
等级: 标准版
- 注册:
- 2025-5-28
- 曾用名:
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平空开多条件:=(((((((HIGH + LOW) + OPEN) + CLOSE) / 4) >= REF(((((HIGH + LOW) + OPEN) + CLOSE) / 4),1)) AND (均线斜率 > 0)) AND(均线斜率8>0) AND (MARK <= 0));
平多开空条件:=(((((((HIGH + LOW) + OPEN) + CLOSE) / 4) <= REF(((((HIGH + LOW) + OPEN) + CLOSE) / 4),1)) AND (均线斜率 < 0)) AND(均线斜率8<0) AND (MARK >= 0));
KK1:=(REF(CLOSE,1) - (3 * MINDIFF));
KK2:=(REF(CLOSE,1) - (8 * MINDIFF));
KK3:=(REF(CLOSE,1) - (11 * MINDIFF));
PP1:=(REF(CLOSE,1) + (3 * MINDIFF));
PP2:=(REF(CLOSE,1) + (8 * MINDIFF));
PP3:=(REF(CLOSE,1) + (11 * MINDIFF));
IF REF(平空开多条件,1) THEN
BEGIN
平1A:SELLSHORT((HOLDING < 0),0,marketr),ignorecheckprice;
多1A:BUY((HOLDING = 0),SS,marketr),ignorecheckprice;
多2A:BUY((HOLDING = 1),SS,LIMITR,KK1,1),ignorecheckprice;
多3A:BUY((HOLDING = 2),0,LIMITR,KK2,1),ignorecheckprice;
多4A:BUY((HOLDING = 3),0,LIMITR,KK3,1),ignorecheckprice;
MARK:=0;
END
IF REF(平多开空条件,1) THEN
BEGIN
平1AA:SELL((HOLDING > 0),0,marketr),ignorecheckprice;
空1A:BUYSHORT((HOLDING = 0),SS,marketr),ignorecheckprice;
空2A:BUYSHORT((HOLDING = -(1)),SS,LIMITR,PP1,1),ignorecheckprice;
空3A:BUYSHORT((HOLDING = -(2)),0,LIMITR,PP2,1),ignorecheckprice;
空4A:BUYSHORT((HOLDING = -(3)),0,LIMITR,PP3,1),ignorecheckprice;
MARK:=0;
END
我的意图是符合条件开仓,第一次是市价成交一手,但是实际跑的时候第一次开仓就开的两手,后面加个折返3,8,11,分别开一手摊薄成本。但是实际跑起来第一次开开了两手相同价格的头寸,而且后面折返的三手价格也没有挂单。
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