后台程序化

曲全福

老师，请将我下列图表程序化代码改为后台程序化代码 ，先谢谢了


ss:=intpart(20000/(c*multiplier*taccount(41)));

a10:=jdma20>0.62 and jdupper>0 and jdma5>1 and h>upper and (c-ref(c,1))/ref(c,1)*100>=0.08 and (h-ref(c,1))/ref(c,1)*100>=0.12;

a21:=jdma20<=0 and jdma5<=0;
a22:=c<ref(l,enterbars+1) and l<ma5;

buy(a10 and holding=0 ,ss ,market);
if c<enterprice then sell(a22 ,holding ,market);
if c<enterprice then sell(a21 ,holding ,market);
if c>enterprice then sell(a21 ,holding ,market);

b10:=jdma20<-0.62 and jdlower<-0 and jdma5<-1 and l<lower and (ref(c,1)-c)/c*100>=0.08 and (ref(c,1)-c)/c*100>=0.12 ;
b21:=jdma20>=0 and jdma5>=0;
b22:=c>ref(h,enterbars+1) and h>ma5;

buyshort(b10 and holding=0 ,ss ,market);
if c>enterprice then sellshort(b22 ,holding ,market);
if c>enterprice then sellshort(b21 ,holding ,market);
if c<enterprice then sellshort(b21 ,holding ,market);

技术010

参考如下范例：
ss:=intpart(20000/(c*multiplier*taccount(41)));

a10:=jdma20>0.62 and jdupper>0 and jdma5>1 and h>upper and (c-ref(c,1))/ref(c,1)*100>=0.08 and (h-ref(c,1))/ref(c,1)*100>=0.12;

a21:=jdma20<=0 and jdma5<=0;
a22:=c<ref(l,tenterbars+1) and l<ma5;

tbuy(a10 and tbuyholding(1)=0 ,ss ,mkt);
if c<tenterprice then tsell(a22 ,tbuyholding(1) ,mkt);
if c<tenterprice then tsell(a21 ,tbuyholding(1) ,mkt);
if c>tenterprice then tsell(a21 ,tbuyholding(1) ,mkt);

b10:=jdma20<-0.62 and jdlower<-0 and jdma5<-1 and l<lower and (ref(c,1)-c)/c*100>=0.08 and (ref(c,1)-c)/c*100>=0.12 ;
b21:=jdma20>=0 and jdma5>=0;
b22:=c>ref(h,tenterbars+1) and h>ma5;

tbuyshort(b10 and tsellholding(1)=0 ,ss ,mkt);
if c>tenterprice then tsellshort(b22 ,tsellholding(1) ,mkt);
if c>tenterprice then tsellshort(b21 ,tsellholding(1) ,mkt);
if c<tenterprice then tsellshort(b21 ,tsellholding(1) ,mkt);

曲全福

谢谢老师。后台程序化，调用X1篮子交易，代码如下。发现成交数量不对，既不是SS，也不是篮子里设定的。请问如何设定？先谢谢了。


ss:=intpart(20000/(c*multiplier*taccount(41)));

a10:=jdma20>0.62 and jdupper>0 and jdma5>0  ;
a11:=jdma2015f>2.4 and jdupper15f>4.2 and jdma515f>4.2 and abs((ma515-ma2015)/ma2015)*100<=0.62 ;
a20:=a10 and a11;
A21:=jdma515f<=0;
a22:=c<ref(l,tenterbars+1) and l<ma20;

tbuy(a20 and tbuyholding(1)=0 ,ss ,mkt,0,0,'','x1');
if c<tenterprice then tsell(a22 ,tbuyholding(1) ,mkt,0,0,'','x1');
if c<tenterprice then tsell(a21 ,tbuyholding(1) ,mkt,0,0,'','x1');
if c>tenterprice then tsell(a21 ,tbuyholding(1) ,mkt,0,0,'','x1');


b10:=jdma20<-0.62 and jdlower<-0 and jdma5<-0 ;
b11:=jdma2015f<-2.4 and jdlower15f<-4.2 and jdma515f<-4.2 and abs((ma515-ma2015)/ma2015)*100<=0.62 ;
b20:=b10 and b11;
B21:=jdma515f>=0;
b22:=c>ref(h,tenterbars+1) and h>ma20;

tbuyshort(b20 and tsellholding(1)=0 ,ss ,mkt,0,0,'','x1');
if c>tenterprice then tsellshort(b22 ,tsellholding(1) ,mkt,0,0,'','x1');
if c>tenterprice then tsellshort(b21 ,tsellholding(1) ,mkt,0,0,'','x1');
if c<tenterprice then tsellshort(b21 ,tsellholding(1) ,mkt,0,0,'','x1');

曲全福

抱歉，是调用X2篮子

技术010

你策略中下单的数量是SS，那对应到篮子中的成分股的下单数量就是SS*数量啊，所以这个成分股的下单数量不是SS，也不是篮子中的数量的啊。就是实时算出来的SS*数量。

曲全福

哦，是这样，那如果我要实现等额下单，应该如何设定呢，先谢谢了

曲全福

我在代码中用SS就能实现定额开仓，篮子应该如何设定呢

技术010

那你后台下单手数不要自己算了，直接下单1手，这样对应到篮子中的就是等额的5W计算的各个品种的下单量啊。

曲全福

请问老师，我使用篮子手动开仓，我理解也是手动平仓，但为什么会自动平仓，也不符合后台程序化平仓条件

曲全福

我是在后台程序 化运行过程中开的，一两分钟后就被平了