测试中碰到的新难题?????
以下后台程序化模块,开仓很好,但是,平仓指令有的执行,有的不执行。为什么?请高手指导!!!!
TBUY(CURRENTTIME>090500 and CURRENTTIME<144500 and (c>多空止损 or c>多空止损1) and c<上-日差 and KCS0>1,KCS0,LMT,c+MINDIFF);
TSELL(CURRENTTIME>145700,intpart(TBUYHOLDING(1)*1),LMT,c-MINDIFF);
TSELL((c<多空止损 or c<多空止损1),intpart(TBUYHOLDING(1)*1),LMT,c-MINDIFF);
TSELL(c>上+日差*1,intpart(TBUYHOLDING(1)*1),LMT,c-MINDIFF);
TSELL(日内期货总强度<0,intpart(TBUYHOLDING(1)*1),LMT,c-MINDIFF);
TBUYSHORT(CURRENTTIME>090500 and CURRENTTIME<144500 and RNQD=最弱 and (c<多空止损 or c<多空止损1) and c>下+日差 and KCS0>1,KCS0,LMT,c-MINDIFF);
TSELLSHORT((c>=多空止损 or c>=多空止损1),intpart(TSELLHOLDING(1)*1),LMT,c+MINDIFF);
TSELLSHORT(c<下-日差*1,intpart(TSELLHOLDING(1)*1),LMT,c+MINDIFF);
TSELLSHORT(日内期货总强度>0,intpart(TSELLHOLDING(1)*1),LMT,c+MINDIFF);
TSELLSHORT(CURRENTTIME>145700,intpart(TSELLHOLDING(1)*1),LMT,c+MINDIFF);
测试中碰到的新难题?????
以下后台程序化模块,开仓很好,但是,平仓指令有的执行,有的不执行。为什么?请高手指导!!!!
TBUY(CURRENTTIME>090500 and CURRENTTIME<144500 and (c>多空止损 or c>多空止损1) and c<上-日差 and KCS0>1,KCS0,LMT,c+MINDIFF);
TSELL(CURRENTTIME>145700,intpart(TBUYHOLDING(1)*1),LMT,c-MINDIFF);
TSELL((c<多空止损 or c<多空止损1),intpart(TBUYHOLDING(1)*1),LMT,c-MINDIFF);
TSELL(c>上+日差*1,intpart(TBUYHOLDING(1)*1),LMT,c-MINDIFF);
TSELL(日内期货总强度<0,intpart(TBUYHOLDING(1)*1),LMT,c-MINDIFF);
TBUYSHORT(CURRENTTIME>090500 and CURRENTTIME<144500 and (c<多空止损 or c<多空止损1) and c>下+日差 and KCS0>1,KCS0,LMT,c-MINDIFF);
TSELLSHORT((c>=多空止损 or c>=多空止损1),intpart(TSELLHOLDING(1)*1),LMT,c+MINDIFF);
TSELLSHORT(c<下-日差*1,intpart(TSELLHOLDING(1)*1),LMT,c+MINDIFF);
程序写好了。要进行调试
用 debugout 、 debugfile 、debugfile2 把相关变量一步一步输出,找到问题所在
1.请将开平仓的手数都写成具体的手数.
2.楼主的这三个平仓条件可以写成一个
TSELL((c<多空止损 or c<多空止损1),intpart(TBUYHOLDING(1)*1),LMT,c-MINDIFF);
TSELL(c>上+日差*1,intpart(TBUYHOLDING(1)*1),LMT,c-MINDIFF);
TSELL(日内期货总强度<0,intpart(TBUYHOLDING(1)*1),LMT,c-MINDIFF);
如:
con:=c<多空止损 or c<多空止损1 or c>上+日差*1 or 日内期货总强度<0;//个人建议:为了防止信号消失,这里的c最好改成h
if con and tholding>0 then tsell(1,1,LMT,c-MINDIFF);
金字塔公式系统的编写调试,推荐您看一下
http://www.weistock.com/bbs/dispbbs.asp?boardid=4&id=1246&page=1&star=1