以文本方式查看主题 - 金字塔客服中心 - 专业程序化交易软件提供商 (http://222.73.7.161/bbs/index.asp) -- 金字塔软件问题提交 (http://222.73.7.161/bbs/list.asp?boardid=2) ---- 请教为什么我的交易系统只运行空头的开平仓 (http://222.73.7.161/bbs/dispbbs.asp?boardid=2&id=72582) |
-- 作者:kenifalcon -- 发布时间:2014/12/2 13:09:32 -- 请教为什么我的交易系统只运行空头的开平仓 交易系统公式如下: kd:=
time= 091600 or time= 091800 or time= 092000 or time= 092200 or time= 092400 or time= 092600 or time= 092800 or time= 093000 or time= 093200 or time= 093400 or time= 093600 or time= 093800 or time= 094000 or time= 094200 or time= 094400 or time= 094600 or time= 094800 or time= 095000 or time= 095200 or time= 095400 or time= 095600 or time= 095800 or time= 100000 or time= 100200 or time= 100400 or time= 100600 or time= 100800 or time= 101000 or time= 101200 or time= 101400 or time= 101600 or time= 101800 or time= 102000 or time= 102200 or time= 102400 or time= 102600 or time= 102800 or time= 103000 or time= 103200 or time= 103400 or time= 103600 or time= 103800 or time= 104000 or time= 104200 or time= 104400 or time= 104600 or time= 104800 or time= 105000 or time= 105200 or time= 105400 or time= 105600 or time= 105800 or time= 110000 or time= 110200 or time= 110400 or time= 110600 or time= 110800 or time= 111000 or time= 111200 or time= 111400 or time= 111600 or time= 111800 or time= 112000 or time= 112200 or time= 112400 or time= 112600 or time= 112800 or time= 113000 or time= 130200 or time= 130400 or time= 130600 or time= 130800 or time= 131000 or time= 131200 or time= 131400 or time= 131600 or time= 131800 or time= 132000 or time= 132200 or time= 132400 or time= 132600 or time= 132800 or time= 133000 or time= 133200 or time= 133400 or time= 133600 or time= 133800 or time= 134000 or time= 134200 or time= 134400 or time= 134600 or time= 134800 or time= 135000 or time= 135200 or time= 135400 or time= 135600 or time= 135800 or time= 140000 or time= 140200 or time= 140400 or time= 140600 or time= 140800 or time= 141000 or time= 141200 or time= 141400 or time= 141600 or time= 141800 or time= 142000 or time= 142200 or time= 142400 or time= 142600 or time= 142800 or time= 143000 or time= 143200 or time= 143400 or time= 143600 or time= 143800 or time= 144000 or time= 144200 or time= 144400 or time= 144600 or time= 144800 or time= 145000 or time= 145200 or time= 145400 or time= 145600 or time= 145800 or time= 150000 or time= 150200 or time= 150400 or time= 150600 or time= 150800 or time= 151000 or time= 151200 or time= 151400 ; buy(kd and ref(kd,1)=0 and holding=0,1,thisclose) ; sell(kd=0 and ref(kd,1)) ; buyshort(kd=0 and ref(kd,1) and holding=0,1,thisclose) ; sellshort(kd and ref(kd,1)=0) ; 请问各位大侠,我这个交易系统在测试的时候为什么只开空仓,不开多头的仓,该怎么写呢, 运行的时候只有在单数分钟数的时候开了空仓,在双数分钟数的时候平了空仓,我想反过来在双数分钟数的时候开多仓,多头与空头同时运行该如何写这个交易系统,还请群里的朋友指教一下, |
-- 作者:qq代人发帖 -- 发布时间:2014/12/2 13:32:21 -- 顺序写成这个 sellshort(kd and ref(kd,1)=0) ; buy(kd and ref(kd,1)=0 and holding=0,1,thisclose) ; |
-- 作者:yukizzc -- 发布时间:2014/12/2 13:36:42 -- sell(kd=0 and ref(kd,1),holding,market) ;
代码是从上到下运行,你第一根开空,第二根必须先平空然后才能开多。而你的代码顺序是先开多再平空,自然不行 |