sss:DYNAINFO(4);
kd:=c>sss+n*mindiff;// nainfo(7)>ss+n*mindiff;
kk:=c<sss-n*mindiff;//nainfo(7)<ss-n*mindiff;
多开:=kd ;
空开:=kk;
空平:=kd;
多平:=kk;
long:=kd and time>=090001 and time<=145800 ;//ref(line<c,1) and time>=090000 and time<=145800;
if long then
begin
sellshort(holding<0,holding,limitr,c);
buy(holding=0,1,limitr,c);
end
short:=kk and time>=090001 and time<=145800;//ref(line>c,1) and time>=090000 and time<=145800;
if short then
begin
sell(holding>0,holding,limitr,c);
buyshort(holding=0,1,limitr,c);
end
sell(kk or (time>=145800 and holding>0),0,thisclose);
sellshort(kd or (time>=145800 and holding<0),0,thisclose);
{平多}EXITLONG:kk ,TFILTER;
{平空}EXITSHORT:kd ,TFILTER;
{开多}ENTERLONG:kd ,TFILTER;
{开空}ENTERSHORT:kk ,TFILTER;
sss:DYNAINFO(4);
改成
sss:valuewhen(todaybar=1,open);
上面是公式原文,现在金字塔编译时不通过,不可以同时有SELL,BUY新的开多开空和旧的EXITLONG等命令。
{平多}EXITLONG:kk ,TFILTER;
{平空}EXITSHORT:kd ,TFILTER;
{开多}ENTERLONG:kd ,TFILTER;
{开空}ENTERSHORT:kk ,TFILTER;
这4句要删掉,还有我前面说的也要改