公式模型编写问题提交-持仓与实盘同步模块金字塔客服中心 - 专业程序化交易软件提供商

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-  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)
--  公式模型编写问题提交  (http://222.73.7.161/bbs/list.asp?boardid=4)
----  持仓与实盘同步模块  (http://222.73.7.161/bbs/dispbbs.asp?boardid=4&id=143760)

--  作者：tanyongde
--  发布时间：2016/12/1 13:56:13
--  持仓与实盘同步模块

按阿火思路改编，持仓与实盘同步模块，模拟没反应，是什么原因？

input:p(5,1,200,1);

input:length(75,10,300,10);

input:zs(4,1,50,1);

input:k1(4,1,50,1);

globalvariable:myhoiding=0;

line:ma(ref(c,1),30),colorblue,linethick2;

drawnumber(islastbar,line,line,0,colorblue);

tr1 :=max(max((high-low),abs(ref(close,1)-high)),abs(ref(close,1)-low));

atr:=ma(tr1,length);

zsx:=ifelse(zs*ref(atr,1)<0.02*ref(c,1),0.02*ref(c,1),zs*ref(atr,1));

dstop1:=hhv(h,ttypebar(1,1))-k1*ref(atr,1);//平多价

kstop1:=llv(l,ttypebar(1,3))+k1*ref(atr,1);//平空价

long:=cross(c,line);

short:= cross(line,c) ;

//建立多头的进场条件

if myhoiding<0 and long then myhoiding=p;

if myhoiding>0 and short then myhoiding=-p;

if myhoiding>0 and c<=max(tavgenterpriceex2(\'6142521\',\'\',0)-zsx,dstop1) then myhoiding=0;

if myhoiding<0 and c>=min(tavgenterpriceex2(\'6142521\',\'\',1)+zsx,kstop1) then myhoiding=0;

if myhoiding=0 and long and ref(c,1)>ref(c,4) then myhoiding=p;

if myhoiding=0 and short and ref(c,1)<ref(c,4) then myhoiding=-p;

cc614251:=myhoiding;//账户的下单系数

drawtextex(1,1,800,0,\'虚拟持仓为：\'+numtostr(cc614251,0));//在图表上输入虚拟持仓以便监控

if not(islastbar) or dynainfo(207)<91500 then exit;
///////////////////////////////////////////////////以下是账户800043的下单语句，其他账户下单，修改800043为相应账户，接在程序后面即可

lcc614251:=tbuyholdingex(\'614251\',\'\',1)-tsellholdingex(\'614251\',\'\',1);

xiadan614251:=cc614251-lcc614251;

if lcc614251<>extgbdata(\'lcc614251\') then begin//有单子成交，则下单开关设为0，允许下单 extgbdataset(\'abb800043\',0);

extgbdataset(\'lcc614251\',lcc614251);

end

if tremainqty(0,\'614251\',stklabel)>=1 or (cc614251<>lcc614251 and timetot0(currenttime)-extgbdata(\'abb614251\')>10) then begin
//下单后10秒内仍发现委托单，则允许下单。可能是堵单，可能是交易账户网络暂时中断

extgbdataset(\'abb614251\',0);

end

if xiadan614251>0 then begin

if lcc614251<0 and extgbdata(\'abb614251\')=0 and tremainqty(0,\'614251\',stklabel)=0 then begin

tsellshort(1,min(xiadan614251,abs(lcc614251)),mkt,0,0,\'614251\'),allowrepeat;

extgbdataset(\'abb614251\',timetot0(currenttime));

end

if tsellholdingex(\'614251\',\'\',1)=0 and tremainqty(4,\'614251\',stklabel)=0 and tremainqty(1,\'614251\',stklabel)=0 and extgbdata(\'abb614251\')=0 then begin

tbuy(xiadan614251+min(lcc614251,0)>0,xiadan614251+min(lcc614251,0),mkt,0,0,\'614251\'),allowrepeat;

extgbdataset(\'abb614251\',timetot0(currenttime));

end

end

if xiadan614251<0 then begin

if lcc614251>0 and extgbdata(\'abb614251\')=0 and tremainqty(0,\'614251\',stklabel)=0 then begin

tsell(1,min(abs(xiadan614251),abs(lcc614251)),mkt,0,0,\'614251\'),allowrepeat;

