投资者咨询：MQ代码每次只开仓一次，哪里出了错误呢？ (文华财经wh9)
来源:文华财经 日期:2018-5-4 13:47
老师能帮忙看一下吗？
Setting
SetTickData:1,60;
Vars
Numeric kjttj;
Numeric voltj;
Numeric beishu;
NumericSeries anm;
NumericSeries ancj;
NumericSeries k1;
NumericSeries d1;
Global_Numeric BEGIN_SIG_k;
Global_Numeric BEGIN_SIG_d;
Global_Numeric Time_sig;
Begin
beishu = 0.0;
Time_sig = 1; //Time > 0.09 && Time < 0.15;
anm = (hhv(new,2) + llv(new,2))/2;
ancj = (Tick_Vol+ref(Tick_Vol,1));
k1 = anm < ref(anm,2)-beishu*MinPrice;
d1 = anm > ref(anm,2)+beishu*MinPrice;
kjttj = (Count(k1, 10)>=2 And Count(d1,10) == 0) && Time_sig ==1;
voltj = (ancj > ma(ancj,60)) && Time_sig ==1;
If(kjttj Or voltj)
{
BEGIN_SIG_k = 1;
}
If(Time_sig == 0)
{
BEGIN_SIG_k = 0;
}
if(BEGIN_SIG_k ==1)
{
If(anm<ref(anm,1)-beishu*MinPrice && ref(BarsLast(anm<ref(anm,1)-beishu*MinPrice),1)<10)
{
SellShort;
}
}
If(anm>(ref(anm,1)+beishu*MinPrice))
{
If(A_SellPosition > 0)
{
BuyToCover;
}
BEGIN_SIG_k=0;
}
End
技术人员回复
日期:2018-5-4 13:58
如下修改，您试下
Setting
SetTickData:1,60;
Vars
Numeric kjttj;
Numeric voltj;
Numeric beishu;
NumericSeries anm;
NumericSeries ancj;
NumericSeries k1;
NumericSeries d1;
Global_Numeric BEGIN_SIG_k;
Global_Numeric BEGIN_SIG_d;
Global_Numeric Time_sig;
Begin
beishu = 0.0;
Time_sig = 1; //Time > 0.09 && Time < 0.15;
anm = (hhv(new,2) + llv(new,2))/2;
ancj = (Tick_Vol+ref(Tick_Vol,1));
k1 = anm < ref(anm,2)-beishu*MinPrice;
d1 = anm > ref(anm,2)+beishu*MinPrice;
kjttj = (Count(k1, 10)>=2 And Count(d1,10) == 0) && Time_sig ==1;
voltj = (ancj > ma(ancj,60)) && Time_sig ==1;
If(anm<ref(anm,1)-beishu*MinPrice && ref(BarsLast(anm<ref(anm,1)-beishu*MinPrice),1)<10)
{
SellShort;
}
If(anm>(ref(anm,1)+beishu*MinPrice))
{
If(A_SellPosition > 0)
{
BuyToCover;
}
}
End
投资者咨询：MQ代码每次只开仓一次，哪里出了错误呢？ (文华财经wh9)
来源:文华财经 日期:2018-5-4 13:47
您好老师，我这边加载后发现还是只开仓一次，不知道原因在哪儿。。
技术人员回复
日期:2018-5-4 14:32
请参考：
Setting
SetTickData:1,60;
Vars
Numeric kjttj;
Numeric voltj;
Numeric beishu;
NumericSeries anm;
NumericSeries ancj;
NumericSeries k1;
NumericSeries d1;
Begin
beishu = 0.0;
anm = (hhv(new,2) + llv(new,2))/2;
ancj = (Tick_Vol+ref(Tick_Vol,1));
k1 = anm < ref(anm,2)-beishu*MinPrice;
d1 = anm > ref(anm,2)+beishu*MinPrice;
kjttj = (Count(k1, 10)>=2 And Count(d1,10) == 0) ;
voltj = (ancj > ma(ancj,60));
If(anm<ref(anm,1)-beishu*MinPrice && ref(BarsLast(anm<ref(anm,1)-beishu*MinPrice),1)<10)
{
SellShort;
}
If(anm>(ref(anm,1)+beishu*MinPrice))
{
BuyToCover;
}
End
