投资者咨询:求助 (文华财经随身行Android 5.4.6(239))
来源:文华财经 日期:2018-8-23 9:32
比如TIME=1455,CLOSEOUT;执行后,第二天模组不再开单,这个怎么解决?我的本意是平掉当天所有持仓,第二天重新开始
技术人员回复
日期:2018-8-23 9:59
这个语句限制的就是当日清仓,是不影响第二日的开仓情况的
投资者咨询:求助 (文华财经随身行Android 5.4.6(239))
来源:文华财经 日期:2018-8-23 9:32
MA5:MA(C,5);
MA20:MA(C,20);
TTT:=COUNTSIG(SK,BARPOS)+COUNTSIG(BK,BARPOS)=0;
(TTT||ISLASTBP)&&CROSS(MA5,MA20)&&BKVOL=0,BK(2);
N:=1*REFSIG_VOL(BK,1);
BKVOL>=2&&C<(BKPRICEAV-P*MINPRICE) AND CROSS(MA5,MA20),BK(N);
C>BKPRICEAV+M*MINPRICE,SP(BKVOL);
BKVOL>20&&C>BKPRICEAV+2*MINPRICE,SP(BKVOL);
(TTT||ISLASTSP)&&CROSSDOWN(MA5,MA20)&&SKVOL=0,SK(2);
N1:=1*REFSIG_VOL(SK,1);
SKVOL>=2&&CROSSDOWN(MA5,MA20)&&C>SKPRICEAV+P*MINPRICE,SK(N1);
C SKVOL>20&&C TRADE_AGAIN(100);
TIME=1457,CLOSEOUT;
MA20:MA(C,20);
TTT:=COUNTSIG(SK,BARPOS)+COUNTSIG(BK,BARPOS)=0;
(TTT||ISLASTBP)&&CROSS(MA5,MA20)&&BKVOL=0,BK(2);
N:=1*REFSIG_VOL(BK,1);
BKVOL>=2&&C<(BKPRICEAV-P*MINPRICE) AND CROSS(MA5,MA20),BK(N);
C>BKPRICEAV+M*MINPRICE,SP(BKVOL);
BKVOL>20&&C>BKPRICEAV+2*MINPRICE,SP(BKVOL);
(TTT||ISLASTSP)&&CROSSDOWN(MA5,MA20)&&SKVOL=0,SK(2);
N1:=1*REFSIG_VOL(SK,1);
SKVOL>=2&&CROSSDOWN(MA5,MA20)&&C>SKPRICEAV+P*MINPRICE,SK(N1);
C
TIME=1457,CLOSEOUT;
周期任选,任意活跃合约。P和M参数10以上30以下任意选一个值
技术人员回复
日期:2018-8-23 11:12
如下修改下模型:
MA5:MA(C,5);
MA20:MA(C,20);
TTT:=COUNTSIG(SK,BARPOS)+COUNTSIG(BK,BARPOS)=0;
(TTT||ISLASTBP||ISLASTCLOSEOUT)&&CROSS(MA5,MA20)&&BKVOL=0,BK(2);
N:=1*REFSIG_VOL(BK,1);
BKVOL>=2&&C<(BKPRICEAV-P*MINPRICE) AND CROSS(MA5,MA20),BK(N);
C>BKPRICEAV+M*MINPRICE,SP(BKVOL);
BKVOL>20&&C>BKPRICEAV+2*MINPRICE,SP(BKVOL);
(TTT||ISLASTSP||ISLASTCLOSEOUT)&&CROSSDOWN(MA5,MA20)&&SKVOL=0,SK(2);
N1:=1*REFSIG_VOL(SK,1);
SKVOL>=2&&CROSSDOWN(MA5,MA20)&&C>SKPRICEAV+P*MINPRICE,SK(N1);
C<SKPRICEAV-M*MINPRICE,BP(SKVOL);
SKVOL>20&&C<SKPRICEAV-2*MINPRICE,BP(SKVOL);
TRADE_AGAIN(100);
TIME=1457,CLOSEOUT;
投资者咨询:求助 (文华财经随身行Android 5.4.6(239))
来源:文华财经 日期:2018-8-23 9:32
好了,谢谢