换了新电脑就只有从6月28日到今天的交易回测了。 - 金字塔软件问题提交 - 金字塔客服中心 - 专业程序化交易软件提供商

实际上现在还是不对，我的开仓条件都有信号的，我给你看一下

IH1:=CALLSTOCK('SH000016',VTCLOSE,1,0);//"SH000016$CLOSE";//
IH2:=CALLSTOCK('SH000016',VTCLOSE,6,-1)；//昨收
IH3:=IH1-IH2;//涨跌
DIFF1:=ROUNDS（IH3/IH2*100，2）;

IC1:= CALLSTOCK('SZ399905',VTCLOSE,1,0);//"SZ399905$CLOSE";//
IC2：=CALLSTOCK('SZ399905',VTCLOSE,6,-1)；//昨收
IC3：=IC1-IC2;//涨跌
DIFF2：=ROUNDS（IC3/IC2*100，2);//涨跌幅

DIFF:DIFF1-DIFF2，LINETHICK0;//指数差

P:VALUEWHEN((DIFF>=0.5 AND HOLDING=0 AND OPENMINUTES(TIME)>T AND TOTALDAYTRADE=0),date);

这个返回的是1180709，是今天没错，如果我后面在SELL平多的命令下，要表述是今天开仓，是要写P=date吗？

IC00连续合约，dayholding这个函数是否适用于股指期货的交易和回测？

P:VALUEWHEN((DIFF>=0.5 AND HOLDING=0 AND OPENMINUTES(TIME)>T AND TOTALDAYTRADE=0),date);

这句，如果你是用 “(DIFF>=0.5 AND HOLDING=0 AND OPENMINUTES(TIME)>T AND TOTALDAYTRADE=0)”作为开仓条件的话。

这里应该：

A:(DIFF>=0.5 AND HOLDING=0 AND OPENMINUTES(TIME)>T AND TOTALDAYTRADE=0);

if a then buy(1,1,market);

.....

P:VALUEWHEN(A,date);

if P<>date and holding>0 then sell(1,holding,market);

看上去逻辑是一样，其实有点差异。

这是我做的一个范例。

M: c>o and holding=0;
if M then
begin
buy(1,1,market);
end

a:VALUEWHEN(M,date);
if count(c<o,2)=2 and date<>a then sell(holding>0,holding,market);

IH1:=CALLSTOCK('SH000016',VTCLOSE,1,0);//"SH000016$CLOSE";//
IH2:=CALLSTOCK('SH000016',VTCLOSE,6,-1)；//昨收
IH3:=IH1-IH2;//涨跌
DIFF1:=ROUNDS（IH3/IH2*100，2）;

IC1:= CALLSTOCK('SZ399905',VTCLOSE,1,0);//"SZ399905$CLOSE";//
IC2：=CALLSTOCK('SZ399905',VTCLOSE,6,-1)；//昨收
IC3：=IC1-IC2;//涨跌
DIFF2：=ROUNDS（IC3/IC2*100，2);//涨跌幅

DIFF:DIFF1-DIFF2，LINETHICK0;//指数差

T:=2;X:=3;Y:=2;M1:=0.5;N1:=-0.5;M2:=0.5;N2:=-0.5;//开盘分钟，IH手数，IC手数
CLOSEPOSMODE:1;
//平仓条件.............................................................................
PD1:=HHV(DIFF,MIN(TODAYBAR,ENTERBARS))-DIFF;
//PD3:=HHV(DIFF,ENTERBARS)-DIFF>=3;//正向非开仓当日平仓
PK1:=LLV(DIFF,MIN(TODAYBAR,ENTERBARS))-DIFF;
//PK3:=LLV(DIFF,ENTERBARS)-DIFF<=-3;//反向非开仓当日平仓
PC3:=HOLDING-DAYHOLDING;

IH4:=REF(IH1,ENTERBARS);
IH5:ROUNDS((IH1-IH4)/IH4*100,2)，LINETHICK0;
IC4:=REF(IC1,ENTERBARS);
IC5:ROUNDS((IC1-IC4)/IC4*100,2)，LINETHICK0;
PC1:=IH5-IC5;//正向非开仓当日平仓
PC2:=IH5-IC5;//反向非开仓当日平仓

//P:VALUEWHEN((DIFF>=0.5 AND HOLDING=0 AND OPENMINUTES(TIME)>T AND TOTALDAYTRADE=0),date);
//执行..........................................................................................................
IF STRCMP(STKLABEL,'IH00') = 0 THEN BEGIN     //判定合约
   BUY(DIFF>=0.5 AND HOLDING=0 AND OPENMINUTES(TIME)>T AND TOTALDAYTRADE=0,X,MARKETR);   //IH开多
   BUY(DIFF>=0.5 AND HOLDING=0 AND OPENMINUTES(TIME)>T AND TOTALDAYTRADE=1 AND TYPE(1)=4,X,MARKETR);//日内反向开多
   SELL(PD1>=0.5 AND OPENMINUTES(TIME)>T AND PC3=0 AND DIFF<=0.5,0,MARKETR);                           //IH平多
   SELL(DIFF<=-0.5 AND OPENMINUTES(TIME)>T,0,MARKETR);
   SELL(PC1<=-1.5 AND OPENMINUTES(TIME)>T,0,MARKETR);
   BUYSHORT(DIFF<=-0.5 AND HOLDING=0 AND OPENMINUTES(TIME)>T AND TOTALDAYTRADE=0,X,MARKETR); //IH开空
   BUYSHORT(DIFF<=-0.5 AND HOLDING=0 AND OPENMINUTES(TIME)>T AND TOTALDAYTRADE=1 AND TYPE(1)=2,X,MARKETR);
   SELLSHORT(PK1<=-0.5 AND OPENMINUTES(TIME)>T AND PC3=0 AND DIFF>=-0.5,0,MARKETR);
   SELLSHORT(DIFF>=0.5 AND OPENMINUTES(TIME)>T,0,MARKETR);
   SELLSHORT(PC2>=1.5 AND OPENMINUTES(TIME)>T,0,MARKETR);
END;

这样的初步代码，一直有问题，请帮我看一下是怎么回事好吗？开平仓条件是不是逻辑有问题？谢谢