DT:=YSETTLE/(1-Z);//跌停价
C=ZT,BK;//收盘价小于跌停价同时满足开仓条件,进行买开
C=DT,SK;//收盘价大于跌停价同时满足平仓条件进行平仓
ISLASTBK && C>=1.2*BKPRICE OR C<=0.9*BKPRICE, SP;
ISLASTSP && C<=1.2*SKPRICE OR C>=1.1*SKPRICE,BP;
AUTOFILTER;
空头执行需要修改一下
此外如果实际行情完全涨停后是无法买入的运行时可以适当放宽开仓条件的涨幅限制
Z=0.04
ZT:=YSETTLE*(1+Z);//涨停
DT:=YSETTLE/(1-Z);//跌停价
C=ZT,BK;//收盘价小于跌停价同时满足开仓条件,进行买开
C=DT,SK;//收盘价大于跌停价同时满足平仓条件进行平仓
ISLASTBK && C>=1.2*BKPRICE OR C<=0.9*BKPRICE, SP;
ISLASTSP && C<=0.8*SKPRICE OR C>=1.1*SKPRICE,BP;
AUTOFILTER;
开仓这样改一下:
Z:=0.04;
ZT:=YSETTLE*(1+Z);//涨停
DT:=YSETTLE/(1-Z);//跌停价
C>=ZT,BK;//收盘价小于跌停价同时满足开仓条件,进行买开
C>=DT,SK;//收盘价大于跌停价同时满足平仓条件进行平仓
ISLASTBK && C>=1.2*BKPRICE OR C<=0.9*BKPRICE, SP;
ISLASTSP && C<=0.8*SKPRICE OR C>=1.1*SKPRICE,BP;
AUTOFILTER;
后面最大的单日涨幅也就是05/29达到3.82%
您可以具体看一下,都是不满足涨幅条件的
ZT:=YSETTLE*(1+Z);//涨停
DT:=YSETTLE/(1-Z);//跌停价
C>=ZT,LOW,BK;//
C<=DT,SK;//
ISLASTBK && (((BKHIGH-BKPRICE)*MINPRICE/MARGIN>=0.5 && (C-BKPRICE)/(BKHIGH-BKPRICE)<0.4) OR (C-BKPRICE)*MINPRICE/MARGIN<=-0.1),SP;
ISLASTSK && (((SKPRICE-SKLOW)*MINPRICE/MARGIN>=0.5 && (SKPRICE-C)/(SKPRICE-SKLOW)<0.4) OR (SKPRICE-C)*MINPRICE/MARGIN<=-0.1),BP;
两个问题,DT计算跌停价应该乘(1-0.04)
然后BK信号前面的,LOW需要删除
参考:
Z:=0.04;
ZT:YSETTLE*(1+Z);//涨停
DT:YSETTLE*(1-Z);//跌停价
C>=ZT,BK;//
C<=DT,SK;//
ISLASTBK && (((BKHIGH-BKPRICE)*MINPRICE/MARGIN>=0.5 && (C-BKPRICE)/(BKHIGH-BKPRICE)<0.4) OR (C-BKPRICE)*MINPRICE/MARGIN<=-0.1),SP;
ISLASTSK && (((SKPRICE-SKLOW)*MINPRICE/MARGIN>=0.5 && (SKPRICE-C)/(SKPRICE-SKLOW)<0.4) OR (SKPRICE-C)*MINPRICE/MARGIN<=-0.1),BP;
AUTOFILTER;