extgbdataset(\'abb614251\',timetot0(currenttime));

end

if tbuyholdingex(\'614251\',\'\',1)=0 and tremainqty(2,\'614251\',stklabel)=0 and tremainqty(3,\'614251\',stklabel)=0 and extgbdata(\'abb614251\')=0 then begin

tbuyshort(abs(xiadan614251)-max(lcc614251,0)>0,abs(xiadan614251)-max(lcc614251,0),mkt,0,0,\'614261\'),allowrepeat;

extgbdataset(\'abb614251\',timetot0(currenttime));

end

end

--  作者：jinzhe
--  发布时间：2016/12/1 14:00:58
--

http://www.weistock.com/bbs/dispbbs.asp?boardid=10&id=9439&authorid=0&page=0&star=9

根据这里的86楼吗？

--  作者：tanyongde
--  发布时间：2016/12/1 14:17:19
--

是根据下面阿火改写：

[原创]多策略多账户下单阿火版_续集(可扩展成无人值守) 发帖心情 post by：2011-8-5 10:13:01 post ip：120.42.45.130[只看该作者]

上次发表了一个多策略多账户的下单方法
大家知道，一根k线图一个方向只允许下单一次，如果一个k线图内，不同策略前后分别产生信号呢？
举个例子：
//策略1:连续2阳，下一根开盘买入 2阴下一根开盘卖出
//策略2:价格突破前1根高点即买入，前1根低点立即卖出
假如以上2个策略组合，连续2个阳线条件成立，新的k线产生时开盘买入1手，之后又突破前一根k线高点，需再买1手。

这个时候，如何组合起来？用 allowrepeat ，允许重复下单。

主要问题：
1，下单后，委托单产生前，有一个小时间差的控制。tholding =0 则下单。下单后，tholding 依然为0，还会再下单
因为我们采用的是加减仓的组合手法，信号并非前后分别对应，无法用 \'ttype
举个例子解释一下加减仓手法的特点：一开始a模型多单3手，b模型出现信号“空2手”。表现在操作上就是：平仓2手。
之后b模型出现信号“空单平仓2手”，操作上表现就是买入开仓2手。

2，下单瞬间，网络刚好中断。后面网络恢复，也要自动补回正确的持仓。
3，不管什么原因造成的重复下单（比如堵单，以为没成交再次发单成交，之后发现这个堵单也成交了），希望补回正确持仓

解决方法如下：
variable:cc1=0,cc2=0,cc3=0;
entertime:=time<150000;
exittime:=time>=150000;
buycond1:=ref(c,1)>ref(o,1) and ref(c,2)>ref(o,2);
sellcond1:=ref(c,1)<ref(o,1) and ref(c,2)<ref(o,2);
buycond2:=h>ref(hhv(h,1),1);
sellcond2:=l<ref(llv(l,1),1);
buycond3:=ref(c>o,1);
sellcond3:=ref(c<o,1);
if cc1>0 and (sellcond1 or exittime) then cc1:=0;
if cc1<0 and (buycond1 or exittime) then cc1:=0;
if cc1=0 and buycond1 and entertime then cc1:=1;
if cc1=0 and sellcond1 and entertime then cc1:=-1;
if cc2>0 and (sellcond2 or exittime) then cc2:=0;
if cc2<0 and (buycond2 or exittime) then cc2:=0;
if cc2=0 and buycond2 and entertime then cc2:=1;
if cc2=0 and sellcond2 and entertime then cc2:=-1;
if cc3>0 and (sellcond3 or exittime) then cc3:=0;
if cc3<0 and (buycond3 or exittime) then cc3:=0;
if cc3=0 and buycond3 and entertime then cc3:=1;
if cc3=0 and sellcond3 and entertime then cc3:=-1;
cc800043:=2*cc1 + 1*cc2 + 2*cc3;//账户的下单系数
cc800167:=3*cc1 + 2*cc2 + 4*cc3;
if not(islastbar) or dynainfo(207)<91500 then exit;
///////////////////////////////////////////////////以下是账户800043的下单语句，其他账户下单，修改800043为相应账户，接在程序后面即可
lcc800043:=tbuyholdingex(\'800043\',\'\',1)-tsellholdingex(\'800043\',\'\',1);
xiadan800043:=cc800043-lcc800043;
if lcc800043<>extgbdata(\'lcc800043\') then begin//有单子成交，则下单开关设为0，允许下单 extgbdataset(\'abb800043\',0);
extgbdataset(\'lcc800043\',lcc800043);
end
if tremainqty(0,\'800043\',stklabel)>=1 or (cc800043<>lcc800043 and timetot0(currenttime)-extgbdata(\'abb800043\')>10) then begin
//下单后10秒内仍发现委托单，则允许下单。可能是堵单，可能是交易账户网络暂时中断
extgbdataset(\'abb800043\',0);
end
if xiadan800043>0 then begin
if lcc800043<0 and extgbdata(\'abb800043\')=0 and tremainqty(0,\'800043\',stklabel)=0 then begin
tsellshort(1,min(xiadan800043,abs(lcc800043)),mkt,0,0,\'800043\'),allowrepeat;
extgbdataset(\'abb800043\',timetot0(currenttime));
end

