TICK模型参考:
Params
Numeric N(500); //止损参数
Vars
Numeric OO; //开盘价
Numeric NN; //最新价
Numeric KS; //亏损
Begin
OO=Ref(Close,DayBarPos);
NN=Close;
PlotNumeric("OO",OO);
KS=TNumSeqLoss==2&&TProfit_Ref(1) < -500 && TProfit_Ref(2) <-500&&Min(BarsBuy,BarsSellShort)<DayBarPos;
//开仓
If(NN>OO && (NN-OO)/OO<0.03 && Exist(KS,DayBarPos)==0 &&Time<0.1455)
{
Buy;
}
If(NN<OO && (NN-OO)/OO<-0.03 && Exist(KS,DayBarPos)==0 &&Time<0.1455)
{
SellShort;
}
//止赢止损
If(MarketPosition==1 && (NN>BKPrice+2*MinPrice ||NN<BKPrice-5*MinPrice) ||Time>=0.1455)
{
Sell;
}
If(MarketPosition==-1 && (NN>SKPrice+5*MinPrice ||NN<SKPrice-2*MinPrice) ||Time>=0.1455)
{
BuyToCover;
}
End
1MIN模型参考:
Params
Numeric N(500); //止损参数
Vars
Numeric OO; //开盘价
Numeric RC; //上收盘
Numeric KS; //亏损
Numeric NN; //最新价
Begin
NN=Close;
OO=Open;
RC=Ref(Close,1);
KS=TNumSeqLoss==2&&TProfit_Ref(1) < -500 && TProfit_Ref(2) <-500&&Min(BarsBuy,BarsSellShort)<DayBarPos;
PlotNumeric("OO",OO);
//开仓
If(OO>RC && Exist(KS,DayBarPos)==0 &&Time<0.1455)
{
Buy(1,Active_Order);
}
If(OO<RC && Exist(KS,DayBarPos)==0 &&Time<0.1455)
{
SellShort(1,Active_Order);
}
//止赢止损
If(MarketPosition==1 && (NN>BKPrice+2*MinPrice ||NN<BKPrice-5*MinPrice) ||Time>=0.1455)
{
Sell(1,Limit_Order);
}
If(MarketPosition==-1 && (NN>SKPrice+5*MinPrice ||NN<SKPrice-2*MinPrice) ||Time>=0.1455)
{
BuyToCover(1,Limit_Order);
}
End
本地测试模型是可以正常加载的,不会发生闪退的
您具体是加载在什么合约上发生闪退了呢?