开拓者期货期权程序化系统交易论坛

标题: 请大侠帮修改一个信号闪烁问题 [打印本页]

作者: zlqh19000795 时间: 2015-8-12 13:42:40 标题: 请大侠帮修改一个信号闪烁问题

问题描述：做if1508 1分钟k线程序出现平仓信号后实盘马上平仓，但信号很可能会在该k线这一分钟内闪烁而消失则应继续持仓，而实盘已平仓。希望平仓改为“平仓信号在该k线走完后的收盘价信号仍然还在时，平仓交易” 如何改：
//平仓继续
If(MarketPosition == 1)
{
If (High >= EntryPrice + ProfitTarget)
{
Sell(0, Max(Open, EntryPrice + ProfitTarget));
Commentary("多头止盈");
}
Else If (Highest(High, BarsSinceEntry) >= EntryPrice + MinPBCritical && Close < EntryPrice + MinProfitTarget)
{
Sell(0, Close);
Commentary("多头最低止盈");
}
Else If (ExitLong)
{
Sell(0, Close);
Commentary("多头日内平仓");
}
If(OpenPeriod == 1)
{
If (Highest(High, BarsSinceEntry) >= EntryPrice + PBCritical && Close <= Highest(High, BarsSinceEntry) - Drawdown)
{
Sell(0, Close);
Commentary("多头回撤止盈");
}
}
If(Highest(BIAS, BarsSinceEntry) >= 20 && BIAS < 9.5)
{
Sell(0, Close);
Commentary("BIAS平多");
IsFirBShort = False;
}
}
If(MarketPosition==-1)
{
If (Low <= EntryPrice - ProfitTarget)
{
BuyToCover(0, Min(Open, EntryPrice - ProfitTarget));
Commentary("空头止盈");
}
Else If (Lowest(Low, BarsSinceEntry) <= EntryPrice - MinPBCritical && Close > EntryPrice - MinProfitTarget)
{
BuyToCover(0, Close);
Commentary("空头最低止盈");
}
Else If (ExitShort)
{
BuyToCover(0, Close);
Commentary("空头日内平仓");
}
If(OpenPeriod == 1)
{
If (Lowest(Low, BarsSinceEntry) <= EntryPrice - PBCritical && Close >= Lowest(Low, BarsSinceEntry) + Drawdown)
{
BuyToCover(0, Close);
Commentary("空头回撤止盈");
}
}
If(Lowest(BIAS, BarsSinceEntry) <= -20 && BIAS > -9.5)
{
BuyToCover(0, Close);
Commentary("BIAS平空");
IsFirSShort = False;
}
}

If (GetGlobalVar(0) != 888)
SetGlobalVar(1, 0);//延迟TICK数量
Else
SetGlobalVar(1, GetGlobalVar(1) + 1);

作者: stone00010002 时间: 2015-9-7 10:59:16

Else If (Highest(High, BarsSinceEntry) >= EntryPrice + MinPBCritical && Close[1] < EntryPrice + MinProfitTarget)
            {
                     Sell(0, open);
                     Commentary("多头最低止盈");
            }
下面程序也都这样修改

作者: liangls1982 时间: 2015-11-14 15:28:29

把close 改成 close[1]之后，模型立刻变得没有太多盈利

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