-- 作者:天天涨停
-- 发布时间:2019/3/12 9:47:34
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老师,我按上面的加上去的,但没有达到效果。帮我看一下,谢谢。
//声明参数 INPUT : A(5,1,30,3) ; INPUT : B(15,5,100,10); INPUT : SS(1,1,10000,1) ;
//中间变量 MA1:=MA(CLOSE,A); MA2:=MA(CLOSE,B); 手数:=ss;
jccond1:c-ENTERPRICE>=10*MINDIFF; jccond2:ENTERPRICE-c>=10*MINDIFF; cond:(count(jccond1 or jccond2,ENTERBARS)=1 and (JCCOND1 or JCCOND2)) or ((JCCOND1 and count(JCCOND2,ENTERBARS)=1) or (JCCOND2 and count(JCCOND1,ENTERBARS)=1)) ; //交易条件 开多平空条件:=CROSS(MA1,MA2);//开多平空条件 开空平多条件:=CROSS(MA2,MA1);//开空平多条件 //交易系统 if 开多平空条件 then begin sellshort(holding<0 ,HOLDING,MARKETR)IGNORECHECKPRICE; buy(holding=0,ss,MARKETR)IGNORECHECKPRICE; end
if 开空平多条件 then begin sell(holding>0 ,HOLDING,MARKETR)IGNORECHECKPRICE; buyshort(holding=0,ss,MARKETR)IGNORECHECKPRICE; end if 开多平空条件 and cond then begin sellshort(holding<0 ,HOLDING,MARKETR)IGNORECHECKPRICE; buy(holding>0 ,ss,market); end
if 开空平多条件 and cond then begin sell(holding>0 ,HOLDING,MARKETR)IGNORECHECKPRICE; buyshort(holding<0 ,ss,market); end
此主题相关图片如下:32.png

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-- 作者:天天涨停
-- 发布时间:2019/3/12 9:48:56
--
这样写也不行。
if 开多平空条件 then begin sellshort(holding<0 ,HOLDING,MARKETR)IGNORECHECKPRICE; buy(holding>0 and cond,ss,market); end
if 开空平多条件 then begin sell(holding>0 ,HOLDING,MARKETR)IGNORECHECKPRICE; buyshort(holding<0 and cond,ss,market); end
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-- 作者:FireScript
-- 发布时间:2019/3/12 10:22:20
--
这样试下,只单纯处理加仓: INPUT : A(5,1,30,3) ; INPUT : B(15,5,100,10); INPUT : SS(1,1,10000,1) ;
//中间变量 MA1:=MA(CLOSE,A); MA2:=MA(CLOSE,B); 手数:=ss;
//交易条件 开多平空条件:CROSS(MA1,MA2);//开多平空条件 开空平多条件:CROSS(MA2,MA1);//开空平多条件 //交易系统 if 开多平空条件 then begin sellshort(holding<0 ,HOLDING,MARKETR)IGNORECHECKPRICE; buy(holding=0,ss,MARKETR)IGNORECHECKPRICE; end
if 开空平多条件 then begin sell(holding>0 ,HOLDING,MARKETR)IGNORECHECKPRICE; buyshort(holding=0,ss,MARKETR)IGNORECHECKPRICE; end
jccond1:c-ENTERPRICE>=10*MINDIFF; jccond2:ENTERPRICE-c>=10*MINDIFF; cond:(count(jccond1 or jccond2,ENTERBARS)=1 and (JCCOND1 or JCCOND2)) or ((JCCOND1 and count(JCCOND2,ENTERBARS)=1) or (JCCOND2 and count(JCCOND1,ENTERBARS)=1)) ; jc1:buy(holding>0 and cond ,1,market); jc2:buyshort(cond and holding<0 ,1,market);
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