if tsellholdingex(\'800043\',\'\',1)=0 and tremainqty(4,\'800043\',stklabel)=0 and tremainqty(1,\'800043\',stklabel)=0 and extgbdata(\'abb800043\')=0 then begin
tbuy(xiadan800043+min(lcc800043,0)>0,xiadan800043+min(lcc800043,0),mkt,0,0,\'800043\'),allowrepeat;
extgbdataset(\'abb800043\',timetot0(currenttime));
end
end
if xiadan800043<0 then begin
if lcc800043>0 and extgbdata(\'abb800043\')=0 and tremainqty(0,\'800043\',stklabel)=0 then begin
tsell(1,min(abs(xiadan800043),abs(lcc800043)),mkt,0,0,\'800043\'),allowrepeat;
extgbdataset(\'abb800043\',timetot0(currenttime));
end

if tbuyholdingex(\'800043\',\'\',1)=0 and tremainqty(2,\'800043\',stklabel)=0 and tremainqty(3,\'800043\',stklabel)=0 and extgbdata(\'abb800043\')=0 then begin
tbuyshort(abs(xiadan800043)-max(lcc800043,0)>0,abs(xiadan800043)-max(lcc800043,0),mkt,0,0,\'800043\'),allowrepeat;
extgbdataset(\'abb800043\',timetot0(currenttime));
end
end

--  作者：jinzhe
--  发布时间：2016/12/1 14:20:23
--
if myhoiding<0 and long then myhoiding=p;


if myhoiding>0 and short then myhoiding=-p;

if myhoiding>0 and c<=max(tavgenterpriceex2(\'6142521\',\'\',0)-zsx,dstop1) then myhoiding=0;

if myhoiding<0 and c>=min(tavgenterpriceex2(\'6142521\',\'\',1)+zsx,kstop1) then myhoiding=0;

if myhoiding=0 and long and ref(c,1)>ref(c,4) then myhoiding=p;

if myhoiding=0 and short and ref(c,1)<ref(c,4) then myhoiding=-p;

这里所有的if .... then myhoiding=p/-p/0 ，中间加一个冒号，改成if .... then myhoiding:=p/-p/0

[此贴子已经被作者于2016-12-1 14:20:37编辑过]

--  作者：tanyongde
--  发布时间：2016/12/1 14:39:49
--

加了还是没反应？

input:p(5,1,200,1);

input:length(75,10,300,10);

input:zs(4,1,50,1);

input:k1(4,1,50,1);

globalvariable:myhoiding=0;

line:ma(ref(c,1),30),colorblue,linethick2;

drawnumber(islastbar,line,line,0,colorblue);

tr1 :=max(max((high-low),abs(ref(close,1)-high)),abs(ref(close,1)-low));

atr:=ma(tr1,length);

zsx:=ifelse(zs*ref(atr,1)<0.02*ref(c,1),0.02*ref(c,1),zs*ref(atr,1));

dstop1:=hhv(h,ttypebar(1,1))-k1*ref(atr,1);//平多价

kstop1:=llv(l,ttypebar(1,3))+k1*ref(atr,1);//平空价

long:=cross(c,line);

short:= cross(line,c) ;

