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- 注册:
- 2021-5-31
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老师好,请问我的交易里,在那个位置按照策略,系统平掉所有ag多单,本来是要开空单的,为什么没有开呢?
策略如下:
cond1:min(open,close)>ma(close,20);
cond2:max(open,close)<ma(close,20);
ma60:ma(c,60);
MID: MA(CLOSE,20);//布林中轨
UPPER: MID + 2*STD(CLOSE,20);//布林上轨
LOWER: MID - 2*STD(CLOSE,20);//布林下轨
if ref(cond1,1) and OPEN>MID and holding<=0 THEN
BEGIN
sellshort(1,0,marketr);
buy(c>ma60,30%,market),PERTRADER;//开仓除满足if条件外,还需满足c>ma(c,60)
END
if ref(cond2,1) and open<MID and holding>=0 THEN
BEGIN
sell(1,0,marketr);
buyshort(c<ma60,30%,market),PERTRADER;//开仓除满足if条件外,还需满足c<ma(c,60)
END
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