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求助，不同条件下如何平仓！ [复制链接]

qqboy1978

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电梯直达

1^#

发表于 2009-9-20 15:51:17 |只看该作者 |倒序浏览

在不同均线排列下，根据条件建仓，建仓后当条件满足平仓所设定条件平仓
程序代码：
Params
      Numeric Length(5);

      Numeric Xb1(-4);
      Numeric Xs1(2);

      Numeric Xb2(-1);
      Numeric Xs2(1);

      Numeric Xb3(-1);
      Numeric Xs3(1);

Vars
      Numeric ma1;
      Numeric ma2;
      Numeric ma3;
      Numeric hh;
      Numeric ll;
      Numeric ROCValue;
      Numeric win1;
      Numeric exitBar1;
      Numeric win2;
      Numeric exitBar2;
      Numeric win3;
      Numeric exitBar3;
      Numeric myEntryPrice;  //记录开仓情况

Begin
      ma1=AverageFC(C,8);
      ma2=AverageFC(C,13);
      ma3=AverageFC(C,21);

ROCValue = (Close - Close[Length])/Close[Length]*100;

//不同均线排列的建仓如下：

if (ma1>ma2 and ma2>ma3)
{
myEntryPrice=1;

If(rocvalue<0 and rocvalue>Xb1 and MarketPosition<>1)
buy(1,close);

if(rocvalue>0 and rocvalue<XS1 and MarketPosition<>-1)
SellShort(1,close);
}

hh=max(HighestFC(open,(length+1)),HighestFC(close,(length+1)));
ll=min(LowestFC(open,(length+1)),LowestFC(close,(length+1)));
Win1=abs(hh-ll);
exitBar1=5;// 持仓天数

if (ma1>ma3 and ma3>ma2)

{
myEntryPrice=2;

If(rocvalue<0 and rocvalue>Xb2 and MarketPosition<>1)
buy(1,close);

if(rocvalue>0 and rocvalue<XS2 and MarketPosition<>-1)
SellShort(1,close);
}

hh=max(HighestFC(open,(length+1)),HighestFC(close,(length+1)));
ll=min(LowestFC(open,(length+1)),LowestFC(close,(length+1)));
Win2=abs(hh-ll);
exitBar2=3;

if (ma2>ma1 and ma1>ma3)

{
myEntryPrice=3;
If(rocvalue<0 and rocvalue>Xb3 and MarketPosition<>1)
buy(1,close);

if(rocvalue>0 and rocvalue<XS3 and MarketPosition<>-1)
SellShort(1,close);
}

hh=max(HighestFC(open,(length+1)),HighestFC(close,(length+1)));
ll=min(LowestFC(open,(length+1)),LowestFC(close,(length+1)));
Win3=abs(hh-ll);
exitBar3=2;

//平仓条件如下：
If(myEntryPrice==1)
{
if( BarsSinceEntry==exitBar1 )
{
Sell( 0,Close );
BuyToCover( 0,Close );
}
//SetProfitTarget(1,win1*0.3,False);
}

If(myEntryPrice==2)
{
if( BarsSinceEntry==exitbar2 )
{
Sell( 0,Close );
BuyToCover( 0,Close );
}
//SetProfitTarget(1,win2*0.2,False);
}

If(myEntryPrice==3)
{
if( BarsSinceEntry==exitbar3 )
{
Sell( 0,Close );
BuyToCover( 0,Close );
}
//SetProfitTarget(1,win3*0.25,False);
}
End
求助，程序这样写对吗，为何平仓无法按指定持仓日期平仓，谢谢！

[ 本帖最后由 qqboy1978 于 2009-9-20 15:53 编辑 ]

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qqboy1978

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2^#

发表于 2009-9-21 10:16:08 |只看该作者

求助啊。。。。。。。。。各位老大！。。。。。快晕了！

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qqboy1978

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3^#

发表于 2009-9-21 13:27:00 |只看该作者

求助，程序这样写对吗

求助，不同条件下如何平仓！在不同均线排列下，根据条件建仓，建仓后当条件满足平仓所设定条件平仓
程序代码：
Params
      Numeric Length(5);

      Numeric Xb1(-4);
      Numeric Xs1(2);

      Numeric Xb2(-1);
      Numeric Xs2(1);

      Numeric Xb3(-1);
      Numeric Xs3(1);

Vars
      Numeric ma1;
      Numeric ma2;
      Numeric ma3;
      Numeric hh;
      Numeric ll;
      Numeric ROCValue;
      Numeric win1;
      Numeric exitBar1;
      Numeric win2;
      Numeric exitBar2;
      Numeric win3;
      Numeric exitBar3;
      Numeric myEntryPrice;  //记录开仓情况

