自己写的一个小策略,但是一直提示“交易讯号消失”
您好,我这边写了一个策略,但是测的时候还是一直提示“交易讯号消失”,我看了下判断条件,好像没啥问题,实在看不出是哪里导致的问题,请帮忙看下,谢谢Params
Bool bInitStatus(false);//初始化标志,修改初始仓位时需设置为True
Numeric InitMyRealMp(0);//初始当前仓位,正数表示多单,负数表示空单
Numeric FirstGrid(10);//第一笔交易的间距,最小跳动
Numeric AddGrid(30);//加仓间距,最小跳动
Numeric TotalGrids(10);//最大交易次数
Numeric TrailingGrid(10);//移动止损间距,最小跳动
Numeric EveryLots(1);//每次开仓手数
Numeric OffSet(1);//委托价偏差,默认买卖价偏差1个滑点
Numeric ExitOnCloseMins(15.00);//收盘平仓时间
Vars
Numeric HighAfterlongEntry;
Numeric LowAfterShortEntry;
Numeric MyRealMp(0);
Numeric MinPoint;
Numeric TmpPrice;
Numeric TmpLots;
Begin
MinPoint=MinMove*PriceScale;//当前商品最小变动量*当前商品的计数单位
MyRealMp=GetGlobalVar(0); //获取MyRealMp全局变量值
HighAfterlongEntry=GetGlobalVar(1);
LowAfterShortEntry=GetGlobalVar(2);
If(BarStatus==0 And (MyRealMp==InvalidNumeric||bInitStatus)) //当前bar为第一个bar且MyRealMp为无效值 ,那么初始当前仓位 0
{MyRealMp=InitMyRealMp;}
If(Date<>Date){ //当前Bar的日期 不等于 上一个 Bar的日期说明 隔夜了
HighAfterlongEntry=High; // 设置 HighAfterlongEntry的值为当前Bar的最高价
LowAfterShortEntry=Low; // 设置 LowAfterShortEntry的值为当前Bar的最低价
MyRealMp=0;
}Else{
HighAfterlongEntry=Max(HighAfterlongEntry,High);
LowAfterShortEntry=Min(LowAfterShortEntry,Low);
}
if (Time<ExitOnCloseMins/100){ //当前Bar的时间 小于 收盘时间
If(MyRealMp>0 And HighAfterlongEntry-Low>=TrailingGrid*MinPoint And(High-Low<TrailingGrid*MinPoint Or (High-Low>=TrailingGrid*MinPoint And Close>Open))){
PlotString("a","a");
TmpPrice=Max(HighAfterLongEntry-(TrailingGrid-OffSet)*MinPoint,Low);
TmpLots=Abs(MyRealMp*EveryLots);
Sell(TmpLots,TmpPrice);
MyRealMp=0;
LowAfterShortEntry=Low;
}else If(MyRealMp<0 And High-LowAfterShortEntry>=TrailingGrid*MinPoint And (High-Low<TrailingGrid*MinPoint Or (High-Low>=TrailingGrid*MinPoint And Close<Open))){
TmpPrice=Min(LowAfterShortEntry+(TrailingGrid+OffSet)*MinPoint,High);
TmpLots=Abs(MyRealMp*EveryLots);
BuyToCover(TmpLots,TmpPrice);
MyRealMp=0;
HighAfterLongEntry=0;
}
If(MyRealMp==0 And High-LowAfterShortEntry>=FirstGrid*MinPoint){ //第一笔多单开仓
TmpPrice=Min(LowAfterShortEntry+(FirstGrid+OffSet)*MinPoint,High);
TmpLots=EveryLots;
Buy(TmpLots,TmpPrice);
MyRealMp=1;
HighAfterLongEntry=High;
}Else If(MyRealMp>0 And MyRealMp<TotalGrids And High-LowAfterShortEntry>=(FirstGrid+MyRealMp*AddGrid)*MinPoint){ //多单加仓
TmpPrice=Min(LowAfterShortEntry+(FirstGrid+MyRealMp*AddGrid+OffSet)*MinPoint,High);
TmpLots=EveryLots;
Buy(TmpLots,TmpPrice);
MyRealMp=MyRealMp+1;
}else If(MyRealMp==0 And HighAfterLongEntry-Low>=FirstGrid*MinPoint){ //第一笔空单开仓
TmpPrice=Max(HighAfterLongEntry-(FirstGrid-OffSet)*MinPoint,Low);
TmpLots=EveryLots;
SellShort(TmpLots,TmpPrice);
MyRealMp=-1;
LowAfterShortEntry=Low;
}else If(MyRealMp<0 And -1*MyRealMp<TotalGrids And HighAfterLongEntry-Low>=(FirstGrid+Abs(MyRealMp*AddGrid))*MinPoint){ //空单加仓
PlotString("f","f");
TmpPrice=Max(HighAfterLongEntry-(FirstGrid-Abs(MyRealMp*AddGrid)-OffSet)*MinPoint,Low);
TmpLots=EveryLots;
SellShort(TmpLots,TmpPrice);
MyRealMp=MyRealMp-1;
}
}else If(Time>=ExitOnCloseMins/100){ //当前Bar的时间 大于等于 收盘时间
If(MyRealMp>0)
{
TmpLots=Abs(MyRealMp*EveryLots);
TmpPrice=Close;
Sell(0,TmpPrice);
MyRealMp=0;
}
If(MyRealMp<0)
{
TmpLots=Abs(MyRealMp*EveryLots);
TmpPrice=Close;
BuyToCover(0,TmpPrice);
MyRealMp=0;
}
}
SetGlobalVar(0,MyRealMp);
SetGlobalVar(1,HighAfterLongEntry);
SetGlobalVar(2,LowAfterShortEntry);
Commentary("MyRealMp="+Text(MyRealMp));
Commentary("HighAfterLLowAfterShortEntry="+Text(LowAfterShortEntry));
End
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