共5 条记录, 每页显示 10 条, 页签: [1]

标题：为什么反复开平仓？求解

1楼

WW4739889 发表于：2017/4/13 15:44:10

A:VALUEWHEN(WEEKDAY=1 and TODAYBAR=1,open);
DUO:=A+20*MINDIFF;
KONG:=A-20*MINDIFF;
KAIDUO:HIGH>DUO;
KAIKONG:LOW<KONG;
buy(KAIDUO AND HOLDING = 0,1,MARKET);
sell(WEEKDAY=5 AND TIME= CLOSETIME(0) or close<=A,holding,MARKET );
BUYSHORT(KAIKONG AND HOLDING = 0,1,MARKET);
SELLSHORT(WEEKDAY=5 AND TIME= CLOSETIME(0) or close<=A,holding,MARKET );

为什么总是反复开平仓呢不能一直持续到周五平仓呢

2楼

qq代人发帖 发表于：2017/4/13 15:59:23

1，公式用在什么周期上交易？

2，贴下下单日志

3楼

wenarm 发表于：2017/4/13 16:23:27

条件成立，根据你的需求，

A:VALUEWHEN(WEEKDAY=1 and TODAYBAR=1,open);
DUO:=A+20*MINDIFF;
KONG:=A-20*MINDIFF;
KAIDUO:HIGH>DUO;
KAIKONG:LOW<KONG;

cond:close<=A;
buy(KAIDUO AND HOLDING = 0,1,MARKET);
sell(WEEKDAY=5 AND TIME= CLOSETIME(0) or close<=A,holding,MARKET );
BUYSHORT(KAIKONG AND HOLDING = 0,1,MARKET);
SELLSHORT(WEEKDAY=5 AND TIME= CLOSETIME(0) or close<=A,holding,MARKET );

你在图表上输出具体条件看下。红色部分基本恒成立。自己试着分析条件

4楼

WW4739889 发表于：2017/4/13 17:43:49

您好，我想用在五分钟图，用价格超过这一周的开盘价+20跳做多

价格低于这一周开盘价-20跳做空

做多做空止损都是20跳

如果盈利则一直持仓到本周收盘平仓

请求帮忙编写一下谢了很久了不成功

5楼

wenarm 发表于：2017/4/14 9:00:34

调整下，和上面给你的基本一致，你之前说的重复开仓，这个是你自己的条件限定开仓条件的问题。这个同样存在。

A:CALLSTOCK('AG00' ,VTOPEN ,7 , 0);
DUO:=A+20*MINDIFF;
KONG:=A-20*MINDIFF;
KAIDUO:HIGH>DUO;
KAIKONG:LOW<KONG;
cond:close<=A;
aa:time;
buy(KAIDUO AND HOLDING = 0,1,MARKET);
sell(WEEKDAY=5 AND TIME= 185500 or OPENPROFIT<0,holding,MARKET );
BUYSHORT(KAIKONG AND HOLDING = 0,1,MARKET);
SELLSHORT(WEEKDAY=5 AND TIME= CLOSETIME(0) or OPENPROFIT<0,holding,MARKET );

共5 条记录, 每页显示 10 条, 页签: [1]