以文本方式查看主题

-  金字塔客服中心 - 专业程序化交易软件提供商  (http://www.weistock.com/bbs/index.asp)
--  公式模型编写问题提交  (http://www.weistock.com/bbs/list.asp?boardid=4)
----  请老师看一下  (http://www.weistock.com/bbs/dispbbs.asp?boardid=4&id=76595)

--  作者:jckk
--  发布时间:2015/3/18 14:50:03
--  请老师看一下

         HighD:=callstock(stklabel,vthigh,19,-10);
        LowD:=callstock(stklabel,vtlow,19,-10);
        CloseD:=callstock(stklabel,vtclose,19,-10);
         CYC:=barslast(second<>ref(second,59))+1;      
        OpenD:=valuewhen(cyc=19,open)

 

   第四句会不会形成未来函数式?


--  作者:jinzhe
--  发布时间:2015/3/18 14:55:34
--  

  CYC:=barslast(second<>ref(second,59))+1;      
        OpenD:=valuewhen(cyc=19,open)

请问这些要表达什么意思?


--  作者:jckk
--  发布时间:2015/3/18 15:06:47
--  

这是源码,您看一下第四句会不会有未来函数

input:K1(0.5,0,2,0.1);//多头突破波动比例
input:K2(0.5,0,2,0.1);//多头突破波动比例
input:Mmin(1,0,900,1);//M日期最大价差
input:Nmin(1,0,900,1);//N日前最大价差
input:LOTS(1,0,9,1);


         HighD:=callstock(stklabel,vthigh,19,-10);
        LowD:=callstock(stklabel,vtlow,19,-10);
        CloseD:=callstock(stklabel,vtclose,19,-10);
         CYC:=barslast(second<>ref(second,59))+1;      
        OpenD:=valuewhen(cyc=19,open);
       
        HH:= HHV(HighD,Mmin);
        HC:= HHV(CloseD,Mmin);
        LL:= LLV(LowD,Mmin);
        LC:= LLV(CloseD,Mmin);

        SellRange:=Max(HH - LC,HC - LL);
     
        HH:=HHV(HighD,Nmin);
        HC:=HHV(CloseD,Nmin);
        LL:=LLV(LowD,Nmin);
        LC:=LLV(CloseD,Nmin);

        BuyRange:=Max(HH - LC,HC - LL);
     
       
        UpperBand: OpenD + K1*BuyRange;
        LowerBand: OpenD - K2*SellRange;


        If    (HOLDING=0) THEN BEGIN
                If    (High>=UpperBand) THEN
                        Buy(HOLDING=0,lots,LIMITR,Max(Open,UpperBand));
              
                If    (Low<=LowerBand) THEN
                        BuyShort(HOLDING=0,lots,LIMITR,Min(Open,LowerBand));
        END

        If    (HOLDING<0) THEN BEGIN
                If    (High>=UpperBand) THEN BEGIN
                        SELLSHORT(HOLDING<0,lots,LIMITR,Max(Open,UpperBand));
                        Buy(HOLDING=0,lots,LIMITR,Max(Open,UpperBand));
                END
        END

        If    (HOLDING>0) THEN BEGIN
                If    (Low<=LowerBand) THEN BEGIN
                         Sell(holding>0,lots,limitr,Min(Open,LowerBand));
                        BuyShort(holding=0,lots,limitr,Min(Open,LowerBand));
                END
        END
       

持仓:holding,noaxis ,linethick0 ;
盈亏:asset-1000000,noaxis,coloryellow,linethick2;


--  作者:jinzhe
--  发布时间:2015/3/18 15:10:40
--  
想要表达什么意思?我看不明白