共4 条记录, 每页显示 10 条, 页签: [1]

标题：[求助]持仓与反手，急~~

1楼

msy0985 发表于：2011/10/25 21:41:32

if holding>0 and (ek2) then begin
sell(1,holding,limitr,c),ORDERQUEUE;
buyshort(1 and time>091000,ss,limitr,c),ORDERQUEUE;
end

if holding<0 and (ed2) then begin
sellshort(1,holding,limitr,c),ORDERQUEUE;
buy(1 and time>091000,ss,limitr,c),ORDERQUEUE;
end

buy(ed1 and holding=0,ss,limitr,c);
buyshort(ek1 and holding=0,ss,limitr,c);

buy((d4) and holding=0,ss,limitr,c);
buyshort((k4) and holding=0,ss,limitr,c);

是这样：当d4 k4持仓遇到ed2 ek2不反手

2楼

just 发表于：2011/10/26 9:24:30

不清楚楼主的 D4 K4等条件是什么，所以我自己随意的定义了下，测试结果是有反手的

ek2:=cross (ma(c,5),ma(c,10));
ed2:=cross (ma(c,10),ma(c,5));
ss:=10;
ed1:=c>ref(c,1);
ek1:=c<ref(c,1);
d4:=c>o;
k4:=c<h;

if holding>0 and (ek2) then begin
sell(1,holding,limitr,c),ORDERQUEUE;
buyshort(time>091000,ss,limitr,c),ORDERQUEUE;
end

if holding<0 and (ed2) then begin
sellshort(1,holding,limitr,c),ORDERQUEUE;
buy(time>091000,ss,limitr,c),ORDERQUEUE;
end

buy((d4) and holding=0,ss,limitr,c);
buyshort((k4) and holding=0,ss,limitr,c);

[此贴子已经被作者于2011-10-26 9:53:02编辑过]

3楼

msy0985 发表于：2011/10/26 10:25:37

您误解了，我写的是我需要得到的答案

4楼

just 发表于：2011/10/26 10:37:39

反手1:=ed1 and time>091000;

反手2:=ek1 and time>091000;

if holding>0 and (ek2) then begin
sell(1,holding,limitr,c),ORDERQUEUE;
buyshort(反手1,ss,limitr,c),ORDERQUEUE;
end

if holding<0 and (ed2) then begin
sellshort(1,holding,limitr,c),ORDERQUEUE;
buy(反手2,ss,limitr,c),ORDERQUEUE;
end

buy(ed1 and holding=0,ss,limitr,c);
buyshort(ek1 and holding=0,ss,limitr,c);

buy((d4) and holding=0,ss,limitr,c);
buyshort((k4) and holding=0,ss,limitr,c);

是这样：当d4 k4持仓遇到ed2 ek2不反手

是这个意思吗？

[此贴子已经被作者于2011-10-26 10:38:28编辑过]

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