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空策略============================ runmode:1; settradesign(1); startday:=currentdate-12*100,noaxis,linethick0; if ref(date,0)<=startday-7 then exit; opendaytime:=time>=opentime(1)+1*100 and time<=closetime(0)-10000+5959-1*100,noaxis,colorgray; closedaytime:=time>=closetime(0)-10000+5959-1*100,noaxis,colorgray; if date=1 then settradesign(0); else settradesign(1); runmode:0; pk:sellshort(closedaytime=1 and holding=-1,1); kk:buyshort(opendaytime=1 and holding=0,1); runmode:1; kfl:openprofit,noaxis; kzc:asset,noaxis; kjl:netprofit,noaxis; ============================ 多策略========================= runmode:1; settradesign(1); startday:=currentdate-12*100,noaxis,linethick0; if ref(date,0)<=startday-7 then exit; opendaytime:=time>=opentime(1)+1*100 and time<=closetime(0)-10000+5959-1*100,noaxis,colorgray; closedaytime:=time>=closetime(0)-10000+5959-1*100,noaxis,colorgray; if date=1 then settradesign(0); else settradesign(1); runmode:0; pd:sell(closedaytime=1 and holding=1,1); kd:buy(opendaytime=1 and holding=0,1); runmode:1; dfl:openprofit,noaxis; dzc:asset,noaxis; djl:netprofit,noaxis; =================================== 多空幽灵========================= dfl:=(#d.dfl()#),noaxis,colorred,linethick1; kfl:=(#k.kfl()#),noaxis,colorgreen,linethick1; kd:=dfl>kfl>0;开多 pd:=kfl>dfl>0;平多 kk:=kfl>dfl>0;开空 pk:=dfl>kfl>0;平空 ======================== 讨论贴

中性看待涨跌，不主观不武断不判断。多头盈利跟多头，空头盈利跟空头。当胜率50%情况下，改盈亏比就是了。应该不难写吧？

[此贴子已经被作者于2020/8/21 20:55:19编辑过]

以下是引用ma-robot在2020/8/21 20:35:36的发言：
空策略============================ runmode:1; settradesign(1); startday:=currentdate-12*100,noaxis,linethick0; if ref(date,0)<=startday-7 then exit; opendaytime:=time>=opentime(1)+1*100 and time<=closetime(0)-10000+5959-1*100,noaxis,colorgray; closedaytime:=time>=closetime(0)-10000+5959-1*100,noaxis,colorgray; if date=1 then settradesign(0); else settradesign(1); runmode:0; pk:sellshort(closedaytime=1 and holding=-1,1); kk:buyshort(opendaytime=1 and holding=0,1); runmode:1; kfl:openprofit,noaxis; kzc:asset,noaxis; kjl:netprofit,noaxis; ============================ 多策略========================= runmode:1; settradesign(1); startday:=currentdate-12*100,noaxis,linethick0; if ref(date,0)<=startday-7 then exit; opendaytime:=time>=opentime(1)+1*100 and time<=closetime(0)-10000+5959-1*100,noaxis,colorgray; closedaytime:=time>=closetime(0)-10000+5959-1*100,noaxis,colorgray; if date=1 then settradesign(0); else settradesign(1); runmode:0; pd:sell(closedaytime=1 and holding=1,1); kd:buy(opendaytime=1 and holding=0,1); runmode:1; dfl:openprofit,noaxis; dzc:asset,noaxis; djl:netprofit,noaxis; =================================== 多空幽灵========================= dfl:=(#d.dfl()#),noaxis,colorred,linethick1; kfl:=(#k.kfl()#),noaxis,colorgreen,linethick1; kd:=dfl>kfl>0;开多 pd:=kfl>dfl>0;平多 kk:=kfl>dfl>0;开空 pk:=dfl>kfl>0;平空 ======================== 讨论贴

整理一下

空策略==============保存为K策略==============

runmode:1;

settradesign(1);

startday:=currentdate-12*100,noaxis,linethick0;

if ref(date,0)<=startday-7 then exit;

opendaytime:=time>=opentime(1)+1*100 and time<=closetime(0)-10000+5959-1*100,noaxis,colorgray;

closedaytime:=time>=closetime(0)-10000+5959-1*100,noaxis,colorgray;

if date=1 then

settradesign(0);

else

settradesign(1);

runmode:0;

pk:sellshort(closedaytime=1 and holding=-1,1);

kk:buyshort(opendaytime=1 and holding=0,1);

runmode:1;

kfl:openprofit,noaxis;

kzc:asset,noaxis;

kjl:netprofit,noaxis;

