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jeckforlete

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电梯直达

1^#

发表于 2007-9-22 13:41:43 |显示全部楼层 |倒序浏览

我想把四周规则改成按16天最高最低价入市，按4天最高最低离市，可是写了代码显示全乱了，请老大们能帮忙看看好吗？

Params
Numeric Length1(12);
Numeric Length2(4);
Vars
Bool Condition11;
Bool Condition12;
Bool Condition21;
Bool Condition22;
NumericSeries HighestValue1;
NumericSeries LowestValue1;
NumericSeries HighestValue2;
NumericSeries LowestValue2;
Begin
HighestValue1 = Highest(Close[1],Length1);
HighestValue2 = Highest(Close[1],Length2);
LowestValue1 = Lowest(Close[1],Length1);
LowestValue2 = Lowest(Close[1],Length2);

Condition11 = Close>HighestValue1;
Condition12 = LowestValue1>Close;
Condition21 = Close>HighestValue2;
Condition22 = LowestValue2>Close;

if (Condition11)
{
Buy(1,0);

}

if (Condition22)
{
Sell(1,0);

}

if (Condition12)
{
SellShort(1,0);
}
if (Condition21)
{
BuyToCover(1,0);
}
End

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jeckforlete

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Rank: 4

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2^#

发表于 2007-9-22 13:51:43 |显示全部楼层

我知道哪里错了，粗心啊

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jeckforlete

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3^#

发表于 2007-9-22 14:33:03 |显示全部楼层

老大，海龟系统那个程序我有个地方没看明白
长周期和短周期之间好像没有关系吧，只是有的人用长周期，有的人用短周期，是这个意思吗？
两个周期的退出的length都是取10吗？
两个周期一混我有点晕，麻烦给讲解下好吗？

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jeckforlete

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Rank: 4

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UID: 348
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4^#

发表于 2007-9-22 16:17:41 |显示全部楼层

老大，我写的海龟系统，怎么不能加仓啊？您帮忙看看？

Params
Numeric Length1(15);
Numeric Length2(10);
Numeric RiskRatio(1);
Numeric ATRLength(20);

Vars
Numeric ATR;
Bool Condition11;
Bool Condition12;
Bool Condition21;
Bool Condition22;
NumericSeries HighestValue1;
NumericSeries LowestValue1;
NumericSeries HighestValue2;
NumericSeries LowestValue2;
      Numeric TotalEquity;
      Numeric Position;
Numeric preEntryPrice;
      Numeric preBreakoutType(0);
Numeric preBreakOutPrice;
Numeric prePosition;
Numeric myEntryPrice;

Begin
HighestValue1 = Highest(Close[1],Length1);
HighestValue2 = Highest(Close[1],Length2);
LowestValue1 = Lowest(Close[1],Length1);
LowestValue2 = Lowest(Close[1],Length2);

      ATR = AverageFC(TrueRange,ATRLength);
      TotalEquity = CurrentCapital()+ Abs(CurrentContracts()*Close*ContractUnit()*BigPointValue()*MarginRatio());
Position = (TotalEquity*RiskRatio/100) /(ATR * ContractUnit()*BigPointValue());
Position = IntPart(position);
Condition11 = Close>HighestValue1;
Condition12 = LowestValue1>Close;
Condition21 = Close>HighestValue2;
Condition22 = LowestValue2>Close;

      If(BarStatus == 0)
      {
            SetGlobalVar(0,InvalidNumeric);
            SetGlobalVar(1,0);
            SetGlobalVar(2,InvalidNumeric);
      }Else
      {
            preBreakoutType = GetGlobalVar(1);
            preBreakOutPrice = GetGlobalVar(2);
myEntryPrice=GetGlobalVar(0);

      }

if (MarketPosition == 0)
{
if (Condition11)
   {Buy(Position,0);SetGlobalVar(0,close);}

if (Condition12)
   {SellShort(Position,0);SetGlobalVar(0,close); }

}

if (MarketPosition == 1)
{
if (Condition22||(Close <= MyEntryPrice - 2 * ATR))       {Sell(0,0);}
      else
if (Close >= myEntryPrice + 0.5 * ATR && Position>= 1&& CurrentContracts<4*Position)
{buy(Position,0);myEntryPrice = close;}

}

if (MarketPosition ==-1)
{
if (Condition21||(Close >= MyEntryPrice + 2 * ATR))       {BuyToCover(0,0);}
      else
if (Close <= myEntryPrice - 0.5 * ATR && Position>= 1&& CurrentContracts<4*Position)
{SellShort(Position,0);myEntryPrice = close;}

}

End

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