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- Params
- Numeric Length(26);
- Numeric Offset(2);
- Numeric Lots0(1);
- Numeric Lots1(1);
- Vars
- NumericSeries OpenPrice;
- NumericSeries ClosePrice;
- NumericSeries UpLine; //上轨
- NumericSeries DownLine; //下轨
- NumericSeries MidLine; //中间线
- Numeric Band;
- Begin
-
-
-
- OpenPrice = Data0.Open- Data1.Open;
- ClosePrice = Data0.Close - Data1.Close;
-
-
- PlotNumeric("Open",OpenPrice);
- PlotNumeric("High",Max(ClosePrice,OpenPrice));
- PlotNumeric("Low",Min(ClosePrice,OpenPrice));
- PlotNumeric("Close",ClosePrice);
- PlotNumeric("MA",AverageFC(ClosePrice,Length));
-
- MidLine = AverageFC(ClosePrice,Length);
- Band = StandardDev(ClosePrice,Length,2);
- UpLine = MidLine + Offset * Band;
- DownLine = MidLine - Offset * Band;
- PlotNumeric("UpLine",UpLine);
- PlotNumeric("DownLine",DownLine);
- PlotNumeric("MidLine",MidLine);
-
-
-
- If(MarketPosition!=1 && CrossOver(ClosePrice[1],UpLine[1]))
- {
- DATA0.Buy(lots0,DATA0.open);
- DATA1.SellShort(lots1,DATA1.open);
- }
- If(MarketPosition!=-1 && CrossUnder(ClosePrice[1],DownLine[1]))
- { DATA1.Buy(lots1,DATA1.open);
- DATA0.SellShort(lots0,DATA0.open);
- }
- If( ClosePrice[1]<MidLine[1])
- {
- DATA0.SELL(lots0,DATA0.open);
- DATA1.BuyToCover(lots1,DATA1.open);
- }
- If( ClosePrice[1]>MidLine[1])
- {
- DATA1.SELL(lots1,DATA1.open);
- DATA0.BuyToCover(lots0,DATA0.open);}
- End
复制代码 请教下老师,这段代码为什么会出现有时候可以成交有时候报单价格严重背离实际价格的问题 |
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