这个模型是做夜盘的,测试的时候怎么没有信号出现呢?
INPUT:NOFFSET(1,0,20,1);
HH:=VALUEWHEN(TIME=012500,HHV(C,5));//日内前5根K线的最高价
LL:=VALUEWHEN(TIME=012500,LLV(C,5));//日内前5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:=TIME>012500 AND N=0 AND HOLDING=0 AND TIME<054500;
//开仓条件
IF LONG AND HIGH>HH THEN
BEGIN
BUY(1,1,LIMITR,HH+NOFFSET*MINDIFF),IGNORECHECKPRICE;
N:=N+1;
END
IF LONG AND LOW<LL THEN
BEGIN
BUYSHORT(1,1,LIMITR,LL-NOFFSET*MINDIFF),IGNORECHECKPRICE;
N:=N+1;
END
//平仓条件
IF TIME>=025000 AND M=0 THEN
BEGIN
SELL(HOLDING>0,0,LIMITR,OPEN-NOFFSET*MINDIFF),IGNORECHECKPRICE;
SELLSHORT(HOLDING<0,0,LIMITR,OPEN+NOFFSET*MINDIFF),IGNORECHECKPRICE;
M:=M+1;
END
切换到k线图按F10
有对应的时间对照表
按您说的还是不行,请帮忙仔细看一下。
请详细的说明一下你的测评设置
测试时间段是?
白糖连续还是指数还是具体合约?