开拓者期货期权程序化系统交易论坛
标题:
求助如何满足条件的下一根K线开仓
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作者:
guoer67533
时间:
2020-2-24 01:15:17
标题:
求助如何满足条件的下一根K线开仓
请教老师源码是这样
Vars
Numeric vPreDayHigh;
Numeric vPreDayLow;
Numeric vTodayOpen;
Numeric vDay0;
Numeric vDay1;
BoolSeries bEntryToday;
Begin
vDay0 = TrueDate(0);
vDay1 = TrueDate(1);
vTodayOpen = OpenD(0);
vPreDayLow = LowD(1);
vPreDayHigh = HighD(1);
If(vDay0 <> vDay1)
{
bEntryToday = False;
}
If(MarketPosition == 0 And bEntryToday == False And ((Time >= 0.0900 And Time < 0.1440) Or (Time >= 0.2100 And Time < 0.2330)))
{
If(vTodayOpen > vPreDayHigh)
{
Buy(Qty,vTodayOpen);
bEntryToday = True;
}
If(vTodayOpen < vPreDayLow)
{
SellShort(Qty,vTodayOpen);
bEntryToday = True;
要改成用下一根K线的开盘价开仓要怎么改?
作者:
Yuen_Lee
时间:
2020-2-25 11:56:25
主要是将对比的日线往前移一天,如:
vTodayOpen = OpenD(1);
vPreDayLow = LowD(2);
vPreDayHigh = HighD(2);
这样在If(vTodayOpen > vPreDayHigh)时,比较的就是前一根日线
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