,0,LIMITR,MYPRICE2),IGNORECHECKPRICE;
M:=M+1;
END
1分钟周期的话就是把
N1:=BARSLAST(DATE<>REF(DATE,1))+1;//限定日内开始计算
HH:=VALUEWHEN(N1=A,HHV(H,N1));//日内前10根K线的最高价
LL:=VALUEWHEN(N1=A,LLV(L,N1));//日内前10根K线的最低价
改成
HH:=VALUEWHEN(time=131000,HHV(H,10));//日内前10根K线的最高价
LL:=VALUEWHEN(time=131000,LLV(L,10));//日内前10根K线的最低价