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发表于 2023-4-27 16:01
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多策略组合代码如下,怎么改进好呢
abh0:round(策略a+策略b+策略c);
abh1:ref(abh0,1);
平空开多:=abh0>0 and abh1<0;
开多条件:=abh0>0 and abh1=0;
加多条件:=abh0>0 and abh1>0 and abh0>abh1;
减多条件:=abh0>0 and abh1>0 and abh0<abh1;
清多条件:=abh0=0 and abh1>0;
平多开空:=abh0<0 and abh1>0;
开空条件:=abh0<0 and abh1=0;
加空条件:=abh0<0 and abh1<0 and abh0<abh1;
减空条件:=abh0<0 and abh1<0 and abh0>abh1;
清空条件:=abh0=0 and abh1<0;
//多头开平仓
if 平空开多 then begin
sellshort (平空开多,abh1,limitr,open);
buy (平空开多,abh0,limitr,open);
end
开多:buy(开多条件,abs(abh0),limitr,open);
加多:buy(加多条件,abs(abh0-abh1),limitr,open);
减多:sell(减多条件,abs(abh0-abh1),limitr,open);
清多:sell(清多条件,abs(abh0-abh1),limitr,open);
//空头开平仓
if 平多开空 then begin
sell (平多开空,abh1,limitr,open);
buyshort (平多开空,abh0,limitr,open);
end
开空:buyshort(开空条件,abs(abh0),limitr,open);
加空:buyshort(加空条件,abs(abh0-abh1),limitr,open);
减空:sellshort(减空条件,abs(abh0-abh1),limitr,open);
清空:sellshort(清空条件,abs(abh0-abh1),limitr,open);
////
当前持仓:holding,colorgray,linethick0;
当前资产:asset,noaxis,coloryellow;
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