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发表于 2021-10-8 16:38:39
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做空的时候每五分钟都会开平一次,不会持续持仓,多单没有问题,求各位帮助
代码如下
Else If(MarketPosition==1)
{
If(Close[1]<=myLossPrice)
{
ZsConditon=True;
Sell(SS,Open);
}
Else If(Close[1]>myEntryPrice And conditon6)
{
ZyConditon=True;
Sell(SS,Open);
}
}
Else If(MarketPosition==-1)
{
If(Close[1]>=myLossPrice)
{
ZsConditon=True;
BuyToCover(SS,Open);
}
Else If(Close[1]<myEntryPrice And conditon5)
{
ZyConditon=True;
BuyToCover(SS,Open);
}
}
交易日志如下
# 公式应用 类型 商品 建仓时间 建仓价格 平仓时间 平仓价格 数量 交易成本 净利 累计净利 收益率 累计收益率
1 wanzhengceshi 空头 y9888 2021/09/27 22:00 9082 2021/09/27 22:05 9076 1 10.00 50.00 50.00 0.55% 0.55%
2 wanzhengceshi 空头 y9888 2021/09/27 22:10 9074 2021/09/27 22:15 9066 1 10.00 70.00 120.00 0.77% 1.32%
3 wanzhengceshi 空头 y9888 2021/09/27 22:25 9066 2021/09/27 22:30 9066 1 10.00 (10.00) 110.00 (0.11%) 1.21%
4 wanzhengceshi 空头 y9888 2021/09/27 22:40 9062 2021/09/27 22:45 9050 1 10.00 110.00 220.00 1.21% 2.43%
5 wanzhengceshi 空头 y9888 2021/09/27 22:50 9060 2021/09/27 22:55 9056 1 10.00 30.00 250.00 0.33% 2.76%
6 wanzhengceshi 空头 y9888 2021/09/28 09:00 9048 2021/09/28 09:05 9034 1 10.00 130.00 380.00 1.44% 4.19%
7 wanzhengceshi 空头 y9888 2021/09/28 09:10 9036 2021/09/28 09:15 9016 1 10.00 190.00 570.00 2.10% 6.30%
8 wanzhengceshi 空头 y9888 2021/09/28 09:20 9014 2021/09/28 09:25 9010 1 10.00 30.00 600.00 0.33% 6.63%
9 wanzhengceshi 空头 y9888 2021/09/28 09:30 9022 2021/09/28 09:35 9020 1 10.00 10.00 610.00 0.11% 6.74%
10 wanzhengceshi 空头 y9888 2021/09/28 09:40 9006 2021/09/28 09:45 9004 1 10.00 10.00 620.00 0.11% 6.85%
11 wanzhengceshi 空头 y9888 2021/09/28 09:50 9016 2021/09/28 09:55 9010 1 10.00 50.00 670.00 0.55% 7.41%
12 wanzhengceshi 空头 y9888 2021/09/28 10:00 8988 2021/09/28 10:05 8974 1 10.00 130.00 800.00 1.45% 8.85%
13 wanzhengceshi 空头 y9888 2021/09/28 10:10 8990 2021/09/28 10:30 8980 1 10.00 90.00 890.00 1.00% 9.85%
14 wanzhengceshi 空头 y9888 2021/09/28 10:35 8980 2021/09/28 10:40 8952 1 10.00 270.00 1160.00 3.01% 12.86%
15 wanzhengceshi 空头 y9888 2021/09/28 10:45 8976 2021/09/28 10:50 8974 1 10.00 10.00 1170.00 0.11% 12.97%
16 wanzhengceshi 空头 y9888 2021/09/28 10:55 8960 2021/09/28 11:00 8926 1 10.00 330.00 1500.00 3.68% 16.65%
17 wanzhengceshi 空头 y9888 2021/09/28 11:05 8938 2021/09/28 11:10 8934 1 10.00 30.00 1530.00 0.34% 16.99%
18 wanzhengceshi 多头 y9888 2021/09/28 13:30 9038 2021/09/28 21:50 9192 1 10.00 1530.00 3060.00 16.93% 33.92%
19 wanzhengceshi 多头 y9888 2021/09/28 22:30 9168 2021/09/28 22:35 9162 1 10.00 (70.00) 2990.00 (0.76%) 33.15%
20 wanzhengceshi 多头 y9888 2021/09/28 22:45 9172 2021/09/28 22:50 9160 1 10.00 (130.00) 2860.00 (1.42%) 31.74%
21 wanzhengceshi 空头 y9888 2021/09/29 09:00 9122 2021/09/29 09:05 9092 1 10.00 290.00 3150.00 3.18% 34.92%
22 wanzhengceshi 多头 y9888 2021/09/29 09:10 9126 2021/09/29 09:15 9120 1 10.00 (70.00) 3080.00 (0.77%) 34.15%
23 wanzhengceshi 空头 y9888 2021/09/29 09:20 9120 2021/09/29 09:25 9104 1 10.00 150.00 3230.00 1.64% 35.79%
24 wanzhengceshi 空头 y9888 2021/09/29 09:30 9096 2021/09/29 09:35 9084 1 10.00 110.00 3340.00 1.21% 37.00%
25 wanzhengceshi 空头 y9888 2021/09/29 09:40 9098 2021/09/29 09:45 9086 1 10.00 110.00 3450.00 1.21% 38.21%
26 wanzhengceshi 空头 y9888 2021/09/29 09:50 9108 2021/09/29 09:55 9088 1 10.00 190.00 3640.00 2.09% 40.30%
27 wanzhengceshi 多头 y9888 2021/09/29 10:00 9122 2021/09/29 10:05 9136 1 10.00 130.00 3770.00 1.43% 41.72%
28 wanzhengceshi 空头 y9888 2021/09/29 10:10 9118 2021/09/29 10:30 9112 1 10.00 50.00 3820.00 0.55% 42.27% |
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