你好,老师。编写了交易程序,日内交易,按照EXPMA的1分钟线操作。调试这个交易系统,毫无反应。
INPUT:m1(10,1,999);//EXPMA1参数
INPUT:m2(120,1,999);//EXPMA2参数
INPUT:SS(1,1,999);
EXPMA1:EMA(C,M1);
EXPMA2:EMA(C,M2);
KD1:=CROSS(EXPMA1,EXPMA2);
KK1:=CROSS(EXPMA2,EXPMA1);
PD1:=CROSS(EXPMA2,EXPMA1);
PK1:=CROSS(EXPMA1,EXPMA2);
KD:=REF(KD1,1);
KK:=REF(KK1,1);
PD:=REF(PD1,1);
PK:=REF(PK1,1);
KCSJ:=(TIME>=133000 AND TIME<=185000) OR (TIME>=010000 AND TIME<=062000);
PCSJ:= (TIME>062000 AND TIME<=063000) OR (TIME>185000 AND TIME<=190000);
IF KD and kcsj AND HOLDING<=0 AND (EXITBARS>0 OR EXITBARS=-1) THEN
BEGIN
SELLSHORT(HOLDING<0,0,LIMITR,OPEN);
BUY(HOLDING=0,SS,LIMITR,OPEN);
END
IF KK and kcsj AND HOLDING>=0 AND (EXITBARS>0 OR EXITBARS=-1) THEN
BEGIN
SELL(HOLDING>0,0,LIMITR,OPEN);
BUYSHORT(HOLDING=0,SS,LIMITR,OPEN);
END
IF PK AND HOLDING<0 THEN
BEGIN
SELLSHORT(HOLDING=0,SS,LIMITR,OPEN);
END
IF PD AND HOLDING>0 THEN
BEGIN
SELL(HOLDING>0,0,LIMITR,OPEN);
END
//abb1:=(time0-timetot0(dynainfo(207))<=180) AND time>=150000;
//abb2:=not(islastbar) AND time>=150000;
if PCSJ then begin
if holding>0 then sell(1,0,thisclose);
if holding<0 then sellshort(1,0,thisclose);
end
持仓:holding,linethick0;
资产:asset,noaxis,coloryellow;
可用现金:cash(0),linethick0;