过滤连续信号的问题 - 公式模型编写问题提交 - 金字塔客服中心 - 专业程序化交易软件提供商

更改后的交易系统

ZH1:='';
PZ1:='SH510500';

//条件判断
DIFF := EMA(CLOSE,10) - EMA(CLOSE,30);
DEA := EMA(DIFF,9);
MACD1 := 2*(DIFF-DEA);

CONDBUY:= MACD1>0;
CONDSELL:= MACD1<0;

//控制日内交易次数
//IF TTOTALDAYTRADE>=2 THEN EXIT;

//LASTBUY:= TENTERBARS(0)>0 AND ( TEXITBARS(0)<0 OR (TENTERBARS(0)<TEXITBARS(0)) ) ;
//LASTSELL:=TEXITBARS(0)>0 AND (TEXITBARS(0)<TENTERBARS(0) ) ;

//LASTBUY:= HOLDING>0;
//LASTSELL:= HOLDING<=0 AND TODAYHOLDING<=0 ;
LASTBUY:= TTYPE(1)=1 ;
LASTSELL:= TTYPE(1) =2 OR TTYPE(1)=0;//无信号是最开始？

a:=TBUYHOLDINGEX(ZH1 ,PZ1 ,2 );
DEBUGOUT('持仓=%.0f',a);
DEBUGOUT('TODAYHOLDING=%.0f',TODAYHOLDING);
DEBUGOUT('HOLDING=%.0f',HOLDING);
DEBUGOUT('TTYPE(1)=%.0f',TTYPE(1));
DEBUGOUT('TEXITBARS=%.0f',TEXITBARS(1));

DEBUGOUT('LASTBUY=%.0f',LASTBUY );
DEBUGOUT('LASTSELL=%.0f', LASTSELL);

DEBUGFILE('C:\金字塔测试\test2.txt','持仓=%.0f',a);
//DEBUGFILE('C:\金字塔测试\test2.txt','TODAYHOLDING=%.0f',TODAYHOLDING);
//DEBUGFILE('C:\金字塔测试\test2.txt','HOLDING=%.0f',HOLDING);
DEBUGFILE('C:\金字塔测试\test2.txt','TTYPE(1)=%.0f',TTYPE(1));
DEBUGFILE('C:\金字塔测试\test2.txt','TENTERBARS=%.0f',TENTERBARS(0));
DEBUGFILE('C:\金字塔测试\test2.txt','TEXITBARS=%.0f',TEXITBARS(0));

DEBUGFILE('C:\金字塔测试\test2.txt','LASTBUY=%.0f',LASTBUY );
DEBUGFILE('C:\金字塔测试\test2.txt','LASTSELL=%.0f', LASTSELL);

//如果上次不是买入

TBUY(CONDBUY AND LASTSELL ,10000,MKT,0,0,ZH1,PZ1 );
//BUY(CONDBUY AND not(LASTBUY) ,10000,MKT)

//如果上次不是卖出

TSELL(CONDSELL AND LASTBUY ,10000,MKT,0,0,ZH1,PZ1);
//SELL(CONDSELL AND not(LASTSELL) ,10000,MKT)

结果全是买入，没有卖出，不知道哪里有问题，

debugfile: 显然持仓在增加，但是不论TENTERBARS 还是TTYPE(1)都没显示买进信号

2018-12-25 16:01:04.571    持仓=0
2018-12-25 16:01:04.574    TTYPE(1)=0
2018-12-25 16:01:04.577    TENTERBARS=-1
2018-12-25 16:01:04.580    TEXITBARS=-1
2018-12-25 16:01:04.583    LASTBUY=0
2018-12-25 16:01:04.586    LASTSELL=1
2018-12-25 16:01:04.814    持仓=10000
2018-12-25 16:01:04.816    TTYPE(1)=0
2018-12-25 16:01:04.818    TENTERBARS=-1
2018-12-25 16:01:04.821    TEXITBARS=-1
2018-12-25 16:01:04.824    LASTBUY=0
2018-12-25 16:01:04.826    LASTSELL=1
2018-12-25 16:01:04.831    持仓=20000
2018-12-25 16:01:04.834    TTYPE(1)=0
2018-12-25 16:01:04.836    TENTERBARS=-1
2018-12-25 16:01:04.838    TEXITBARS=-1
2018-12-25 16:01:04.841    LASTBUY=0
2018-12-25 16:01:04.843    LASTSELL=1
2018-12-25 16:01:04.848    持仓=30000
2018-12-25 16:01:04.850    TTYPE(1)=0
2018-12-25 16:01:04.853    TENTERBARS=-1
2018-12-25 16:01:04.856    TEXITBARS=-1
2018-12-25 16:01:04.858    LASTBUY=0
2018-12-25 16:01:04.861    LASTSELL=1
2018-12-25 16:01:04.865    持仓=40000
2018-12-25 16:01:04.868    TTYPE(1)=0
2018-12-25 16:01:04.872    TENTERBARS=-1
2018-12-25 16:01:04.877    TEXITBARS=-1
2018-12-25 16:01:04.880    LASTBUY=0
2018-12-25 16:01:04.882    LASTSELL=1
2018-12-25 16:01:04.890    持仓=50000
2018-12-25 16:01:04.892    TTYPE(1)=0

主题：过滤连续信号的问题