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本帖最后由 lorcan2010 于 2018-3-22 17:00 编辑
TB网校的海龟课程程序为什么测试不了,我自己把程序敲出来,在TB上面跑,解析保存没问题,但是测试没有反应,没有交易,请大家帮帮看看怎么改一下,程序如下:
params
numeric bolength(20);
numeric telength(10);
numeric atrlength(20);
numeric riskratio(1);
vars
numericseries donchianhi;
numericseries donchianlo;
numeric minpoint;
numeric myentryprice;
numeric myexitprice;
numeric exithighestprice;
numeric exitlowestprice;
numericseries avgtr;
numeric n;
numeric un;
numeric totalequity;
numeric turtleunits;
begin
donchianhi=HighestFC(high[1],bolength);
donchianlo=lowestfc(low[1],bolength);
plotnumeric("donchianhi",donchianhi);
plotnumeric("donchianlo",donchianlo);
minpoint=minmove*pricescale;
exitlowestprice=lowestfc(low[1],telength);
exithighestprice=highestfc(high[1],telength);
avgtr=xaverage(truerange,atrlength);
n=avgtr[1];
un=n*contractunit()*bigpointvalue();
totalequity=portfolio_currentcapital()*portfolio_usedmargin();
turtleunits=((totalequity*riskratio/100)/un);
turtleunits=Intpart(turtleunits);
if(marketposition==0)
{
if(high>donchianhi&&turtleunits>=1)
{
myentryprice=min(high,donchianhi+minpoint);
myentryprice=iif(myentryprice<open,open,myentryprice);
buy(turtleunits,myentryprice);
}
if(low<donchianlo&&turtleunits>=1)
{
myentryprice=max(low,donchianlo-minpoint);
myentryprice=iif(myentryprice>open,open,myentryprice);
sellshort(turtleunits,myentryprice);
}
}
if(marketposition==1)
{
commentary("exitlowestprice="+text(exitlowestprice));
if(low<exitlowestprice)
{
myexitprice=max(low,exitlowestprice-minpoint);
myexitprice=iif(myexitprice<open,open,myexitprice);
sell(0,myexitprice);
}
}else{
if(marketposition==-1)
{
commentary("exithighestprice="+text(exithighestprice));
if(high>exithighestprice)
{
myexitprice=min(high,exithighestprice+minpoint);
myexitprice=iif(myexitprice<open,open,myexitprice);
buytocover(0,myexitprice);
}
}
}
end |
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