Begin
      ma1=AverageFC(C,8);
      ma2=AverageFC(C,13);
      ma3=AverageFC(C,21);

ROCValue = (Close - Close[Length])/Close[Length]*100;

//不同均线排列的建仓如下：

if (ma1>ma2 and ma2>ma3)
{
myEntryPrice=1;

If(rocvalue<0 and rocvalue>Xb1 and MarketPosition<>1)
buy(1,close);

if(rocvalue>0 and rocvalue<XS1 and MarketPosition<>-1)
SellShort(1,close);
}

hh=max(HighestFC(open,(length+1)),HighestFC(close,(length+1)));
ll=min(LowestFC(open,(length+1)),LowestFC(close,(length+1)));
Win1=abs(hh-ll);
exitBar1=5;// 持仓天数

if (ma1>ma3 and ma3>ma2)

{
myEntryPrice=2;

If(rocvalue<0 and rocvalue>Xb2 and MarketPosition<>1)
buy(1,close);

if(rocvalue>0 and rocvalue<XS2 and MarketPosition<>-1)
SellShort(1,close);
}

hh=max(HighestFC(open,(length+1)),HighestFC(close,(length+1)));
ll=min(LowestFC(open,(length+1)),LowestFC(close,(length+1)));
Win2=abs(hh-ll);
exitBar2=3;

if (ma2>ma1 and ma1>ma3)

{
myEntryPrice=3;
If(rocvalue<0 and rocvalue>Xb3 and MarketPosition<>1)
buy(1,close);

if(rocvalue>0 and rocvalue<XS3 and MarketPosition<>-1)
SellShort(1,close);
}

hh=max(HighestFC(open,(length+1)),HighestFC(close,(length+1)));
ll=min(LowestFC(open,(length+1)),LowestFC(close,(length+1)));
Win3=abs(hh-ll);
exitBar3=2;

//平仓条件如下：
If(myEntryPrice==1)
{
if( BarsSinceEntry==exitBar1 )
{
Sell( 0,Close );
BuyToCover( 0,Close );
}
//SetProfitTarget(1,win1*0.3,False);
}

If(myEntryPrice==2)
{
if( BarsSinceEntry==exitbar2 )
{
Sell( 0,Close );
BuyToCover( 0,Close );
}
//SetProfitTarget(1,win2*0.2,False);
}

If(myEntryPrice==3)
{
if( BarsSinceEntry==exitbar3 )
{
Sell( 0,Close );
BuyToCover( 0,Close );
}
//SetProfitTarget(1,win3*0.25,False);
}
End
求助，程序这样写对吗，为何平仓无法按指定持仓日期平仓，谢谢！

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nopain

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4^#

发表于 2009-9-21 13:56:02 |只看该作者

myEntryPrice要用序列变量来记录

Vars
NumericSeries myEntryPrice;
Begin
If(CurrentBar >0)
{
myEntryPrice = myEntryPrice[1];
}
...

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qqboy1978

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5^#

发表于 2009-9-22 09:07:27 |只看该作者

寓问：接下来程序按原来的写对吗？谢谢！
Vars
NumericSeries myEntryPrice;
Begin
If(CurrentBar >0)
{
myEntryPrice = myEntryPrice[1];
}

//不同均线排列的建仓如下：

if (ma1>ma2 and ma2>ma3)
{
myEntryPrice=1;
If(rocvalue<0 and rocvalue>Xb1 and MarketPosition<>1)
buy(1,close);
if(rocvalue>0 and rocvalue<XS1 and MarketPosition<>-1)
SellShort(1,close);
}
hh=max(HighestFC(open,(length+1)),HighestFC(close,(length+1)));
ll=min(LowestFC(open,(length+1)),LowestFC(close,(length+1)));
Win1=abs(hh-ll);
exitBar1=5;// 持仓天数

if (ma1>ma3 and ma3>ma2)
{
myEntryPrice=2;
......
//平仓条件如下：
If(myEntryPrice==1)
{
if( BarsSinceEntry==exitBar1 )
{
Sell( 0,Close );
BuyToCover( 0,Close );
}
//SetProfitTarget(1,win1*0.3,False);
}

If(myEntryPrice==2)
{
if( BarsSinceEntry==exitbar2 )
{
Sell( 0,Close );
BuyToCover( 0,Close );
}
//SetProfitTarget(1,win2*0.2,False);
}
...

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