//建立多头的进场条件

if myhoiding<0 and long then myhoiding:=p;

if myhoiding>0 and short then myhoiding:=-p;

if myhoiding>0 and c<=max(tavgenterpriceex2(\'6142521\',\'\',0)-zsx,dstop1) then myhoiding:=0;

if myhoiding<0 and c>=min(tavgenterpriceex2(\'6142521\',\'\',1)+zsx,kstop1) then myhoiding:=0;

if myhoiding=0 and long and ref(c,1)>ref(c,4) then myhoiding:=p;

if myhoiding=0 and short and ref(c,1)<ref(c,4) then myhoiding:=-p;

cc614251:=myhoiding;//账户的下单系数

drawtextex(1,1,800,0,\'虚拟持仓为：\'+numtostr(cc614251,0));//在图表上输入虚拟持仓以便监控

if not(islastbar) or dynainfo(207)<91500 then exit;
///////////////////////////////////////////////////以下是账户800043的下单语句，其他账户下单，修改800043为相应账户，接在程序后面即可

lcc614251:=tbuyholdingex(\'614251\',\'\',1)-tsellholdingex(\'614251\',\'\',1);

xiadan614251:=cc614251-lcc614251;

if lcc614251<>extgbdata(\'lcc614251\') then begin//有单子成交，则下单开关设为0，允许下单 extgbdataset(\'abb800043\',0);

extgbdataset(\'lcc614251\',lcc614251);

end

if tremainqty(0,\'614251\',stklabel)>=1 or (cc614251<>lcc614251 and timetot0(currenttime)-extgbdata(\'abb614251\')>10) then begin
//下单后10秒内仍发现委托单，则允许下单。可能是堵单，可能是交易账户网络暂时中断

extgbdataset(\'abb614251\',0);

end

if xiadan614251>0 then begin

if lcc614251<0 and extgbdata(\'abb614251\')=0 and tremainqty(0,\'614251\',stklabel)=0 then begin

tsellshort(1,min(xiadan614251,abs(lcc614251)),mkt,0,0,\'614251\'),allowrepeat;

extgbdataset(\'abb614251\',timetot0(currenttime));

end

if tsellholdingex(\'614251\',\'\',1)=0 and tremainqty(4,\'614251\',stklabel)=0 and tremainqty(1,\'614251\',stklabel)=0 and extgbdata(\'abb614251\')=0 then begin

tbuy(xiadan614251+min(lcc614251,0)>0,xiadan614251+min(lcc614251,0),mkt,0,0,\'614251\'),allowrepeat;

extgbdataset(\'abb614251\',timetot0(currenttime));

end

end

if xiadan614251<0 then begin

if lcc614251>0 and extgbdata(\'abb614251\')=0 and tremainqty(0,\'614251\',stklabel)=0 then begin

tsell(1,min(abs(xiadan614251),abs(lcc614251)),mkt,0,0,\'614251\'),allowrepeat;

extgbdataset(\'abb614251\',timetot0(currenttime));

end

if tbuyholdingex(\'614251\',\'\',1)=0 and tremainqty(2,\'614251\',stklabel)=0 and tremainqty(3,\'614251\',stklabel)=0 and extgbdata(\'abb614251\')=0 then begin

tbuyshort(abs(xiadan614251)-max(lcc614251,0)>0,abs(xiadan614251)-max(lcc614251,0),mkt,0,0,\'614261\'),allowrepeat;

extgbdataset(\'abb614251\',timetot0(currenttime));

end

end

--  作者：jinzhe
--  发布时间：2016/12/1 14:55:22
--
if myhoiding>0 and c<=max(tavgenterpriceex2(\'6142521\',\'\',0)-zsx,dstop1) then myhoiding:=0;

if myhoiding<0 and c>=min(tavgenterpriceex2(\'6142521\',\'\',1)+zsx,kstop1) then myhoiding:=0;

这里两个帐号错误

--  作者：jinzhe
--  发布时间：2016/12/1 14:56:03
--
还有你要同步什么持仓？图表持仓和实际持仓？

--  作者：tanyongde
--  发布时间：2016/12/1 15:10:06
--
图表模拟时，出现图表持仓与实际持仓不一样

--  作者：jinzhe
--  发布时间：2016/12/1 15:13:13
--

1你用我上面链接里面的代码，

2你要用自己找的就先改上面的账户

3为什么不行你要调试下对应的虚拟持仓

--  作者：tanyongde
--  发布时间：2016/12/1 15:24:28
--

帐号改过还没反应，公式加载后应该有持仓，还是要等开市才有？

input:p(5,1,200,1);

