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标题: 跪求热心人帮忙解决二个小环节问题 [打印本页]

作者: haqh810302 时间: 2017-1-30 14:25:17 标题: 跪求热心人帮忙解决二个小环节问题

一个问题是参数N4-6不能实现。二是当根k线达到浮赢回撤平仓条件，没能在当根k实时平仓。
Params
Numeric Length(20);
Numeric Offset(2);
Numeric lots(1);//手数
Numeric qj(150);//缺口区间
Numeric tpds(1);//突破点数
Numeric gdzs(10);//固定止损
Numeric ylqd(20);//盈利启动
Numeric bbpcd(5);//保本平仓点
Numeric zgpc(0);//中轨平仓点
Numeric xzcs(10);//限制开仓K线数
Numeric N(6);//收口后4-6参数
Vars
NumericSeries UpLine; //上轨
NumericSeries DownLine; //下轨
NumericSeries MidLine; //中间线
Numeric Band;
Numeric MinPoint;          //最小变动价位
NumericSeries myprice;
Numeric extprice;
BoolSeries dcon;
BoolSeries kcon;
NumericSeries qk;
numericseries myflag;
NumericSeries HighestAfterEntry;       // 开仓后出现的最高价
NumericSeries LowestAfterEntry;       // 开仓后出现的最低价

Begin
// 集合竞价和小节休息过滤
If(!CallAuctionFilter()) Return;

//指标计算
MinPoint = MinMove*PriceScale;    //最小变动价位
MidLine = AverageFC(Close,Length);
Band = StandardDev(Close,Length,2);
UpLine = MidLine + Offset * Band;
DownLine = MidLine - Offset * Band;
PlotNumeric("UpLine",UpLine);
PlotNumeric("DownLine",DownLine);
PlotNumeric("MidLine",MidLine);
qk=UpLine-DownLine;
dcon=CrossOver(h,UpLine[1]+tpds*MinPoint);
kcon=CrossUnder(l,DownLine[1]-tpds*MinPoint);

If(BarsSinceentry == 0)
{
      HighestAfterEntry = Close;
      LowestAfterEntry = Close;
      If(MarketPosition <> 0)
      {
         HighestAfterEntry = Max(HighestAfterEntry,AvgEntryPrice); // 开仓的Bar，将开仓价和当时的收盘价的较大值保留到HighestAfterEntry
         LowestAfterEntry = Min(LowestAfterEntry,AvgEntryPrice);    // 开仓的Bar，将开仓价和当时的收盘价的较小值保留到LowestAfterEntry
      }
}else
{
      HighestAfterEntry = Max(HighestAfterEntry,High); // 记录下当前Bar的最高点，用于下一个Bar的跟踪止损判断
      LowestAfterEntry = Min(LowestAfterEntry,Low); // 记录下当前Bar的最低点，用于下一个Bar的跟踪止损判断
}
Commentary("HighestAfterEntry="+Text(HighestAfterEntry));
Commentary("LowestAfterEntry="+Text(LowestAfterEntry));

If(CurrentBar<=length)myflag=0;
If(MarketPosition==0 && myflag==0)
{
   If(qk[n]<qj and dcon)
   {
      myprice=Max(Open,UpLine[1]+tpds*MinPoint);
   Buy(lots,myprice);
   myflag =1;
}
   If(qk[n]<qj and kcon)
   {
      myprice=Min(Open,DownLine[1]-tpds*MinPoint);
   SellShort(lots,myprice);
   myflag =1;
}
   }
   Commentary("myflagg:="+Text(myflag));
   If(MarketPosition==0 && myflag ==1 && BarsSinceExit>=xzcs)
{
   If(qk[1]<qj and dcon)
   {
      myprice=Max(Open,UpLine[1]+tpds*MinPoint);
   Buy(lots,myprice);

}
   If(qk[1]<qj and kcon)
   {
      myprice=Min(Open,DownLine[1]-tpds*MinPoint);
   SellShort(lots,myprice);

}
   }

   If(MarketPosition==1 and BarsSinceEntry>1)
   {
      If(HighestAfterEntry>=myprice+ylqd*MinPoint)
   {
      If(l<=myprice+bbpcd*MinPoint)
   {
      extprice=Min(Open,myprice+bbpcd*MinPoint);
      Sell(0,extprice);
      Commentary("保本平");
   }
   }
      If(Low<=myprice-gdzs*MinPoint)
{
      extprice=Min(Open,myprice-gdzs*MinPoint);
Sell(0,extprice);
Commentary("固定止损");
      }

If(L<=MidLine[1]-zgpc*MinPoint)
{
      extprice=Min(Open,MidLine[1]-zgpc*MinPoint);
Sell(0,extprice);
Commentary("中轨平仓");
}
}

   If(MarketPosition==-1 and BarsSinceEntry>1)
   {
      If(LowestAfterEntry<=myprice-ylqd*MinPoint)
   {
      If(h>=myprice-bbpcd*MinPoint)
   {
      extprice=Max(Open,myprice-bbpcd*MinPoint);
      BuyToCover(0,extprice);
      Commentary("保本平");
   }
   }
      If(high>=myprice+gdzs*MinPoint)
{
      extprice=Max(Open,myprice+gdzs*MinPoint);
BuyToCover(0,extprice);
Commentary("固定止损");
      }

If(h>=MidLine[1]+zgpc*MinPoint)
{
      extprice=Max(Open,MidLine[1]+zgpc*MinPoint);
BuyToCover(0,extprice);
Commentary("中轨平仓");
}
}
End

作者: haqh810302 时间: 2017-1-30 14:26:02

大神们帮帮忙吧

作者: caobing 时间: 2018-2-10 23:01:49

很久远的帖子了。至少把思路讲明白。注释写清晰

作者: Yuen_Lee 时间: 2018-2-11 15:57:59

试试把qk[n]改成qk[N]

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