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li19801068

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UID: 204273
积分: 18
帖子: 8
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注册时间: 2015-3-2
最后登录: 2021-10-14

发表于 2019-2-9 14:45:35 |显示全部楼层

在实盘中，如果信号出现了1分钟，就开仓买入，如果信号又消失了就反手，还请帮忙在下面原有的基础上帮忙加上谢谢了。

Params

Numeric delayticks(5);
Numeric RiskRatio(50);
Vars
String strkey;
String strvalue;
NumericSeries a3;
NumericSeries a4;
Numeric lost;
Numeric TotalEquity;
numeric turtleunits;
numeric usemargin;

Numeric lastbartime;
Numeric tickcounter;

NumericSeries preEntryPrice(0);
BoolSeries PreBreakoutFailure(false);
Numeric MinPoint;
Begin
  If(!CallAuctionFilter()) Return;

If(BarStatus == 0)
{
      preEntryPrice = InvalidNumeric;
      PreBreakoutFailure = false;
}
UseMargin=Close*ContractUnit*BigPointValue*MarginRatio;
TotalEquity=Portfolio_CurrentCapital+Portfolio_UsedMargin;
TurtleUnits=(TotalEquity*RiskRatio/100)/UseMargin;
TurtleUnits=IntPart(TurtleUnits);
lost=turtleunits;
If(barstatus==2 && lastbartime !=time)
{
lastbartime = time;
tickcounter =0;
}
If(con1)
{
If(marketposition== 0 || barstatus !=2)
{
Buy(lost,Open);

Commentary("多头开仓");
}Else
{
BuyToCover(lost,Open);

If(tickcounter == 0)
{
tickcounter =1;
}else if (tickcounter<delayticks)
{
tickcounter=tickcounter+1;
}else
{
Buy(lost,Open);
Commentary("多头开仓");
}
}
}
If(con2)
{
If(marketposition == 0 ||barstatus !=2)
{
SellShort(lost,Open);
Commentary("空头开仓");
}else
{
SellShort(lost,Open);
Commentary("空头开仓");
if(tickcounter == 0)
{
tickcounter =1;
}else if (tickcounter<delayticks)
{
tickcounter = tickcounter +1;
}else
{
  SellShort(lost,Open);
Commentary("空头开仓");
}
}
}

End

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li19801068

期市新手

Rank: 1

精华: 0
UID: 204273
积分: 18
帖子: 8
主题: 4
阅读权限: 10
注册时间: 2015-3-2
最后登录: 2021-10-14

发表于 2019-2-11 10:11:35 |显示全部楼层

版主在吗

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li19801068

期市新手

Rank: 1

精华: 0
UID: 204273
积分: 18
帖子: 8
主题: 4
阅读权限: 10
注册时间: 2015-3-2
最后登录: 2021-10-14

发表于 2019-2-11 11:43:29 |显示全部楼层

li19801068 发表于 2019-2-11 10:11
版主在吗

今天实盘只出现平仓信号没有反手信号，帮忙看下这个哪里有问题！

Params
Numeric lots(1);
Numeric delayticks(5);

Vars
String strkey;
String strvalue;
NumericSeries a3;
NumericSeries a4;
Numeric lost;
Numeric lastbartime;
Numeric tickcounter;
String A_AccountID;

Begin
  If(! callauctionfilter())return;
  lastbartime=GetGlobalVar(0);
  tickcounter=GetGlobalVar(1);
  strkey=DateToString(date)+TimeToString(time);
  strvalue=GetTBProfileString(symbol+"a3",strkey);

  If(strvalue != invalidstring)
  {
  a3=Value(strvalue);
}Else
{
  a3 = a3[1];
}
strkey=DateToString(date)+TimeToString(time);
  strvalue=GetTBProfileString(symbol+"a4",strkey);
If(strvalue != invalidstring)
{
a4=Value(strvalue);
}Else
{
  a4 = a4[1];
}

If(barstatus==2 && lastbartime !=time)
{
lastbartime = time;
tickcounter =0;
}
If(MarketPosition <>1 && a3>a4)
{
  If(marketposition== 0 || barstatus !=2)
{
Buy(lost,Open);

}Else
{
BuyToCover(lost,open);
If(tickcounter == 0)
{
tickcounter =1;
}else if (tickcounter<delayticks)
{
tickcounter=tickcounter+1;
}else
{
Buy(lost,Open);

}
}
}
If(MarketPosition <>-1 && a3<a4)
{
If(marketposition== 0 || barstatus !=2)
{
SellShort(lost,Open);

}else
{
Sell(lost,Open);

if(tickcounter == 0)
{
tickcounter =1;
}else if (tickcounter<delayticks)
{
tickcounter = tickcounter +1;
}else
{
  SellShort(lost,Open);

}
}
}

End

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