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runcai

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电梯直达

1^#

发表于 2011-9-16 14:22:02 |只看该作者 |倒序浏览

同样一句语句，在不同的地方居然算出不同的值，这究竟是为什么？

Params
Numeric Length1(10); //短期均线的周期
Numeric Length2(20); //长期均线的周期
Numeric ATRLength(100); //ATR周期，用于计算开仓数量和止损位置。
Vars
NumericSeries MA1; //短期均线当前的值
NumericSeries MA2; //长期均线当前的值
NumericSeries PreEntryPrice(0); //止损后，记录止损前的开仓价。
NumericSeries PreEntryPrice2(0);
NumericSeries DebugNumber;
Numeric OpenShares(0);
Begin
MA1 = AverageFC(Close,Length1);
MA2 = AverageFC(Close,Length2);
PlotNumeric("MA1",MA1);
PlotNumeric("MA2",MA2);
PlotNumeric("PreEntryPrice",PreEntryPrice);
//PlotNumeric("currentbar",currentbar);
Commentary("currentbar="+Text(currentbar));

DebugNumber = 0;
if(CurrentBar == (Max(Max(Length1,Length2),ATRLength))-2)
//If(currentbar == 0)
{
PreEntryPrice = 0;
}
if((MA1!=InvalidNumeric) && (MA2!=InvalidNumeric))
{
if(MarketPosition == 0) // 目前还没有持仓，检查是否有交叉开仓，是否有之前止损的续开。
{
DebugNumber = 6;
if(CrossOver(MA1,MA2))
{
DebugNumber = 1;
OpenShares = OpenShare(1,ATRLength,1);
Buy(OpenShares,Close);
PreEntryPrice = EntryPrice;
}
else if(CrossOver(MA2,MA1))
{
DebugNumber = 2;
OpenShares = OpenShare(1,ATRLength,1);
SellShort(OpenShares,Close);
PreEntryPrice = EntryPrice;
}
else if((MA1>MA2) && (Close>PreEntryPrice) && (PreEntryPrice!=0)) // 多头市场并收盘价大于止损前开仓的价格
{
DebugNumber = 3;
OpenShares = OpenShare(1,ATRLength,1);
Buy(OpenShares,Close);
PreEntryPrice = EntryPrice;
}
else If((MA1<MA2) && (Close<PreEntryPrice) && (PreEntryPrice!=0)) // 空头市场并收盘价小于止损前开仓的价格
{
DebugNumber = 4;
OpenShares = OpenShare(1,ATRLength,1);
SellShort(OpenShares,Close);
PreEntryPrice = EntryPrice;
}
}
else if(MarketPosition == 1) // 目前持有多单，检查是否要止损，是否要反手
{
DebugNumber = 7;
if(CrossOver(MA2,MA1))
{
OpenShares = OpenShare(1,ATRLength,1);
SellShort(OpenShares,Close);
PreEntryPrice = EntryPrice;
}
else
{
Commentary("1ATRLength="+Text(ATRLength));
Commentary("1TrueRange="+Text(TrueRange));
Commentary("1ATR="+Text(Average(TrueRange,ATRLength)));
StopLoss(EntryPrice,Average(TrueRange,ATRLength));
}

}
else if(MarketPosition == -1) // 目前持有空单，检查是否要止损，是否要反手
{
DebugNumber = 8;
if(CrossOver(MA1,MA2))
{
OpenShares = OpenShare(1,ATRLength,1);
Buy(OpenShares,Close);
PreEntryPrice = EntryPrice;
}
else
{
Commentary("1ATRLength="+Text(ATRLength));
Commentary("1TrueRange="+Text(TrueRange));
Commentary("1ATR="+Text(Average(TrueRange,ATRLength)));
StopLoss(EntryPrice,Average(TrueRange,ATRLength));
}
}
Commentary("PreEntryPrice="+Text(PreEntryPrice));
Commentary("MarketPosition="+Text(MarketPosition));
Commentary("DebugNumber="+Text(DebugNumber));
//Commentary("OpenShares="+Text(OpenShares));
Commentary("2ATRLength="+Text(ATRLength));
Commentary("2TrueRange="+Text(TrueRange));
Commentary("2ATR="+Text(Average(TrueRange,ATRLength)));
}
End

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