编写了2个策略,两个策略单独运行时,自编的A_HOLDING及B_HOLDING与系统的HOLDING相等,无任何问题。
将两个策略编写到一个策略后,A_HOLDING及B_HOLDING的计算也是正确的。
但是,采用下面的净仓位下单后,出现理论仓位与实际仓位不一致的问题,请求帮忙解决,非常感谢!
HOLDINGS:=A_HOLDING + B_HOLDING;
HOLDINGS1:=REF(HOLDINGS,1);
if strcmp(stklabel,'IH00')=0 AND HOLDINGS<>HOLDINGS1 then begin
IF HOLDINGS1<0 AND HOLDINGS>0 THEN BEGIN SELLSHORT(1,-HOLDINGS1,THISCLOSE);BUY(1,HOLDINGS,THISCLOSE);END
IF HOLDINGS1<0 AND HOLDINGS=0 THEN BEGIN SELLSHORT(1,-HOLDINGS1,THISCLOSE);END
IF HOLDINGS1<0 AND HOLDINGS<0 AND HOLDINGS1 IF HOLDINGS1<0 AND HOLDINGS<0 AND HOLDINGS1>HOLDINGS THEN BEGIN BUYSHORT(1,HOLDINGS1-HOLDINGS,THISCLOSE);END
IF HOLDINGS1=0 AND HOLDINGS>0 THEN BEGIN BUY(1,HOLDINGS,THISCLOSE);END
IF HOLDINGS1=0 AND HOLDINGS<0 THEN BEGIN BUYSHORT(1,HOLDINGS1-HOLDINGS,THISCLOSE);END
IF HOLDINGS1>0 AND HOLDINGS<0 THEN BEGIN SELL(1,HOLDINGS1,THISCLOSE);BUYSHORT(1,-HOLDINGS,THISCLOSE);END
IF HOLDINGS1>0 AND HOLDINGS>0 AND HOLDINGS1>HOLDINGS THEN BEGIN SELL(1,HOLDINGS1-HOLDINGS,THISCLOSE);END
IF HOLDINGS1>0 AND HOLDINGS>0 AND HOLDINGS1 IF HOLDINGS1>0 AND HOLDINGS=0 THEN BEGIN SELL(1,HOLDINGS1,THISCLOSE);END
END