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双均线交易系统--请版主帮忙 [复制链接]

bigfrog

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电梯直达

1^#

发表于 2008-11-25 22:09:11 |只看该作者 |倒序浏览

根据小期的方法,本人写的双均线交易系统
其思路为:
2条均线以上开多仓
价格回落到2均线中间锁仓
下到2均线以下平多，加空仓

空单方法一样。
代码如下
-----------------------------------------------------------------------
Params
  Numeric MA1(21);
  Numeric MA2(34);
  Numeric lots(10);//仓位

Vars
  Numeric shortMA;
  Numeric longMA;
  Numeric lotbuy(0) ; //多头仓位
  Numeric lotsell(0); //空头仓位
  Numeric LB(0);//取回多头仓位
  Numeric LS(0);//取回空头仓位

Begin

  shortMA=AverageFC(close,MA1);
  longMA=AverageFC(close,MA2);
If (MarketPosition==0) //没仓时候的操作
  {
If(Close>shortMA And Close>longMA)
  {
Buy(lots,close,true);
Commentary("原来持仓"+Text(lotbuy)+" 空仓为:"+Text(lotsell));
lotbuy=lots;
lotsell=0;
SetGlobalVar(0,lotbuy);//保存开多数量
SetGlobalVar(1,lotsell);//保存开空数量
Commentary("后来的仓为"+"多仓为:"+Text(lotbuy)+" 空仓为:"+Text(lotsell));
Return;
  }
If(close<shortMA And Close<longMA)
  {
SellShort(lots,close,true);
Commentary("原来持仓"+Text(lotbuy)+" 空仓为:"+Text(lotsell));
lotbuy=0;
lotsell=lots;
SetGlobalVar(0,lotbuy);//保存开多数量
SetGlobalVar(1,lotsell);//保存开空数量
Commentary("后来的仓为"+"多仓为:"+Text(lotbuy)+" 空仓为:"+Text(lotsell));
Return;
  }
}
Else{
lotbuy=GetGlobalVar(0);
lotsell=GetGlobalVar(1);
If (Close<shortMA And Close>longMA And lotbuy==lots and lotsell==0) //进入21，34之间，拿多的，加同等的空
{
  SellShort(lots,close,True);
  Commentary("原来持仓"+Text(lotbuy)+" 空仓为:"+Text(lotsell));
  lotsell=lots;
  SetGlobalVar(1,lotsell);
  Commentary("后来的仓为"+"多仓为:"+Text(lotbuy)+" 空仓为:"+Text(lotsell));
  Return;

}
lotbuy=GetGlobalVar(0);
lotsell=GetGlobalVar(1);
If (Close>shortMA And Close<longMA And lotbuy==0 and lotsell==lots)// 进入21，34之间，拿空的，加同等的多
{
  Buy(lots,close,true);
  Commentary("原来持仓"+Text(lotbuy)+" 空仓为:"+Text(lotsell));
  lotbuy=lots;
  SetGlobalVar(0,lotbuy);
  Commentary("后来的仓为"+"多仓为:"+Text(lotbuy)+" 空仓为:"+Text(lotsell));
  Return;
}

lotbuy=GetGlobalVar(0);
lotsell=GetGlobalVar(1);
If(Close>shortMA And Close>longMA And lotbuy==lots And lotsell==lots)//当锁仓的时候，向上破21、34时，平空加多
{
  Buy(lots,close,true);
  BuyToCover(lots,close,true);
  Commentary("原来持仓"+Text(lotbuy)+" 空仓为:"+Text(lotsell));
  lotbuy=2*lots;
  lotsell=0;
  SetGlobalVar(0,lotbuy);
  SetGlobalVar(1,lotsell);
  Commentary("后来的仓为"+"多仓为:"+Text(lotbuy)+" 空仓为:"+Text(lotsell));
  Return;

}

lotbuy=GetGlobalVar(0);
lotsell=GetGlobalVar(1);
If(Close<shortMA And Close<longMA And lotbuy==lots And lotsell==lots)//当锁仓的时候，向下破21、34时，平多加空
{
  Sell(lots,close,true);
  SellShort(lots,close,true);
  Commentary("原来持仓"+Text(lotbuy)+" 空仓为:"+Text(lotsell));
  lotbuy=0;
  lotsell=2*lots;
  SetGlobalVar(0,lotbuy);
  SetGlobalVar(1,lotsell);
  Commentary("后来的仓为"+"多仓为:"+Text(lotbuy)+" 空仓为:"+Text(lotsell));
  Return;


}

lotbuy=GetGlobalVar(0);
lotsell=GetGlobalVar(1);
If (Close<shortMA And Close>longMA And lotbuy==2*lots and lotsell==0) //重新回到21，34之间，拿多的，平半多，加同等的空
{
  Sell(lots,close,true);
  SellShort(lots,close,True);
  Commentary("原来持仓"+Text(lotbuy)+" 空仓为:"+Text(lotsell));
  lotbuy=lots;
  lotsell=lots;
  SetGlobalVar(0,lotbuy);
  SetGlobalVar(1,lotsell);
  Commentary("后来的仓为"+"多仓为:"+Text(lotbuy)+" 空仓为:"+Text(lotsell));
  Return;

}
lotbuy=GetGlobalVar(0);
lotsell=GetGlobalVar(1);
If (Close>shortMA And Close<longMA And lotbuy==0 and lotsell==2*lots)// 重新回到21，34之间，拿空的，平半空，加同等的多
{
  BuyToCover(lots,close,true);
  Buy(lots,close,true);
  Commentary("原来持仓"+Text(lotbuy)+" 空仓为:"+Text(lotsell));
  lotbuy=lots;
  lotsell=lots;
  SetGlobalVar(0,lotbuy);
  SetGlobalVar(1,lotsell);
  Commentary("后来的仓为"+"多仓为:"+Text(lotbuy)+" 空仓为:"+Text(lotsell));
  Return;
}

lotbuy=GetGlobalVar(0);
lotsell=GetGlobalVar(1);
If (Close>shortMA And Close>longMA And lotbuy==0 and lotsell==2*lots)// 在21，34之下直接上21、34，拿空的，平2空，加2多
{
  BuyToCover(2*lots,close,true);
  Buy(2*lots,close,true);
  Commentary("原来持仓"+Text(lotbuy)+" 空仓为:"+Text(lotsell));
  lotbuy=2*lots;
  lotsell=0;
  SetGlobalVar(0,lotbuy);
  SetGlobalVar(1,lotsell);
  Commentary("后来的仓为"+"多仓为:"+Text(lotbuy)+" 空仓为:"+Text(lotsell));
  Return;
}

lotbuy=GetGlobalVar(0);
lotsell=GetGlobalVar(1);
If (Close<shortMA And Close<longMA And lotbuy==2*lots and lotsell==0)// 在21，34之上直接下21、34，拿多的，平2多，加2空
{
  Sell(2*lots,close,true);
  SellShort(2*lots,close,true);
  Commentary("原来持仓"+Text(lotbuy)+" 空仓为:"+Text(lotsell));
  lotbuy=0;
  lotsell=2*lots;
  SetGlobalVar(0,lotbuy);
  SetGlobalVar(1,lotsell);
  Commentary("后来的仓为"+"多仓为:"+Text(lotbuy)+" 空仓为:"+Text(lotsell));
  Return;
}

}
End

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但我发现明显不对
因为本人不是程序员出身
请版主帮我看看
问题在哪里
谢谢

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