平仓错误

armyhuan

想请教一下，下面是我的代码，我设置的平多条件是紫色的LLH小于黄色的ma时才能平多，为什么这里给我平了呢？

armyhuan

Params
         
        Numeric N(600);
        Numeric FastLength(12);
        Numeric SlowLength(26);
        Numeric MACDLength(18);
Numeric FastLength0(500);
        Numeric SlowLength0(1000);
        Numeric MACDLength0(700);
Vars
        Series<Numeric> LOTS;
        Series<Numeric> MA;
Series<Numeric> MACDValue0;
        Series<Numeric> AvgMACD0;
        Series<Numeric> Diff0;
Series<Numeric> MACDValue;
        Series<Numeric> AvgMACD;
        Series<Numeric> Diff;
        Series<Numeric> Diff1;
Series<Numeric> HH;
Series<Numeric> HH1;
Series<Numeric> HHH;
Series<Numeric> HHL;
Series<Numeric> HHLB;
Series<Numeric> LLHB;
        Series<Numeric> LL;
        Series<Numeric> LL1;
        Series<Numeric> LLL;
        Series<Numeric> LLH;
Series<Numeric> FLAG1;
        Series<Numeric> FLAG2;
        Series<Numeric> FLAG11;
        Series<Numeric> FLAG22;
Series<Numeric> X;
        Series<Numeric> Y;
Series<Numeric> DKH;
Series<Numeric> DKL;
Series<Numeric> myPrice;
Bool validTime;
Bool ZD1;
Bool ZD2;
Bool ZD3;
Bool ZD4;
Bool ZK1;
Bool ZK2;
Bool ZK3;
Bool ZK4;
Bool PD1;
Bool PK1;




Events
         onBar(ArrayRef<Integer> indexs)
{
LOTS=1;

validTime = (TIME>=0.0900 and time <=0.1500) and (time >=0.2100 and time <=0.0100);

MA=AverageFC(C[1],N);
         

        PlotNumeric("MA",ma);


MACDValue0 = XAverage(Close, FastLength0) - XAverage(Close, SlowLength0) ;
AvgMACD0= XAverage(MACDValue0,MACDLength0);
Diff0= MACDValue0[1] - AvgMACD0[1];

MACDValue = XAverage( Close, FastLength ) - XAverage(Close, SlowLength ) ;
AvgMACD = XAverage(MACDValue,MACDLength);
Diff = MACDValue[1] - AvgMACD[1];
Diff1 = MACDValue[1] - AvgMACD[1];

IF(diff>0 and diff[1]>0 and diff[2]>0 and diff[3]>0 and diff[4]>0 and diff[5]>0 and diff[6]>0 and diff[7]<0){FLAG1=CurrentBar;}
IF(diff<0 and diff[1]<0 and diff[2]<0 and diff[3]<0 and diff[4]<0 and diff[5]<0 and diff[6]<0 and diff[7]>0){FLAG2=CurrentBar;}
x=flag2-FLAG1;
HH=Highest (H[1],x+7);
IF(diff<0 and diff[1]<0 and diff[2]<0 and diff[3]<0 and diff[4]<0 and diff[5]<0 and diff[6]<0 and diff[7]>0){HH1=HH;}Else{HH1=HH1[1]; }
IF(HH1[1]>HH1[2]){HHH=HH1[1];}
IF(HH1<>HH1[1]){HHLB=CurrentBar;}Else{HHLB=HHLB[1];}
HHL=Lowest(L[1],CurrentBar[1]-HHLB+7);