============================

多策略============保存为D策略=============

runmode:1;

settradesign(1);

startday:=currentdate-12*100,noaxis,linethick0;

if ref(date,0)<=startday-7 then exit;

opendaytime:=time>=opentime(1)+1*100 and time<=closetime(0)-10000+5959-1*100,noaxis,colorgray;

closedaytime:=time>=closetime(0)-10000+5959-1*100,noaxis,colorgray;

if date=1 then

settradesign(0);

else

settradesign(1);

runmode:0;

pd:sell(closedaytime=1 and holding=1,1);

kd:buy(opendaytime=1 and holding=0,1);

runmode:1;

dfl:openprofit,noaxis;

dzc:asset,noaxis;

djl:netprofit,noaxis;

===================================

多空幽灵===========主策略保存为DKYL去执行==============

dfl:=(#d.dfl()#),noaxis,colorred,linethick1; //取多头策略D浮动盈亏

kfl:=(#k.kfl()#),noaxis,colorgreen,linethick1;// 取空头策略K浮动盈亏

kd:=buy(dfl>kfl>0,1,1);//开多信号多头比空头盈利

pd:=sell(kfl>dfl>0,1,0);//平多信号空头盈利

kk:=buyshort(kfl>dfl>0,1,1);//开空信号空头比多头盈利

pk:=sellshort(dfl>kfl>0,1,0);//平空信号多头盈利

========================

多空幽灵通过去读多头策略和空头策略的浮动盈亏判断，那个盈利去开仓

以上策略是三个一个名称为D的策略，一个名为K的策略，主策略是DKYL去运行。

//==================K=========================

runmode:1;
settradesign(1);
startday:=currentdate-12*100,noaxis,linethick0;
if ref(date,0)<=startday-7 then exit;
opendaytime:=time>=opentime(1)+1*100 and time<=closetime(0)-10000+5959-1*100,noaxis,colorgray;
closedaytime:=time>=closetime(0)-10000+5959-1*100,noaxis,colorgray;
if date<startday or totaldaytrade>=1 then
settradesign(0);
else
settradesign(1);
runmode:0;
pk:sellshort(closedaytime=1 and holding=-1,1);
kk:buyshort(opendaytime=1 and holding=0,1);
runmode:1;
kfl:openprofit,noaxis;
kzc:asset,noaxis;
kjl:netprofit,noaxis;

//=============D==============

runmode:1;
settradesign(1);
startday:=currentdate-12*100,noaxis,linethick0;
if ref(date,0)<=startday-7 then exit;
opendaytime:=time>=opentime(1)+1*100 and time<=closetime(0)-10000+5959-1*100,noaxis,colorgray;
closedaytime:=time>=closetime(0)-10000+5959-1*100,noaxis,colorgray;
if date<startday or totaldaytrade>=1 then
settradesign(0);
else
settradesign(1);
runmode:0;
pd:sell(closedaytime=1 and holding=1,1);
kd:buy(opendaytime=1 and holding=0,1);
runmode:1;
dfl:openprofit,noaxis;
dzc:asset,noaxis;
djl:netprofit,noaxis;

多空幽灵===========主策略保存为DKYL去执行==============

dfl:=(#d.dfl()#),noaxis,colorred,linethick1; //取多头策略D浮动盈亏

kfl:=(#k.kfl()#),noaxis,colorgreen,linethick1;// 取空头策略K浮动盈亏

kd:=buy(dfl>kfl>0,1,1);//开多信号多头比空头盈利

pd:=sell(kfl>dfl>0,1,0);//平多信号空头盈利

kk:=buyshort(kfl>dfl>0,1,1);//开空信号空头比多头盈利

pk:=sellshort(dfl>kfl>0,1,0);//平空信号多头盈利

========================

多空幽灵通过去读多头策略和空头策略的浮动盈亏判断，那个盈利去开仓

以上策略是三个一个名称为D的策略，一个名为K的策略，主策略是DKYL去运行。

不知道为啥用苹果浏览器发出来没有回车键。。。。

能整理下吗？发个完整版

主题：多空幽灵策略，讨论贴