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求助模型编译通不过 [复制链接]

r5d0z6n8

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电梯直达

1^#

发表于 2019-5-17 13:52:30 |只看该作者 |倒序浏览

Params
bool  binitstatus(TRUE);
   NUMERIC INITMP(0);    //初始仓，+ －表示多空
   //NUMERIC MIDLINE(5600); //初始中线值
   NUMERIC MIDLINELENGTH(250); //中线移动的平均周期数
   NUMERIC FIRSTGRID(3);       //第一格的间距，点数
   NUMERIC TOTALGRIDS(10);    //总网格数，即最大持仓数
   NUMERIC GRIDINTERVAL(3); //网格间距，点数
   NUMERIC WINGRID(3); //盈利点数
   NUMERIC EVERYLOTS(1); //每次开仓手数
   NUMERIC MIDLINEWEIGHT(1); //中线所占权重
   NUMERIC EXITONCLOSEMINS(14.50); //收盘平仓时间
Vars
NumericSeries midline;
NUMERIC MINPOINT;
NUMERIC AVGOFCLOSE;
NUMERIC ASKLINE;
NUMERIC BIDLINE;
NUMERICSERIES REALMIDLINE;
NUMERIC MYREALMP(0);
NUMERIC TMPGRIDINDEX;
NUMERIC TMPPRICE;
Begin
  IF(DAY<>DAY[1])
{MIDLINE=OPEND(0);}ELSE
  { MIDLINE=MIDLINE[1];}
MINPOINT=MINMOVE*PRICESCALE;
MYREALMP=GETGLOBALVAR(0);

AVGOFCLOSE=AVERAGEFC(CLOSE,MIDLINELENGTH);
IF(BARSTATUS==0)
{IF(MYREALMP == INVALIDNUMERIC  ||  BINITSTATUS);}
{MYREALMP = INITMP; SETGLOBALVAR(0,MYREALMP);}
{ELSE  IF(BARSTATUS == 2 && A_ACCOUNTID != "" )}
{IF(Q_ASKPRICE <= 0 || Q_BIDPRICE <= 0 ) RETURN;}
IF(Q_BIDPRICE == Q_UPPERLIMIT || Q_ASKPRICE == Q_LOWERLIMIT) RETURN;
IF ((TIME == 0.0900 || TIME == 0.1030 || TIME == 0.1330 ) && (HIGH==LOW)) RETURN;
IF(CURRENTTIME<EXITONCLOSEMINS/100)
{REALMIDLINE=MIDLINE*MIDLINEWEIGHT+AVGOFCLOSE*(1-MIDLINEWEIGHT);
ASKLINE=Q_ASKPRICE;
BIDLINE=Q_BIDPRICE;
COMMENTARY("中线="+TEXT(REALMIDLINE));
COMMENTARY("叫卖价="+TEX(ASKLINE));
COMMENTARY("叫买价="+TEXT(BIDLINE));
IF(MYREALMP<=0&&BIDLINE>REALMIDLINE+FIRSTGRID*MINPOINT)
{TMPPRICE=REALMIDLINE+FIRSTGRID*MINPOINT+ABS  (MYREALMP)*  GRIDINTERVAL*MINPOINT);
TMPPRICE=CEILING(TMPPRICE,MINPOINT);
COMMENTARY("开仓价="+TEXT(TMPPRICE));
TMPGRIDINDEX=-1-INTPART  ((BIDLINE-REALMIDLINE-FIRSTGRID*MINPOINT)/(GRIDINTERVAL*MINPOINT));
IF(TMPGRIDINDEX<MYREALMP&&TMPGRIDINDEX>=-1*TOTALGRIDS)
{MYREALMP=MYREALMP-1;  A_SENDORDER  (ENUM_BUY,ENUM_ENTRY,EVRYLOTS,BIDLINE);}}ELSE IF(MYREALMP>=0 && ASKLINE<REALMIDLINE-FIRSTGRID*MINPOINT)
{TMPPRICE=REALMIDLINE-FIRSTGRID*MINPOINT-ABS (MYREALMP)*  (GRIDINTERVAL*MINPOINT;
TMPPRICE=FLOOR(TMPPRICE,MINPOINT);
COMMENTARY("开仓价="+TEXT(TMPPRICE));
TMPGRIDINDEX=1+INTPART  ((REALMIDLINE-FIRSTGRID*MINPOINT- ASKLINE)/(GRIDINTERVAL*MINPOINT));
IF(TMPGRIDINDEX>MYREALMP && TMPGRIDINDEX<=TOTALGRIDS)
{MYREALMP=MYREALMP+1;
A_SENDORDER(ENUM_SELL,ENUM_ENTRY,EVERYLOTS,ASKLINE);}
IF(MYREALMP>0)
{TMPPRICE=REALMIDLINE-FIRSTGRID*MINPOINT-(ABS(MYREALMP)-1)*(GRIDINTERVAL*MINPOINT)+WINGRID*MINPOINT;
TMPPRICE = CEILING(TMPPRICE,MINPOINT);
COMMENTARY("平仓价="+TEXT(TMPPRICE));
}ELSE IF(MYREALMP<0)
{TMPPRICE=REALMIDLINE+FIRSTGRID*MINPOINT+(ABS(MYREALMP)-1)*(GRIDINTERVAL*MINPOINT)-WINGRID*MINPOINT;
TMPPRICE = FLOOR(TMPPRICE,MINPOINT);
COMMENTARY("平仓价="+TEXT(TMPPRICE));}
TMPGRIDINDEX=-1-INTPART
((ASKLINE-FIRSTGRID*MINPOINT+WINGRID*MINPOINT-REALMIDLINE)/(GRIDINTERVAL*MINPOINT));
TMPGRIDINDEX=MIN(0,TMPGRIDINDEX);
IF(TMPGRIDINDEX>MYREALMP)
{MYREALMP=MYREALMP+1;    A_SENDORDER (ENUM_SELL,ENUM_EXIT,EVERYLOTS,ASKLINE);}
TMPGRIDINDEX=1+INTPART
((REALMIDLINE-FIRSTGRID*MINPOINT+WINGRID*MINPOINT-BIDLINE)/(GRIDINTERVAL*MINPOINT));
TMPGRIDINDEX=MAX(0,TMPGRIDINDEX);
IF(TMPGRIDINDEX < MYREALMP)
{MYREALMP=MYREALMP-1; A_SENDORDER (ENUM_BUY,ENUM_EXIT,EVERYLOTS,BIDLINE);}
}ELSE IF(CURRENTTIME > EXITONCLOSEMINS/100)
{IF(MYREALMP > 0)
{MYREALMP = MYREALMP - 1;A_SENDORDER  (ENUM_SELL,ENUM_EXIT,EVERYLOTS,BIDLINE);}
ELSE IF(MYREALMP<0)
{MYREALMP  =  MYREALMP + 1;A_SENDORDER (ENUM_BUY,ENUM_EXIT,EVERYLOTS,ASKLINE);}
  }SETGLOBALVAR(0,MYREALMP);}
COMMENTARY("实际仓位="+TEXT(MYREALMP));
COMMENTARY("当前时间="+TEXT(Q_LASTTIME));
IF (Q_LASTTIME>0.145000 AND CURRENTTIME<0.150000)
{A_SENDORDER(ENUM_SELL,ENUM_EXIT,1,Q_BIDPRICE);
A_SENDORDER(ENUM_BUY,ENUM_EXIT,1,Q_ASKPRICE);}

END

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