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-- 公式模型编写问题提交 (http://222.73.7.161/bbs/list.asp?boardid=4)
---- 请教交易匹配信号却不交易的问题 (http://222.73.7.161/bbs/dispbbs.asp?boardid=4&id=173567)
-- 发布时间：2019/12/16 14:46:01
-- 请教交易匹配信号却不交易的问题
此主题相关图片如下：a_20191216143648.jpg
如上图，在图表中回测，多空交替进行交易，做多做空的指标都匹配上，图表中也可以看到有做空的交易。但是为何会出现如上图，空的指标匹配上了，却不进行交易，交易代码如下，请老师指教：
ORDVOL:=1;
IF CD_BUY_LONG then
BEGIN
sellshort(holding<0,holding,market); //周期均线多头排列，则平空开多
开多:buy(holding=0,ORDVOL,MARKET);
END
IF CD_SELL_LONG then
BEGIN
平多:SELL(holding>0,holding,market); //多头止盈
END
IF CD_BUY_SHORT then
BEGIN
SELL(HOLDING>0,holding,MARKET);//周期均线空头排列，则平多开空
开空:BUYSHORT(HOLDING=0,ORDVOL,MARKET);
END
IF CD_SELL_SHORT then //空头止盈
BEGIN
平空:SELLSHORT(holding<0,HOLDING,MARKET);
END
-- 发布时间：2019/12/16 15:03:00
--
给出完整代码。否则我没法判断的。而且你这个绘制图形的条件和开仓条件未必就是一样的。
-- 发布时间：2019/12/16 15:35:23
--
开多单和止盈
此主题相关图片如下：a_20191216153208.jpg
开空单和止盈
此主题相关图片如下：a_20191216153129.jpg
是根据绘图的条件，设定开多单和开空单，不是完全没有，感觉是丢信号一样。
//看多指标
min_GA_Long:=#GMMAPower.X3；
5min_GA_Long:=STKINDI(\'\',\'GMMAPower.X3\',0,2,0);
15min_GA_Long:=STKINDI(\'\',\'GMMAPower.X3\',0,3,0);
60min_GA_Long:=STKINDI(\'\',\'GMMAPower.X3\',0,5,0);
3ZQGZ_LONG:=5min_GA_Long and 15min_GA_Long and 60min_GA_Long;
CD_VOL_LONG1:=#黄金量柱.倍量#=1;
CD_VOL_LONG2:=#黄金量柱.倍量#=1 and #黄金量柱.梯量#=1;
CD_VOL_LONG:=CD_VOL_LONG1 or CD_VOL_LONG2;
CD_MACD1:=#MACD3.X_6#>0;//DIF值
CD_MACD2:=#MACD3.MACD#>0;//MACD值
CD_MACD3:=#MACD3.X_6#>=REF(#MACD3.X_6#,1);
CD_MACD4:=#MACD3.X_7#>=REF(#MACD3.X_7#,1);
CD_MACD_LONG:=CD_MACD1 AND CD_MACD2 and (CD_MACD3 and CD_MACD4);
//开多单条件
CD_BUY_LONG:=3ZQGZ_LONG AND CD_VOL_LONG AND CD_MACD_LONG;
//看多止盈指标
CD_MACD_DIF:=#MACD3.X_6#<REF(#MACD3.X_6#,1);
CD_MACD_DEA:=#MACD3.X_7#<REF(#MACD3.X_7#,1);
CD_MACD_LONG_SELL:=CD_MACD_DIF AND CD_MACD_DEA;
CD_JG:=(#GMMAPower.MA1#<#GMMAPower.MA2# or #GMMAPower.MA1#<#GMMAPower.MA3#) or (REF(#GMMAPower.VAR6#,2) > #GMMAPower.NOTEXT20
CD_SELL_LONG:=CD_JG;
//看空指标
min_GA_short:=#GMMAPower.X4#;
5min_GA_short:=STKINDI(\'\',\'GMMAPower.X4\',0,2,0);
15min_GA_short:=STKINDI(\'\',\'GMMAPower.X4\',0,3,0);
60min_GA_short:=STKINDI(\'\',\'GMMAPower.X4\',0,5,0);
3ZQGZ_SHORT:=5min_GA_short and 15min_GA_short and 60min_GA_short;
CD_VOL_short:=#黄金量柱.倍量下跌#=1;
CD_MACD5:=#MACD3.MACD#<0;
CD_MACD6:=#MACD3.X_6#<REF(#MACD3.X_6#,1);
CD_MACD7:=#MACD3.X_7#<REF(#MACD3.X_7#,1);
CD_MACD_SHORT:=CD_MACD5 and CD_MACD6 AND CD_MACD7;
//开空仓
CD_BUY_SHORT:=3ZQGZ_SHORT and CD_VOL_short and CD_MACD_SHORT;
//看空止盈指标
CD_MACD_DIF_short:=#MACD3.X_6#>=REF(#MACD3.X_6#,1);
CD_MACD_DEA_short:=#MACD3.X_7#<REF(#MACD3.X_7#,1);
CD_MACD_DG1:=#MACD3.底拐#=1;
CD_MACD_DG2:=#MACD3.底拐2#=1;
CD_MACD_DG:=CD_MACD_DG1 or (CD_MACD_DG1 and CD_MACD_DG2);
CD_MACD_SHORT_SELL:=CD_MACD_DIF_short and CD_MACD_DEA_short or CD_MACD_DG;
CD_GJ_short:=CROSS(#GMMAPower.MA1#,#GMMAPower.MA2#);
