开拓者期货期权程序化系统交易论坛
标题:
反手延迟问题
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作者:
cf_753168
时间:
2017-2-17 23:28:35
标题:
反手延迟问题
在有2个买开仓位的情况下,出现了卖平开(我设定1手),结果是平仓了,但没开仓,深感诧异,却不知哪里出了状况,因为这个几乎是照搬的写法
LastBarTime = GetGlobalVar(0);
TickCounter = GetGlobalVar(1);
If(BarStatus==2 && LastBarTime != Time)
{
LastBarTime = Time;
TickCounter = 0;
}
If(MarketPosition <>1 && nnllc[1]>nnll[1]&&nnllc[1]>0)
{
If(MarketPosition==0 || BarStatus!=2)
{
Buy(1,Open);
}Else
{
BuyToCover(1,Open);
If(TickCounter==0)
{
TickCounter = 1;
}else If(TickCounter < DelayTicks)
{
TickCounter = TickCounter + 1;
}else
{
Buy(1,Open);
}
}
}
If(MarketPosition <>-1 &&nnllc[1]<nnll[1]&&nnllc[1]<0)
{
If(MarketPosition==0 || BarStatus!=2)
{
SellShort(1,Open);
}Else
{
Sell(1,Open);
If(TickCounter==0)
{
TickCounter = 1;
}else If(TickCounter < DelayTicks)
{
TickCounter = TickCounter + 1;
}else
{
SellShort(1,Open);
}
}
}
SetGlobalVar(0,LastBarTime);
SetGlobalVar(1,TickCounter);
End
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