老师好,我的系统在运行时有两个问题
一个是没有市 价委托,一个是没办按讯号平仓,只能在收盘前才能平仓,原因在哪?
谢谢
N:=BARSLAST(DATE<>REF(DATE,1));//当天开盘至今的K线数
Y:=REF(O,N);//当天开盘价
DZY:=C>=ENTERPRICE+2*(Y*0.003);
KZY:=C<=ENTERPRICE-2*(Y*0.003);
DZYJL:=COUNT(DZY ,N)=0;
KZYJL:=COUNT(KZY ,N)=0;
KKC:=DZYJL && KZYJL;
BKTJ:=TIME>=094500 &&TIME<=142900&&C>REF(HHV(C,N),1)&&C>Y+Y*0.006 && KKC;//价格创新高
SPTJ1:=TIME>=094500&&C<REF(LLV(C,10),1) || DZY;
SPTJ2:=TIME=145500;
SPTJ:=SPTJ1 OR SPTJ2;
SKTJ:=TIME>=094500 &&TIME<=142900&&C<REF(LLV(C,N),1)&&C<Y-Y*0.006 && KKC;
BPTJ1:=TIME>=094500&&C>REF(HHV(C,10),1) || KZY;
BPTJ2:=TIME=145500;
BPTJ:=BPTJ1 OR BPTJ2;
SELLSHORT(BPTJ AND ENTERBARS>=2,1,MKT);
BUY(BKTJ AND HOLDING=0,1,MKT);
SELL(SPTJ AND ENTERBARS>=2,1,MKT);
BUYSHORT(SKTJ AND HOLDING=0,1,MKT);
BUYSHORT(SKTJ AND HOLDING=0,1,MARKET);