主题：麻烦老师帮忙编写一个模块

oo:=valuewhen(date<>ref(date,1),open);

yl:=oo+kL;

zc:=oo-KL;

if h>yl then begin

  if holding<0 then sellshort(1,1,limitr,max(o,yl+mindiff)+3*mindiff);

  if holding=0 then  buy(1,1,limitr,max(o,yl+mindiff)+3*mindiff);

end

if l<zc then begin

  if holding>0 then sell(1,1,limitr,min(o,zc-mindiff)-3*mindiff);

  if holding=0 then buyshort(1,1,limitr,min(o,zc-mindiff)-3*mindiff);

end

 

但是有可能出现“最高价大于上界同时最低价低于下界”的情况。

所以，最好用1分钟K线，会比15分钟更加精确。

即使这样，一般也要再加个条件，比如：open>oo;

 

即：(用于1分钟K线图)

oo:=valuewhen(date<>ref(date,1),open);

yl:=oo+kL;

zc:=oo-KL;

if h>yl and open>oo then begin

  if holding<0 then sellshort(1,1,limitr,max(o,yl+mindiff)+3*mindiff);

  if holding=0 then buy(1,1,limitr,max(o,yl+mindiff)+3*mindiff);

end

if l<zc and open<oo then begin

  if holding>0 then sell(1,1,limitr,min(o,zc-mindiff)-3*mindiff);

  if holding=0 then buyshort(1,1,limitr,min(o,zc-mindiff)-3*mindiff);

end