请问这是怎么回事
本帖最后由 15566105613 于 2021-6-23 11:33 编辑K线图的价格与委托价格偏差太大,是咋回事?
Params
Numeric Lots(1); // 交易手数
Vars
NumericSeries Myprice;
NumericSeries ATR;
Begin
ATR=AvgTrueRange(5);
//开仓模块
If(MarketPosition ==0 And H> H AND H!=L )
{
Myprice=Max(H,O);
Buy(0,Myprice);
}
If(MarketPosition ==0 And L< L AND H!=L )
{
Myprice=Min(L,O);
SellShort(0,Myprice);
}
//止盈1
If(MarketPosition==1 and l<=C-0.6*ATR && BarsSinceentry >0 AND h!=l)//多头跟踪止盈
{
Myprice=min(C-0.12*ATR ,o);
Sell(0, Myprice);
Commentary("多头跟踪止盈");
}
If(MarketPosition==-1 and h>=C+ 0.12*ATR && BarsSinceentry >0 AND h!=l)//空头跟踪止盈
{
Myprice=max(C+ 0.12*ATR,o);
BuyToCover(0, Myprice);
Commentary("空头跟踪止盈");
}
End
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