下面的公式我做日线程式化交易,设置为K线走完发信号,但计算机不动作,请版主帮我看看公式编写是否有误?
RSV:=(CLOSE-LLV(LOW,N))/(HHV(HIGH,N)-LLV(LOW,N))*100;
K:=SMA(RSV,P1,1);
D:=SMA(K,P2,1);
动态权益:tASSET,LINETHICK0;
可用:tCASH,LINETHICK0;
持仓:tHOLDING,LINETHICK0;
DT:= CROSS(K,D) and CURRENTTIME>090000;//多头
KT:= CROSS(D,K) and CURRENTTIME>090000;//空头
//平空开多
if DT then
begin
SELLSHORT(DT ,1,market);//测试
BUY(DT and HOLDING<=0,1,market);
tSELLSHORT(DT,1,mkt);//账户指令
tBUY(DT and 持仓<=0,1,mkt);
end
//平多开空
if KT then
begin
SELL(KT,1,market);//测试
BUYSHORT(KT and HOLDING>=0,1,market);
tSELL(KT,1,mkt);//账户指令
tBUYSHORT(KT and 持仓>=0,1,mkt);
end