DT模型的求助！求高人指点迷津！ [复制链接]

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发表于 2012-6-25 11:18:53 |显示全部楼层 |倒序浏览

Params
Numeric K1(0.4);
Numeric K2(0.4);
Numeric LengthD(5);

Vars
Numeric i;
Numeric Range; //Range为震荡区间
Numeric HighLine; //价格上轨
Numeric LowLine;  //价格下轨
Numeric HighN;  //HighN为N日最高价
Numeric LowN; //LowN为N日最低价
Numeric CloseH; //CloseH为N日最高收盘价
Numeric CloseL; //CloseL为N日最低收盘价
Begin

//定义HighN
HighN=HighD(1);
For i=2 to LengthD-1
{
   If(HighD(i)>HighN)
      HighN= HighD(i);
}

//定义LowN
LowN=lowD(1);
For i=2 to LengthD-1
{
   If(LowD(i)<LowN)
      LowN= LowD(i);
}

//定义CloseH
CloseH=CloseD(1);
For i=2 to LengthD-1
{
   If(CloseD(i)>CloseH)
      CloseH=CloseD(i);
}

//定义CloseL
CloseL=CloseD(1);
For i=2 to LengthD-1
{
   If(CloseD(i)<CloseL)
      CloseL=CloseD(i);
}
//定义Range
Range=Max(HighN-CloseL,CloseH-LowN);




//定义价格上轨和下轨,并画线

HighLine=OpenD()+K1*Range;
LowLine=OpenD()-K2*Range;
PlotNumeric("DT模型价格上轨",Highline);
PlotNumeric("DT模型价格下轨",LowLine);

//操作指令

If(High>HighLine)
{
Buy(1,HighLine+0.6);
}
If(Low<LowLine)
{
SellShort(1,LowLine-0.6);
}

If((Hour()==15)&&(Minute()==14))
{
      If(MarketPosition==1) Sell(1,Close);
If(MarketPosition==-1) BuyToCover(1,Close);
}


End

上轨线HighLine和下轨线LowLine有问题。问题如下:

两条线均高于当日开盘价~~~这个是为什么？代码哪里出问题了？谢谢！！
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