CD_SELL_SHORT:=CD_MACD_SHORT_SELL or CD_GJ_short;
ORDVOL:=1;
IF CD_BUY_LONG then
BEGIN
sellshort(holding<0,holding,market); //周期均线多头排列，则平空开多
开多:buy(holding=0,ORDVOL,MARKET);
END
IF CD_SELL_LONG then
BEGIN
平多:SELL(holding>0,holding,market); //多头止盈
END
IF CD_BUY_SHORT then
BEGIN
SELL(HOLDING>0,holding,MARKET);//周期均线空头排列，则平多开空
开空:BUYSHORT(HOLDING=0,ORDVOL,MARKET);
END
IF CD_SELL_SHORT then //空头止盈
BEGIN
平空:SELLSHORT(holding<0,HOLDING,MARKET);
END
-- 发布时间：2019/12/16 15:45:37
--
此主题相关图片如下：a_20191216153208.jpg
此主题相关图片如下：a_20191216153129.jpg
在图表中都是能找到交易的，如上做空会出现匹配上信号，但不进行交易。
//看多指标
5min_GA_Long:=STKINDI(\'\',\'GMMAPower.X3\',0,2,0);
15min_GA_Long:=STKINDI(\'\',\'GMMAPower.X3\',0,3,0);
60min_GA_Long:=STKINDI(\'\',\'GMMAPower.X3\',0,5,0);
3ZQGZ_LONG:=5min_GA_Long and 15min_GA_Long and 60min_GA_Long;
CD_VOL_LONG1:=#黄金量柱.倍量#=1;
CD_VOL_LONG2:=#黄金量柱.倍量#=1 and #黄金量柱.梯量#=1;
CD_VOL_LONG:=CD_VOL_LONG1 or CD_VOL_LONG2;
CD_MACD1:=#MACD3.X_6#>0;
CD_MACD2:=#MACD3.MACD#>0;
CD_MACD3:=#MACD3.X_6#>=REF(#MACD3.X_6#,1);
CD_MACD4:=#MACD3.X_7#>=REF(#MACD3.X_7#,1);
CD_MACD_LONG:=CD_MACD1 AND CD_MACD2 and (CD_MACD3 and CD_MACD4);
//看多交易策略
CD_BUY_LONG:=3ZQGZ_LONG AND CD_VOL_LONG AND CD_MACD_LONG;
//看多止盈指标
CD_JG:=(#GMMAPower.MA1#<#GMMAPower.MA2# or #GMMAPower.MA1#<#GMMAPower.MA3#) or (REF(#GMMAPower.VAR6#,2) > #GMMAPower.NOTEXT20#);
CD_SELL_LONG:=CD_JG;
//看空指标
5min_GA_short:=STKINDI(\'\',\'GMMAPower.X4\',0,2,0);
15min_GA_short:=STKINDI(\'\',\'GMMAPower.X4\',0,3,0);
60min_GA_short:=STKINDI(\'\',\'GMMAPower.X4\',0,5,0);
3ZQGZ_SHORT:=5min_GA_short and 15min_GA_short and 60min_GA_short;
CD_VOL_short:=#黄金量柱.倍量下跌#=1;
CD_MACD5:=#MACD3.MACD#<0;//MACD值
CD_MACD6:=#MACD3.X_6#<REF(#MACD3.X_6#,1);//DIF升为无效
CD_MACD7:=#MACD3.X_7#<REF(#MACD3.X_7#,1); //DEA升为无效
CD_MACD_SHORT:=CD_MACD5 and CD_MACD6 AND CD_MACD7;
CD_BUY_SHORT:=3ZQGZ_SHORT and CD_VOL_short and CD_MACD_SHORT;
//看空止盈指标
CD_MACD_DIF_short:=#MACD3.X_6#>=REF(#MACD3.X_6#,1);//DIF升为有效值
CD_MACD_DEA_short:=#MACD3.X_7#<REF(#MACD3.X_7#,1);//DEA升为无效值
CD_MACD_DG1:=#MACD3.底拐#=1;
CD_MACD_DG2:=#MACD3.底拐2#=1;
CD_MACD_DG:=CD_MACD_DG1 or (CD_MACD_DG1 and CD_MACD_DG2);
CD_MACD_SHORT_SELL:=CD_MACD_DIF_short and CD_MACD_DEA_short or CD_MACD_DG;
CD_GJ_short:=CROSS(#GMMAPower.MA1#,#GMMAPower.MA2#);
CD_SELL_SHORT:=CD_MACD_SHORT_SELL or CD_GJ_short;
//交易策略
ORDVOL:=1;
IF CD_BUY_LONG then
BEGIN
sellshort(holding<0,holding,market); //周期均线多头排列，则平空开多
开多:buy(holding=0,ORDVOL,MARKET);
END
IF CD_SELL_LONG then
BEGIN
平多:SELL(holding>0,holding,market); //多头止盈
END
IF CD_BUY_SHORT then
BEGIN
SELL(HOLDING>0,holding,MARKET);//周期均线空头排列，则平多开空
开空:BUYSHORT(HOLDING=0,ORDVOL,MARKET);
END
IF CD_SELL_SHORT then //空头止盈
BEGIN
平空:SELLSHORT(holding<0,HOLDING,MARKET);
END
-- 发布时间：2019/12/17 19:40:15
--
你用了跨周期函数了，这种你现在看到的信号和当时的信号是不一样的
比如我在一分钟上使用大盘日线红绿判断，早上大盘红了我有信号，下午发现大盘又绿了那么早上的一分钟的信号会全部消失掉的
解决方法是跨周期引用时候最后一个参数用-1，表示向前引用