旗舰穿透版和TBQuant，运行同一段程序平仓时间不一样 [复制链接]

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电梯直达

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发表于 2019-5-28 16:21:56 |只看该作者 |倒序浏览

Vars
   Numeric PercentOfRange(0.8);
   Numeric UpperLine;
   Numeric LowerLine;
   Numeric preAvgRange;
   Numeric stopLine1;
   Numeric stopLine2;
   Numeric stopPrice;
   Numeric myPrice;
   Numeric CloseTime(0.1450);//平仓时间
   Bool timerange;
   Bool THISbar(False);//当天交易和止损不能在同一个K线上的布尔变量标记初始值为false
   NumericSeries Xbar;
   Numeric avghigh5;//求五天以来最高价的平均值
   Numeric avgLow5;//求五天以来最低价的平均值
   Numeric Diff1;//前1个K线的最高价和最低价之差
   Numeric Diff2;
   Numeric Diff3;
   Numeric Diff4;
   Numeric Diff5;


Begin
   Diff1 = High[1]-Low[1];
   Diff2 = High[2]-Low[2];
   Diff3 = High[3]-Low[3];
   Diff4 = High[4]-Low[4];
   Diff5 = High[5]-Low[5];

   avgHigh5 = AverageD(3,5);//求五天以来最高价的平均值
   avgLow5 = AverageD(4,5);//求五天以来最低价的平均值

   timeRange = time>0.0900 && time<0.1400;
   preAvgRange = (diff1+diff2+diff3+diff4+diff5)/5;

   UpperLine = avghigh5+preAvgRange*PercentOfRange;//上轨
   LowerLine = avgLow5-preAvgRange*PercentOfRange;//下轨

   stopPrice = AvgEntryPrice;//平均建仓价格
   stopLine1 = stopPrice*1.005;
   stopLine2 = stopPrice*0.995;

   If(Date!=Date[1]){
      Xbar = 0;
   }else{Xbar = Xbar[1];}

   If(marketposition==1&&THISbar==false&&timerange){
      If(low<=stopLine2){
         Sell(0,stopLine2);//多头止损
         Xbar = 1;
      }
   }

   If(marketposition==-1&&THISbar==false&&timerange){
      If(High>=stopLine1){
         BuyToCover(0,stopLine1);//空头止损
         Xbar = 1;
      }
   }

   If(MarketPosition==0 &&timeRange&& High>UpperLine&&XBar==0){

      myPrice=UpperLine;
   If(open>myprice){myprice = open;}

      Buy(1,myprice);
      THISbar=True;//交易后thisbar的布尔值变为true
   }

   If(MarketPosition==0 && timeRange&&  Low<LowerLine&&XBar==0){

      myprice=lowerLine;
   If(open<myprice){myprice = open;}

      SellShort(1,myprice);
      THISbar=True;//交易后thisbar的布尔值变为true
   }



   If(time==closeTime&&MarketPosition==1){
      Sell(0,0);//多头平仓
   }

   If(time==closeTime&&MarketPosition==-1){
      BuyToCover(0,0);//空头平仓
   }
End

TB旗舰版穿透版  和  TbQuant  这两个软件
同样的品种五分钟线
同样运行上面的代码
旗舰穿透版都是下午14点就sell了平仓了
但是Quant都是下午14:50 sell平仓

代码都一样，品种都一样，为啥在两个软件上效果不一样