input:length(75,10,300,10);

input:zs(4,1,50,1);

input:k1(4,1,50,1);

globalvariable:myhoiding=0;

line:ma(ref(c,1),30),colorblue,linethick2;

drawnumber(islastbar,line,line,0,colorblue);

tr1 :=max(max((high-low),abs(ref(close,1)-high)),abs(ref(close,1)-low));

atr:=ma(tr1,length);

zsx:=ifelse(zs*ref(atr,1)<0.02*ref(c,1),0.02*ref(c,1),zs*ref(atr,1));

dstop1:=hhv(h,ttypebar(1,1))-k1*ref(atr,1);//平多价

kstop1:=llv(l,ttypebar(1,3))+k1*ref(atr,1);//平空价

long:=cross(c,line);

short:= cross(line,c) ;

//建立多头的进场条件

if myhoiding<0 and long then myhoiding:=p;

if myhoiding>0 and short then myhoiding:=-p;

if myhoiding>0 and c<=max(tavgenterpriceex2(\'614251\',\'\',0)-zsx,dstop1) then myhoiding:=0;

if myhoiding<0 and c>=min(tavgenterpriceex2(\'614251\',\'\',1)+zsx,kstop1) then myhoiding:=0;

if myhoiding=0 and long and ref(c,1)>ref(c,4) then myhoiding:=p;

if myhoiding=0 and short and ref(c,1)<ref(c,4) then myhoiding:=-p;

cc614251:=myhoiding;//账户的下单系数

drawtextex(1,1,800,0,\'虚拟持仓为：\'+numtostr(cc614251,0));//在图表上输入虚拟持仓以便监控

if not(islastbar) or dynainfo(207)<91500 then exit;
///////////////////////////////////////////////////以下是账户800043的下单语句，其他账户下单，修改800043为相应账户，接在程序后面即可

lcc614251:=tbuyholdingex(\'614251\',\'\',1)-tsellholdingex(\'614251\',\'\',1);

xiadan614251:=cc614251-lcc614251;

if lcc614251<>extgbdata(\'lcc614251\') then begin//有单子成交，则下单开关设为0，允许下单 extgbdataset(\'abb800043\',0);

extgbdataset(\'lcc614251\',lcc614251);

end

if tremainqty(0,\'614251\',stklabel)>=1 or (cc614251<>lcc614251 and timetot0(currenttime)-extgbdata(\'abb614251\')>10) then begin
//下单后10秒内仍发现委托单，则允许下单。可能是堵单，可能是交易账户网络暂时中断

extgbdataset(\'abb614251\',0);

end

if xiadan614251>0 then begin

if lcc614251<0 and extgbdata(\'abb614251\')=0 and tremainqty(0,\'614251\',stklabel)=0 then begin

tsellshort(1,min(xiadan614251,abs(lcc614251)),mkt,0,0,\'614251\'),allowrepeat;

extgbdataset(\'abb614251\',timetot0(currenttime));

end

if tsellholdingex(\'614251\',\'\',1)=0 and tremainqty(4,\'614251\',stklabel)=0 and tremainqty(1,\'614251\',stklabel)=0 and extgbdata(\'abb614251\')=0 then begin

tbuy(xiadan614251+min(lcc614251,0)>0,xiadan614251+min(lcc614251,0),mkt,0,0,\'614251\'),allowrepeat;

extgbdataset(\'abb614251\',timetot0(currenttime));

end

end

if xiadan614251<0 then begin

if lcc614251>0 and extgbdata(\'abb614251\')=0 and tremainqty(0,\'614251\',stklabel)=0 then begin

tsell(1,min(abs(xiadan614251),abs(lcc614251)),mkt,0,0,\'614251\'),allowrepeat;

extgbdataset(\'abb614251\',timetot0(currenttime));

end

if tbuyholdingex(\'614251\',\'\',1)=0 and tremainqty(2,\'614251\',stklabel)=0 and tremainqty(3,\'614251\',stklabel)=0 and extgbdata(\'abb614251\')=0 then begin

tbuyshort(abs(xiadan614251)-max(lcc614251,0)>0,abs(xiadan614251)-max(lcc614251,0),mkt,0,0,\'614251\'),allowrepeat;

extgbdataset(\'abb614251\',timetot0(currenttime));

end

end