信号有些闪烁
有个策略，大多时候信号稳定，但偶尔会闪，哪位帮修改下什么问题？Params
Numeric Nnn1(5);
Numeric Nnn2(20);
Vars
Numeric Lots(1.00);
Numeric offset(1);
Numeric i_offset;
NumericSeries a1;
NumericSeries a2;
NumericSeries a3;
NumericSeries a4;
NumericSeries a13;
NumericSeries a14;
NumericSeries a15;
NumericSeries a17;
NumericSeries a18;
NumericSeries a19;
NumericSeries a20;
NumericSeries a21;
NumericSeries a22;
NumericSeries a23;
NumericSeries a24;
NumericSeries a25;
Numeric xx_1010;
Numeric xx_1030;
//------------------------------------------------------------------------
//------------------------------------------------------------------------
Begin
i_offset=offset*minmove*PriceScale;
a3=AverageFC(Close,17);
a4=StandardDev(Close,17,2);
a1=(a3 + (a4 * 1.88));
a2=(a3 - (a4 * 1.88));
//------------------------------------------------------------------------
a18=Summation(Max(Max((High - Low),Abs((High - Close))),Abs((Low - Close))),23);
a19=(High - High);
a20=(Low - Low);
a21=Summation(IIF((a19 > 0) and (a19 > a20),a19,0),23);
a22=Summation(IIF((a20 > 0) and (a20 > a19),a20,0),23);
a23=((a21 * 100) / a18);
a24=((a22 * 100) / a18);
a25=Average(((Abs((a24 - a23)) / (a24 + a23)) * 100),12);
//------------------------------------------------------------------------
//------------------------------------------------------------------------
If(Time>0.0920 and Time<0.1515)
{
if (Time>0.0920 AND Time<0.1510)
{
if ((MarketPosition == 0) and (a4 >= 1.9) and (Time <= 0.1456))
{
if ((High > a1) and (Open > (a1 - 3)) and (Open <= High))
{
SellShort(Lots,(Open-i_offset));
}
if ((Low < a2) and (Open < (a2 + 3.8)) and (a25 < 42))
{
Buy(Lots,(Open+i_offset));
}
} // www.cxh99.com
if ((MarketPosition == 1) and (BarsSinceEntry == 0))
{
a14=High;a15=Low;
}
if ((MarketPosition == 1) and (BarsSinceEntry >= 1))
{
a14=Max(a14,High);
}
if ((MarketPosition == -1) and (BarsSinceEntry == 0))
{
a15=Low;
}
if ((MarketPosition == -1) and (BarsSinceEntry >= 1))
{
a15=Min(a15,Low);
}
if ((BarsSinceEntry >= 1) and (MarketPosition == 1))
{
a13=(a14 - EntryPrice);
if ((BarsSinceEntry >= 5) and ((Close - Open) < 0) and ((Close - Open) < 0) and ((Close - Open) < 0) and (a13 >= 18))
{
Sell(Lots,(Open-i_offset));
}
if ((BarsSinceEntry > 4) and (a13 >= 29) and (Low <= (EntryPrice + 19)))
{
Sell(Lots,((EntryPrice + 19) - i_offset));
}
}// www.cxh99.com
if ((BarsSinceEntry >= 1) and (MarketPosition == -1))
{
a13=(EntryPrice - a15 );
if ((BarsSinceEntry >= 4) and ((Close - Open) > 0) and ((Close - Open) > 0) and ((Close - Open) > 0) and (a13 >= 26))
{
BuyToCover(Lots,(Open+i_offset));
}
if ((BarsSinceEntry > 5) and (a13 >= 30) and (High >= (EntryPrice - 16)))
{
BuyToCover(Lots,((EntryPrice - 16)+i_offset));
}
}
}
//------------------------------------------------------------------------
//------------------------------------------------------------------------
xx_1010=AvgEntryPrice;
if ((BarsSinceEntry >= 1) and (MarketPosition > 0) and (Low <= (AvgEntryPrice - 05)) and ((PositionProfit+(Lots * 1500)) < 0))
{
xx_1030=(xx_1010 - 05);
Sell(Lots,(Min(Open,xx_1030) - i_offset));
if (((a2 - a2) <= 5.6) and (Time <= 0.1456))
{
SellShort(Lots,(Min(Open,xx_1030) - i_offset));
}
}
//------------------------------------------------------------------------
if ((BarsSinceEntry >= 1) and (MarketPosition < 0) and (High >= (AvgEntryPrice + 05)) and ((PositionProfit+(Lots * 1500)) < 0))
{
xx_1030=(xx_1010 + 05);
BuyToCover(Lots,(Max(Open,xx_1030) + i_offset));
if (((a1 - a1 ) <= 5.6) and (Time <= 0.1456))
{
Buy(Lots,(Max(Open,xx_1030) + i_offset));
}
}
//------------------------------------------------------------------------
//------------------------------------------------------------------------
If(Time>=0.1510 and Time<0.1513 and MarketPosition>0)
{
Sell(Lots,(Open-i_offset));
}
If(Time>=0.1510 and Time<0.1513 and MarketPosition<0)
{
BuyToCover(Lots,(Open+i_offset));
}
}
//------------------------------------------------------------------------
End 先观察一下是哪部分的信号有消失呢？
可以针对性的在开平仓条件下写日志语句，进行分析排查。 是不是买卖指令写得有问题，发现委托价格与运行实际价格差得几十个价
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