zhangzhi7788 发表于 2016-1-4 16:14:06

请问一下TB工程师，我的这个模型什么时候应该写[1]什么时候不写[1]

Params
Numeric callboLength(15);         
Numeric putboLength(10);                 
Numeric bolLength(20);                       
Numeric callbolBandTrig(2.2);         
Numeric putbolBandTrig(1.8);         
Numeric atrLength(10);            
Numeric upconstt(2.8);            
Numeric downconstt(3);                  
Numeric Lots(0);                    
        
Vars
NumericSeries buyPoint(0);            
NumericSeries sellPoint(0);            
NumericSeries MidLine(0);            
Numeric Band(0);               
NumericSeries upBand(0);            
NumericSeries dnBand(0);            
Numeric atr(0);                 
NumericSeries upLiqPoint(0);   
NumericSeries downLiqPoint(0);  
        
Begin

// 集合竞价和小节休息过滤
If(!CallAuctionFilter()) Return;
        

buyPoint = Highest(High,callboLength);
sellPoint = Lowest(Low,putboLength);


MidLine = Average(Close,bolLength);
Band = StandardDev(Close,bolLength,2);
upBand = MidLine + callbolBandTrig*Band;
dnBand = MidLine - putbolBandTrig*Band;

atr=XAverage(TrueRange,atrLength);
upLiqPoint = buyPoint-upconstt*atr;
downLiqPoint = sellPoint+downconstt*atr;


//开仓


If(MarketPosition != 1 And high > upBand And High >= buyPoint)
{
              Buy(Lots,Max(Open,buyPoint));
}


If(MarketPosition != -1 And low < dnBand And Low <= sellPoint)
{
            SellShort(Lots,Min(Open,sellPoint));
}

// 平仓


If(MarketPosition == 1 And BarsSinceEntry >= 1 And Low <= upLiqPoint)
{
            Sell(0,Min(Open,upLiqPoint));
}


If(MarketPosition == -1 And BarsSinceEntry >= 1 And High >= downLiqPoint)
{
            BuyToCover(0,Max(Open,downLiqPoint));
}

End

zhangzhi7788 发表于 2016-1-4 16:16:51

buyPoint = Highest(High,callboLength);
sellPoint = Lowest(Low,putboLength);


MidLine = Average(Close,bolLength);
Band = StandardDev(Close,bolLength,2);
upBand = MidLine + callbolBandTrig*Band;
dnBand = MidLine - putbolBandTrig*Band;

atr=XAverage(TrueRange,atrLength);
upLiqPoint = buyPoint-upconstt*atr;
downLiqPoint = sellPoint+downconstt*atr;



If(MarketPosition != 1 And high > upBand And High >= buyPoint)
{
              Buy(Lots,Max(Open,buyPoint));
}


If(MarketPosition != -1 And low < dnBand And Low <= sellPoint)
{
            SellShort(Lots,Min(Open,sellPoint));
}

// 平仓


If(MarketPosition == 1 And BarsSinceEntry >= 1 And Low <= upLiqPoint)
{
            Sell(0,Min(Open,upLiqPoint));
}


If(MarketPosition == -1 And BarsSinceEntry >= 1 And High >= downLiqPoint)
{
            BuyToCover(0,Max(Open,downLiqPoint));
}


就是想请问这部分啥时候应该加啥时候不应该加，这个我不太懂，希望TB的工程师能够帮忙解决，谢谢啊
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