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这是我写的,根据前根K的高点决定开多仓,盈利30点止盈,亏损10点止损。时间限制是白盘和夜盘都是开盘后五分钟开始执行,收盘前10分钟结束。
但实际执行下来,全部都是在每天第6或第7分钟开仓,到了收盘前9分钟平仓。
我找不出错误,请教各位老师,各位高手,问题在哪?- Params
- Numeric D1(5);
- Numeric D2(5);
- Numeric EARNPOINT(30);
- Numeric LOSSPOINT(10);
- Vars
- BoolSeries KDALLOW(False);
- BoolSeries PDALLOW(False);
- NumericSeries BKPRICE;
- Numeric SKPRICE;
- Numeric STOPPRICE;
- Numeric EARNPRICE;
- Bool Time1(False);
- Bool Time2(False);
- Begin
- Time1=(Time>=0.0905) And (Time<=0.1450);
- Time2=(Time>=0.2105 And Time<=0.2320);
- IF(Time1 Or Time2)
- {
- If(High>Highest(High[1],D1))
- {
- KDALLOW=True;
- }
- If(Low<Lowest(Low[1],D2))
- {
- PDALLOW=True;
- }
- If(KDALLOW[1]==True And PDALLOW[1]==True)
- {
- KDALLOW=False;
- PDALLOW=False;
- }
- If(KDALLOW[1]==True And MarketPosition==0)
- {
- SellShort(1,Open);
- KDALLOW=False;
- BKPRICE=Open;
- Commentary("开仓价:"+Text(BKPRICE));
- }
- If(MarketPosition==1)
- {
- EARNPRICE=BKPRICE+EARNPOINT*MinMove*PriceScale;
- STOPPRICE=BKPRICE-LOSSPOINT*MinMove*PriceScale;
- If(LOW<STOPPRICE)
- {
- SKPRICE=Min(STOPPRICE,Open);
- BuyToCover(1,SKPRICE);
- BKPRICE=0;
- Commentary("止损:"+Text(SKPRICE));
- }
- Else If(High>EARNPRICE)
- {
- SKPRICE=Max(EARNPRICE,Open);
- BuyToCover(1,SKPRICE);
- BKPRICE=0;
- Commentary("止盈:"+Text(SKPRICE));
- }
- }
- }
- Else If(MarketPosition<>0)
- {
- SKPRICE=Open;
- BuyToCover(1,SKPRICE);
- BKPRICE=0;
- Commentary("时间平仓:"+Text(SKPRICE));
- KDALLOW=False;
- PDALLOW=False;
- }
- Commentary("BKPRICE"+Text(BKPRICE));
- Commentary("KDALLOW"+IIFString(KDALLOW,"True","False"));
- Commentary("PDALLOW"+IIFString(KDALLOW,"True","False"));
- End
复制代码 |
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