查看: 2315|回复: 6

移动止损没有被执行，请nopain帮忙看看 [复制链接]

notherask

初级散户

Rank: 2

精华: 0
UID: 7457
积分: 110
帖子: 25
主题: 10
阅读权限: 30
注册时间: 2010-3-16
最后登录: 2018-4-20

电梯直达

1^#

发表于 2010-3-25 08:10:12 |只看该作者 |倒序浏览

螺纹钢rb1010合约，3月24日，9：30于4760元开多仓，根据交易系统应于13：52在4763或4764元止损，但实际运行情况却是一直到收盘前才平仓，不知道哪里出了问题。同样的系统在天胶1009合约3月24日就进行了移动止损。请nopain帮忙看看是怎么回事，多谢了！

原代码如下：
//------------------------------------------------------------------------
// 简称: LUOWENG
// 名称:
// 类别: 交易指令
// 类型: 其他
// 输出:
//------------------------------------------------------------------------
Params
            Numeric MoneyLoss(150);
      numeric nnumber(0.70);

Vars
NumericSeries HighestOf30Min;
NumericSeries lowestOf30Min;
Numeric myPrice;
Numeric MinPoint;
Numeric Type(1);
Bool       ExitPosition(false);
      BoolSeries KG(true);
numeric zsjg;

Begin
      MinPoint = MinMove*PriceScale;
      If(Date <> Date[1])
      {
            HighestOf30Min = High;
            lowestOf30Min = Low;
      }Else If(Time < 0.0900+30*0.0001)
      {
            HighestOf30Min = max(high,HighestOf30Min[1]);
            lowestOf30Min = min(Low,lowestOf30Min[1]);
      }Else
      {
            HighestOf30Min = HighestOf30Min[1];
            lowestOf30Min = lowestOf30Min[1];
      }

      If(High >= HighestOf30Min + 1*MinPoint && MarketPosition == 0 && KG==TRUE && ExitDate!=date)
      {
            myPrice = HighestOf30Min + 1*MinPoint;
            If(Open > myPrice) myPrice = Open;
            Buy((CurrentCapital*nnumber)/(myprice*10*0.12),myPrice);
            KG=FALSE;
      }

      If(Low <= lowestOf30Min -1*MinPoint && MarketPosition == 0 && KG==TRUE && ExitDate!=date)
      {
            myPrice = lowestOf30Min - 1*MinPoint;
            If(Open < myPrice) myPrice = Open;
            SellShort((CurrentCapital*nnumber)/(myprice*10*0.12),myPrice);
            KG=FALSE;
      }
      IF(TIME>ENTRYTIME())
            {
   if(MarketPosition==1 && highest(h,BarsSinceLastEntry)>LastEntryPrice) zsjg=abs(((highest(h,BarsSinceLastEntry)-LastEntryPrice)*0.75-MoneyLoss/10)*10);
  if(MarketPosition==1 && highest(h,BarsSinceLastEntry)<=LastEntryPrice) zsjg=moneyloss;
            if(MarketPosition==-1 && lowest(l,BarsSinceLastEntry)<LastEntryPrice) zsjg=abs(10*(LastEntryPrice-(lowest(l,BarsSinceLastEntry))*0.75-MoneyLoss/10));
         if(MarketPosition==-1 && lowest(l,BarsSinceLastEntry)>=LastEntryPrice) zsjg=moneyloss;
            SetStopLoss(Type,zsjg,ExitPosition);
            KG=FALSE;
            if(MarketPosition==1 && highest(h,BarsSinceLastEntry)>LastEntryPrice)  Commentary( text( (highest(h,BarsSinceLastEntry)-LastEntryPrice)*0.75-MoneyLoss/10+LastEntryPrice ));
            if(MarketPosition==1 && highest(h,BarsSinceLastEntry)<=LastEntryPrice)  commentary(Text(LastEntryPrice-moneyloss));
            if(MarketPosition==-1 && lowest(l,BarsSinceLastEntry)<LastEntryPrice) commentary(text(LastEntryPrice-((LastEntryPrice-lowest(l,BarsSinceLastEntry))*0.75-MoneyLoss/10)));
         if(MarketPosition==-1 && lowest(l,BarsSinceLastEntry)>=LastEntryPrice)  commentary(text(moneyloss+LastEntryPrice));
            }
      If(Time >= 0.1459)
      {
                     Sell(0,Open);
            BuyToCover(0,Open);
      }

End

//------------------------------------------------------------------------
// 编译版本       GS2004.06.12
// 用户版本       2010/03/18 10:03
// 版权所有       notherask
// 更改声明       TradeBlazer Software保留对TradeBlazer平台
//                      每一版本的TrabeBlazer公式修改和重写的权利
//------------------------------------------------------------------------

收藏0