平空:SELLSHORT(PK and holding<0,1,LIMIT,OPEN),IGNORECHECKPRICE; //平空信号
开多:BUY(KD AND HOLDING=0,1,LIMIT,C-2*MINDIFF),IGNORECHECKPRICE; //开多信号
平多:SELL(PD and HOLDING>0,1,limit,OPEN),IGNORECHECKPRICE; //平多信号
开空:BUYSHORT(KK AND HOLDING=0,1,LIMIT,C+2*MINDIFF),IGNORECHECKPRICE;
就是说上面的内容
开多为开空,平多为平空,可是涉及到了限价交易,如滑点的加减,怎么办呢
应当怎么编
比如滑点一个点,那么就在开多平空价位后面+mindiff ,在平多开空价位后面-mindiff