IF(diff1>0 and diff1[1]>0 and diff1[2]>0 and diff1[3]>0 and diff1[4]>0 and diff1[5]>0 and diff1[6]>0 and diff1[7]<0){FLAG11=CurrentBar;}
IF(diff1<0 and diff1[1]<0 and diff1[2]<0 and diff1[3]<0 and diff1[4]<0 and diff1[5]<0 and diff1[6]<0 and diff1[7]>0){FLAG22=CurrentBar;}
y=FLAG11-FLAG22;
LL=Lowest (L[1],Y+7);
IF(diff1>0 and diff1[1]>0 and diff1[2]>0 and diff1[3]>0 and diff1[4]>0 and diff1[5]>0 and diff1[6]>0 and diff1[7]<0){LL1=LL;}Else{LL1=LL1[1];}
IF(LL1[1]<LL1[2]){LLL=LL1[1];}
IF(LL1<>LL1[1]){LLHB=CurrentBar;}Else{LLHB=LLHB[1];}
LLH=Highest(H[1],CurrentBar[1]-LLHB+7);
PlotNumeric("LLH",LLH);
PlotNumeric("HHL",HHL);

ZD1=Diff0>=0 and MA[1]<=HH1 and L[2]<=HH1 and H>HH1;
ZD2=Diff0>=0 and MA[1]>=HH1 and L[2]<=HH1 and H>MA[1];
ZD3=Diff0>=0 and MA[1]>=HHH and L[2]<=HHH and H>MA[1];
ZD4=Diff0>=0 and MA[1]<=HHH and L[2]<=HHH and H>HHH;


ZK1=Diff0<=0 and MA[1]>=LL1 and H[2]>=LL1 and L<LL1;
ZK2=Diff0<=0 and MA[1]<=LL1 and H[2]>=LL1 and L<MA[1];
ZK3=Diff0<=0 and MA[1]<=LLL and H[2]>=LLL and L<MA[1];
ZK4=Diff0<=0 and MA[1]>=LLL and H[2]>=LLL and L<LLL;


PD1=L>=EntryPrice and LLH<MA[1] and H[1]>=LL1 and L<LL1;


PK1=H<=EntryPrice and HHL>MA[1] and L[1]<=HH1 and H>HH1;


        If (validTime=True and MarketPosition<>1 and CurrentBar>=1)
        {
        If( ZD1){myPrice = Max (HH1,open);myPrice = IIF (BarStatus==2,0,myPrice);Buy(Lots,myPrice);}
Else If ( ZD4){myPrice = Max (HHH,open);myPrice = IIF (BarStatus==2,0,myPrice);Buy(Lots,myPrice);}
Else If (ZD2 OR ZD3){myPrice = Max (MA[1],open);myPrice = IIF (BarStatus==2,0,myPrice);Buy(Lots,myPrice);}
}//开多

IF (validTime=True AND MarketPosition<>-1 and CurrentBar>=1)
{
If (ZK1){myPrice = Min(LL1,open);myPrice = IIF (BarStatus==2,0,myPrice);SellShort(Lots,myPrice);}
         Else If (ZK4){myPrice = Min (LLL,open);myPrice = IIF (BarStatus==2,0,myPrice);SellShort(Lots,myPrice);}
         Else If (ZK2 OR ZK3){myPrice = Min (MA[1],open);myPrice = IIF (BarStatus==2,0,myPrice);SellShort(Lots,myPrice);}
        }//开空仓
         
         
        If (validTime=True AND MarketPosition==1 and BarsSinceLastEntry >= 1 )
{
        If(PD1){Sell(0,Min(LL1,Open));}
        }//平多
         
        If (validTime=True AND MarketPosition==-1 and BarsSinceLastEntry >= 1 )
        {
        If(PK1){BuyToCover(0,Max(HH1,Open));}
}//平
         
         
         
}

armyhuan

发不出来图，就描述一下。我的想法是：平多条件是LLH小于ma时才能平多，平空的条件是HHL大于ma时才能平空，但是在图表上看这个条件没起作用，不知道是怎么回事。特在此请教。

小米

armyhuan 发表于 2019-11-4 09:06
发不出来图，就描述一下。我的想法是：平多条件是LLH小于ma时才能平多，平空的条件是HHL大于ma时才能平空， ...

代码有误吧？
条件中应该写为validtime==true吧？ 判断式是双等号。