图表有个信号检测,看下是不是限价超过了当前K线的高低价,显示为白色箭头。
或者是您有开平仓条件使用到开平仓价格
看下你开平仓条件里是不是用到开仓价,平仓价之类的
例如止损,止盈
if kn=0 and KD1 then begin
开多1:buy(holding=0,cc,limit,LP+mindiff);
kn:=1 ;
end
if kn=1 and KD2 then begin
开多2: buy(holding>=0,A,limit,LP+mindiff);
kn:=2;
end
if kn=2 and KD4 then begin
开多3: buy(holding>=0,B,limit,LP+mindiff);
kn:=3;
end
if kn=2 and PD3 then begin
平多3: sell(holding>0,holding,limit,LP-mindiff);
kn:=1;
end
if kn=3 and PD2 then begin
平多4: sell(holding>0,holding,limit,LP-mindiff);
kn:=2;
end
if kn<>0 and PD0 then begin
平多0: sell(holding>0,holding,limit,LP-mindiff);
kn:=0;
end
//////////////////////////////////////////////
if km=0 and KK1 then begin
开空1:buyshort(holding=0,cc,limit,LP-mindiff);
km:=1;
end
if km=1 and KK2 then begin
开空2: buyshort(holding<=0,A,limit,LP-mindiff);
km:=2;
end
if km=2 and KK4 then begin
开空3: buyshort(holding<=0,B,limit,LP-mindiff);
km:=3;
end
if km=2 and PK3 then begin
平空3: sellshort(holding<0,holding,limit,LP+mindiff);
km:=1;
end
if km=3 and PK2 then begin
平空4: sellshort(holding<0,holding,limit,LP+mindiff);
km:=2;
end
if km<>0 and PK0 then begin
平空0: sellshort(holding<0,holding,limit,LP+mindiff);
km:=0;
end//////////kn和km是全局变量,以上限价交易,市价就是将limit,LP+/-mindiff换成market,market模式能体现我的策略意图,因中金所对市价单的限制,改为限价,后发现该问题。加上ignorecheckprice后,买卖信号在限价模式下好象没有变化