INPUT:N(6,1,100,1);
variable:bj=0;
cc:=(abs(c-o)>(h-max(c,o))) and (abs(c-o)>(min(c,o)-l));
开盘时间:=(time>210000 or (time>000000 and time<145900));
空损条件:=c>o and c>ref(h,1) and l>ref(l,1) and 开盘时间;
多损条件:=c<o and c<ref(l,1) and h<ref(h,1) and 开盘时间;
空推条件:=c>o and c>ref(h,1) and 开盘时间;
多推条件:=c<o and c<ref(l,1) and 开盘时间;
平空条件:=c>o and h<ref(l,enterbars) and 开盘时间;
平多条件:=c<o and l>ref(h,enterbars) and 开盘时间;
多开条件:=c>o and c>ref(h,1) and cc and l>ref(l,1) and 开盘时间;
空开条件:=c<o and h<ref(h,1) and cc and c<ref(l,1) and 开盘时间;
if 开盘时间 then begin
SELLSHORT(平空条件 and holding<0,0,MARKET),COLORWHITE;
SELLSHORT(空推条件 and holding<-1,0,MARKET),COLORWHITE;
SELLSHORT(空损条件 and holding=-1,0,MARKET),COLORWHITE;
if bj=0 and 多开条件 and holding=0 then begin
BUY(多开条件 and holding=0,n,MARKET),colorYELLOW;
bj:=1;
end
BUY(多开条件 and EXITVOL<3 and holding=0,n,MARKET),colorYELLOW;
end
if 开盘时间 then begin
SELL(平多条件 and holding>0,0,MARKET),COLORWHITE;
SELL(多损条件 and holding=1,0,MARKET),COLORWHITE;
SELL(多推条件 and holding>1,0,MARKET),COLORWHITE;
if 空开条件 and holding=0 and bj=0 then BEGIN
BUYSHORT(空开条件 and holding=0,n,market),COLORCYAN;
bj:=1;
end
BUYSHORT(空开条件 and EXITVOL<3 and holding=0,n,market),COLORCYAN;
end
加多:BUY(HOLDING>0 and c>o and cc and l>ref(h,enterbars) and 开盘时间,n,MARKET),COLORMAGENTA;
加空:BUYSHORT(HOLDING<0 and c<o and cc and h<ref(l,enterbars) and 开盘时间,n,MARKET),COLORGREEN;
收盘平空:SELLSHORT(time>=145900 and time<210000,0,market),COLORWHITE;
收盘平多:SELL(time>=145900 and time<210000,0,market),COLORWHITE;
下面这个是用了
and EXITVOL<3 这个函数就没信号了.是什么原因?
INPUT:N(1,1,100,1);
variable:bj=0;
cc:=(abs(c-o)>(h-max(c,o))) and (abs(c-o)>(min(c,o)-l));
开盘时间:=(time>210000 or (time>000000 and time<145900));
空损条件:=c>o and c>ref(h,1) and l>ref(l,1) and 开盘时间;
多损条件:=c<o and c<ref(l,1) and h<ref(h,1) and 开盘时间;
空推条件:=c>o and c>ref(h,1) and 开盘时间;
多推条件:=c<o and c<ref(l,1) and 开盘时间;
平空条件:=c>o and h<ref(l,enterbars) and 开盘时间;
平多条件:=c<o and l>ref(h,enterbars) and 开盘时间;
多开条件:=c>o and c>ref(h,1) and cc and l>ref(l,1) and 开盘时间;
空开条件:=c<o and h<ref(h,1) and cc and c<ref(l,1) and 开盘时间;
if 开盘时间 then begin
SELLSHORT(平空条件 and holding<0,0,MARKET),COLORWHITE;
SELLSHORT(空推条件 and holding<-1,0,MARKET),COLORWHITE;
SELLSHORT(空损条件 and holding=-1,0,MARKET),COLORWHITE;
if bj=0 and 多开条件 and holding=0 then begin
BUY(多开条件 and holding=0,n,MARKET),colorYELLOW;
bj:=1;
end
BUY(多开条件 and EXITVOL<3 and holding=0,n,MARKET),colorYELLOW;
end
if 开盘时间 then begin
SELL(平多条件 and holding>0,0,MARKET),COLORWHITE;
SELL(多损条件 and holding=1,0,MARKET),COLORWHITE;
SELL(多推条件 and holding>1,0,MARKET),COLORWHITE;
if 空开条件 and holding=0 and bj=0 then BEGIN
BUYSHORT(空开条件 and holding=0,n,market),COLORCYAN;
bj:=1;
end
BUYSHORT(空开条件 and EXITVOL<3 and holding=0,n,market),COLORCYAN;
end
加多:BUY(HOLDING>0 and c>o and cc and l>ref(h,enterbars) and 开盘时间,n,MARKET),COLORMAGENTA;
加空:BUYSHORT(HOLDING<0 and c<o and cc and h<ref(l,enterbars) and 开盘时间,n,MARKET),COLORGREEN;
收盘平空:SELLSHORT(time>=145900 and time<210000,0,market),COLORWHITE;
收盘平多:SELL(time>=145900 and time<210000,0,market),COLORWHITE;