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信号有些闪烁 [复制链接]

win5ms

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电梯直达

1^#

发表于 2019-3-14 11:08:33 |只看该作者 |倒序浏览

有个策略，大多时候信号稳定，但偶尔会闪，哪位帮修改下什么问题？

Params
      Numeric Nnn1(5);
      Numeric Nnn2(20);
Vars
      Numeric Lots(1.00);
      Numeric offset(1);
      Numeric i_offset;

      NumericSeries a1;
      NumericSeries a2;
      NumericSeries a3;
      NumericSeries a4;

      NumericSeries a13;
      NumericSeries a14;
      NumericSeries a15;

      NumericSeries a17;
      NumericSeries a18;
      NumericSeries a19;
      NumericSeries a20;
      NumericSeries a21;
      NumericSeries a22;
      NumericSeries a23;
      NumericSeries a24;
      NumericSeries a25;

      Numeric xx_1010;
      Numeric xx_1030;
//------------------------------------------------------------------------
//------------------------------------------------------------------------
Begin

      i_offset=offset*minmove*PriceScale;

      a3=AverageFC(Close[1],17);
      a4=StandardDev(Close[1],17,2);

      a1=(a3 + (a4 * 1.88));
      a2=(a3 - (a4 * 1.88));
   //------------------------------------------------------------------------
      a18=Summation(Max(Max((High - Low),Abs((High - Close[1]))),Abs((Low - Close[1]))),23);

      a19=(High - High[1]);
      a20=(Low[1] - Low);

      a21=Summation(IIF((a19 > 0) and (a19 > a20),a19,0),23);
      a22=Summation(IIF((a20 > 0) and (a20 > a19),a20,0),23);

      a23=((a21 * 100) / a18);
      a24=((a22 * 100) / a18);
      a25=Average(((Abs((a24 - a23)) / (a24 + a23)) * 100),12);

//------------------------------------------------------------------------
//------------------------------------------------------------------------
If(Time>0.0920 and Time<0.1515)
{

      if (Time>0.0920 AND Time<0.1510)
      {

                     if ((MarketPosition == 0) and (a4 >= 1.9) and (Time <= 0.1456))
                     {
                              if ((High[1] > a1) and (Open > (a1 - 3)) and (Open <= High[1]))
                              {
                                    SellShort(Lots,(Open-i_offset));
                              }

                              if ((Low[1] < a2) and (Open < (a2 + 3.8)) and (a25[1] < 42))
                              {
                                    Buy(Lots,(Open+i_offset));
                              }

                     } // www.cxh99.com

                     if ((MarketPosition == 1) and (BarsSinceEntry == 0))
                     {
                              a14=High;a15=Low;
                     }
                     if ((MarketPosition == 1) and (BarsSinceEntry >= 1))
                     {
                              a14=Max(a14,High);
                     }
                     if ((MarketPosition == -1) and (BarsSinceEntry == 0))
                     {
                              a15=Low;
                     }
                     if ((MarketPosition == -1) and (BarsSinceEntry >= 1))
                     {
                              a15=Min(a15,Low);
                     }


                     if ((BarsSinceEntry >= 1) and (MarketPosition == 1))
                     {
                              a13=(a14[1] - EntryPrice);
                              if ((BarsSinceEntry >= 5) and ((Close[5] - Open[5]) < 0) and ((Close[4] - Open[4]) < 0) and ((Close[3] - Open[3]) < 0) and (a13 >= 18))
                              {
                                    Sell(Lots,(Open-i_offset));
                              }
                              if ((BarsSinceEntry > 4) and (a13 >= 29) and (Low <= (EntryPrice + 19)))
                              {
                                    Sell(Lots,((EntryPrice + 19) - i_offset));
                              }
                     }// www.cxh99.com

                     if ((BarsSinceEntry >= 1) and (MarketPosition == -1))
                     {
                              a13=(EntryPrice - a15[1]  );
                              if ((BarsSinceEntry >= 4) and ((Close[5] - Open[5]) > 0) and ((Close[4] - Open[4]) > 0) and ((Close[3] - Open[3]) > 0) and (a13 >= 26))
                              {
                                    BuyToCover(Lots,(Open+i_offset));
                              }
                              if ((BarsSinceEntry > 5) and (a13 >= 30) and (High >= (EntryPrice - 16)))
                              {
                                    BuyToCover(Lots,((EntryPrice - 16)+i_offset));
                              }

                     }

      }
//------------------------------------------------------------------------
//------------------------------------------------------------------------

      xx_1010=AvgEntryPrice;

      if ((BarsSinceEntry >= 1) and (MarketPosition > 0) and (Low <= (AvgEntryPrice - 05)) and ((PositionProfit+(Lots * 1500)) < 0))
      {
            xx_1030=(xx_1010 - 05);
            Sell(Lots,(Min(Open,xx_1030) - i_offset));

            if (((a2[1] - a2) <= 5.6) and (Time <= 0.1456))
            {
            SellShort(Lots,(Min(Open,xx_1030) - i_offset));
            }
      }

//------------------------------------------------------------------------
      if ((BarsSinceEntry >= 1) and (MarketPosition < 0) and (High >= (AvgEntryPrice + 05)) and ((PositionProfit+(Lots * 1500)) < 0))
      {
            xx_1030=(xx_1010 + 05);
            BuyToCover(Lots,(Max(Open,xx_1030) + i_offset));

            if (((a1 - a1[1]  ) <= 5.6) and (Time <= 0.1456))
            {
            Buy(Lots,(Max(Open,xx_1030) + i_offset));
            }
      }

//------------------------------------------------------------------------
//------------------------------------------------------------------------

      If(Time>=0.1510 and Time<0.1513  and MarketPosition>0)
      {
            Sell(Lots,(Open-i_offset));
      }

      If(Time>=0.1510 and Time<0.1513  and MarketPosition<0)
      {
            BuyToCover(Lots,(Open+i_offset));
      }

}

//------------------------------------------------------------------------

End

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