金字塔软件问题提交-公式测评出现的问题，求解惑？金字塔客服中心 - 专业程序化交易软件提供商

input:nMins(30,0,90,1); // N分钟的突破

input:OffDelatset(3,0,10,1);// 突破式的价格偏移

input:LOTS(1,0,9,1);

VARIABLE: ExitOnCloseMins:=150000;

MA5:REF(MA(CLOSE,5),1);

MA10:REF(MA(CLOSE,10),1);

if DATATYPE=1 THEN nMinsT:=nMins;

if DATATYPE=2 THEN nMinsT:=nMins/5;

i_offDelat:= OffDelatset*mindiff;

If date<>REF(date,1) THEN BEGIN

HighestOf30Min:= High;

lowestOf30Min:= Low;

DAYBARS:=1;

END

IF date=REF(date,1) THEN DAYBARS:=DAYBARS+1;

If (DAYBARS<=nMinsT AND DAYBARS>1 ) THEN BEGIN

HighestOf30Min:=max(high,HighestOf30Min);

lowestOf30Min:=min(Low,lowestOf30Min);

END

HighestOf30:HighestOf30Min;

lowestOf30:lowestOf30Min;

if (Time < ExitOnCloseMins and DAYBARS>nMinsT+1) THEN BEGIN

If (High >= HighestOf30Min+i_offDelat AND MA5>MA10 and close>MA5 ) THEN BEGIN

Sellshort(HOLDING<0,lots,LIMITR,max(HighestOf30Min+i_offDelat,Open));

Buy(HOLDING=0,lots,LIMITR,max(HighestOf30Min+i_offDelat,Open));

// BUY(HOLDING=0,lots,MARKETR);

END

If (Low <=lowestOf30Min-i_offDelat AND MA10>MA5 AND close<MA10) THEN BEGIN

Sell(HOLDING>0,lots,limitr,Min(lowestOf30Min-i_offDelat,Open));

BuyShort(HOLDING=0,lots,limitr,Min(lowestOf30Min-i_offDelat,Open));

// buyshort(holding=0,lots,MARKETR);

END

IF HOLDING>0 AND ref(close,1)<=MA5 THEN BEGIN

//SELL(1,lots,LIMITR,max(MA5,OPEN));

sell(1,lots,MARKETR);

END

IF HOLDING<0 AND ref(close,1)>=MA10 THEN BEGIN

// SELLSHORT(1,lots,LIMITR,min(MA10,OPEN));

sellshort(1,lots,MARKETR);

END

If (time>=ExitOnCloseMins and HOLDING<>0) THEN BEGIN

Sell(holding>0,LOTS,limitr,Open);

SellSHORT(holding<0,LOTS,limitr,Open);

END

持仓:holding,noaxis ,linethick0 ;

盈亏:asset-1000000,noaxis,coloryellow,linethick2;