-- 作者:liurunning
-- 发布时间:2017/12/27 14:48:53
-- 请老师帮修改以下代码在图中不显示及测试没有数据的原因
input:inb(4,1,500,1),outb(2,1,500,1),risk(2,0,10,0.1); //突破策略 variable:times=0,i=0,n=0; cond:TACCOUNT(28) / TACCOUNT( 6) <=0.3; rn:=ema(ref(tr,1),20); n:=valuewhen(holding=0,rn); rh:=ref(h,1); rl:=ref(l,1); h1:hhv(rh,inb); h2:hhv(rh,outb),linedot; l1:llv(rl,inb); l2:llv(rl,outb),linedot; lotst:asset*risk*0.01/(n*2*multiplier),linethick0; lots:=if(risk=0,1,lotst); //如果risk取0,表示固定开1手 tbc:=h<>l;//判断是否停板 partline(holding>0,enterprice-2*n); if barpos<inb+1 then exit; if holding=0 and tbc then //不是停板才可以交易 begin if h>h1 then //开多 begin buyp:=max(o,h1); buy(cond,30%,marketr),PERTRADER; end;//开多结束 else if l<l1 then //开空 begin sellp:=min(o,l1); buyshort(cond,30%,limitr,sellp); end; end;//holding=0 if holding>0 and tbc then //已有多仓 begin exitlongp:=max(enterprice-2*n,l2); if l<exitlongp and enterbars<>0 then //出场 begin exitp:=min(o,exitlongp); sell(1,0,limitr,exitp); times:=0; end;//出场
end;//holding>0 if holding<0 and tbc then //已有空仓 begin exitlongp:=min(enterprice+2*n,h2); if h>exitlongp and enterbars<>0 then //出场 begin exitp:=max(o,exitlongp); sellshort(1,0,limitr,exitp); times:=0; end;//出场 end;//holding<0
|
-- 作者:wenarm
-- 发布时间:2017/12/27 15:11:44
--
不要中中文字符。还有把你自己的数据量扩充后在看。你本地数据不够用把
input:inb(4,1,500,1),outb(2,1,500,1),risk(2,0,10,0.1); //突破策略 variable:times=0,i=0,n=0; cond:TACCOUNT(28) / TACCOUNT( 6) <=0.3; rn:=ema(ref(tr,1),20); n:=valuewhen(holding=0,rn); rh:=ref(h,1); rl:=ref(l,1); h1:hhv(rh,inb); h2:hhv(rh,outb),linedot; l1:llv(rl,inb); l2:llv(rl,outb),linedot; lotst:asset*risk*0.01/(n*2*multiplier),linethick0; lots:=if(risk=0,1,lotst); //如果risk取0,表示固定开1手 tbc:=h<>l;//判断是否停板 partline(holding>0,enterprice-2*n); if barpos<inb+1 then exit; if holding=0 and tbc then //不是停板才可以交易 begin if h>h1 then //开多 begin buyp:=max(o,h1); buy(cond,30%,marketr),PERTRADER; end;//开多结束 else if l<l1 then //开空 begin sellp:=min(o,l1); buyshort(cond,30%,limitr,sellp); end; end;//holding=0 if holding>0 and tbc then //已有多仓 begin exitlongp:=max(enterprice-2*n,l2); if l<exitlongp and enterbars<>0 then //出场 begin exitp:=min(o,exitlongp); sell(1,0,limitr,exitp); times:=0; end;//出场
end;//holding>0 if holding<0 and tbc then //已有空仓 begin exitlongp:=min(enterprice+2*n,h2); if h>exitlongp and enterbars<>0 then //出场 begin exitp:=max(o,exitlongp); sellshort(1,0,limitr,exitp); times:=0; end;//出场 end;//holding<0
[此贴子已经被作者于2017/12/27 15:14:58编辑过]
|