共17 条记录, 每页显示 10 条, 页签: [1] [2]

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标题：关于开仓

1楼

么么发表于：2015/11/19 14:18:30

老师，我的策略怎么1个周期内开多次仓？？

源码：

GLOBALVARIABLE:n1=0,n2=0,n3=0;

GLOBALVARIABLE:tt1=0,tt2=0,tt3=0;

oo:=VALUEWHEN(todaybar=1,o);

if l<open-20*mindiff and n1=0 and time<>tt1 then begin

tbuy(1,11,mkt);

n1:=1;

tt1:=time;

end

if c<oo-60*mindiff and n2=0 and time<>tt2 then begin

tbuy(1,22,mkt);

n2:=1;

tt2：=TIME;

END

if c<oo-80*mindiff and n3=0 and time<>tt3 then begin

tbuy(1,44,mkt);

n3:=1;

tt3：=time;

end

if time=closetime(0) then begin

n1:=0;

n2:=0;

n3:=0;

tt1:=0;

tt2:=0;

tt3:=0;

end

GLOBALVARIABLE:num=0;

PD:=(DYNAINFO(7)-TAVGENTERPRICEEX2('','',0))*TBUYHOLDING(1)*DYNAINFO(209)>500;

debugfile('D:\test.txt','当前盈亏为%.2f',TOPENPROFIT);

盈亏:=(DYNAINFO(7)-TAVGENTERPRICEEX2('','',0))*TBUYHOLDING(1)*DYNAINFO(209);

debugfile('D:\test2.txt','当前盈亏为%.2f',盈亏);

if PD and tbuyholding(1)>0 and num=0 THEN begin

tsell(1,TbuyHOLDING(1)/3,mkt);

num:=1;

end

PD2:=(DYNAINFO(7)-TAVGENTERPRICEEX2('','',0))*TBUYHOLDING(1)*DYNAINFO(209)>1000;

if PD2 and tbuyholding(1)>0 and num=1 THEN begin

tsell(1,TbuyHOLDING(1)/3,mkt);

num:=2;

end

PD3:=(DYNAINFO(7)-TAVGENTERPRICEEX2('','',0))*TBUYHOLDING(1)*DYNAINFO(209)>2000;

if PD3 and tbuyholding(1)>0 THEN begin

tsell(1,TbuyHOLDING(1),mkt);

end

4.逆势加仓（空）

GLOBALVARIABLE:n1=0,n2=0,n3=0;

GLOBALVARIABLE:tt1=0,tt2=0,tt3=0;

oo:=VALUEWHEN(todaybar=1,o);

if c>oo+20*DYNAINFO(208)and n1=0 and time>tt1+15 then begin

TBUYSHORT(1,11,mkt);

n1:=1;

tt1>TIME;

END

if c>oo+40*DYNAINFO(208) and n2=0 and time>tt2+15 then begin

TBUYSHORT(1,22,mkt);

n2:=1;

tt2>TIME;

END

if c>oo+80*DYNAINFO(208) and n3=0 and time>tt3+15 then begin

TBUYSHORT(1,44,mkt);

n3:=1;

tt3>time;

end

GLOBALVARIABLE:num=0;

PK:=(TAVGENTERPRICEEX2('','',1)-DYNAINFO(7))*TSELLHOLDING(1)*DYNAINFO(209)>500;

debugfile('D:\test.txt','当前盈亏为%.2f',TOPENPROFIT);

盈亏:=(DYNAINFO(7)-TAVGENTERPRICEEX2('','',0))*TBUYHOLDING(1)*DYNAINFO(209);

debugfile('D:\test2.txt','当前盈亏为%.2f',盈亏);

if PK and TSELLHOLDING(1)>0 and num=0 THEN begin

tsellshort(1,TSELLHOLDING(1)/3,mkt);

num:=1;

end

PK2:=(TAVGENTERPRICEEX2('','',1)-DYNAINFO(7))*TSELLHOLDING(1)*DYNAINFO(209)>1000;

if PK2 and TSELLHOLDING(1)>0 and num=1 THEN begin

tsellshort(1,TSELLHOLDING(1)/3,mkt);

num:=2;

end

PK3:=(TAVGENTERPRICEEX2('','',1)-DYNAINFO(7))*TSELLHOLDING(1)*DYNAINFO(209)>2000;

if PK3 and TSELLHOLDING(1)>0 THEN begin

tsellshort(1,TSELLHOLDING(1),mkt);

end

2楼

jinzhe 发表于：2015/11/19 14:35:08

if c>oo+20*DYNAINFO(208)and n1=0 and time>tt1+15 then begin

TBUYSHORT(1,11,mkt);

n1:=1;

tt1>TIME;

END

if c>oo+40*DYNAINFO(208) and n2=0 and time>tt2+15 then begin

TBUYSHORT(1,22,mkt);

n2:=1;

tt2>TIME;

END

if c>oo+80*DYNAINFO(208) and n3=0 and time>tt3+15 then begin

TBUYSHORT(1,44,mkt);

n3:=1;

tt3>time;

end

里面的 tt1>TIME;这类的语句意义不明，改成tt1:=time;tt2:=time;tt3:=time;

3楼

么么发表于：2015/11/19 14:37:23

我把GLOBALVARIABLE改成EXTGBDATA可以吗？？

4楼

jinzhe 发表于：2015/11/19 14:41:33

可以，但是修改之后此类全局变量是所有公式都能用的，而不是仅限于当前的策略；

赋值方法:

if c>o then extgbdataset('tt1',time);//当c>O时把time赋值给tt1

取值方法:

ss:=extgbdata('tt1');//获取tt1的值，并赋值给ss

[此贴子已经被作者于2015/11/19 14:41:59编辑过]

5楼

么么发表于：2015/11/19 14:49:34

不会啊，老师，怎么修改？？？

6楼

jinzhe 发表于：2015/11/19 14:58:09

举个例子:

if l<open-20*mindiff and n1=0 and time<>tt1 then begin

tbuy(1,11,mkt);

n1:=1;

tt1:=time;

end

改成

if l<open-20*mindiff and extgbdata('n1')=0 and time<>extgbdata('tt1') then begin

tbuy(1,11,mkt);

extgbdataset('n1',1);

extgbdataset('tt1',time);

end

7楼

么么发表于：2015/11/19 16:48:55

oo:=VALUEWHEN(todaybar=1,o);

ma60:=ma(c,60);

if c>oo+2*mindiff and c>ma60 and extgbdata('num1')=0 then begin

tbuy(1,25,mkt);

extgbdataset('num1',1);

END

if c>oo+4*mindiff and c>ma60 and extgbdata('num2')=0 and tenterbars>1 then begin

tbuy(1,24,mkt);

extgbdataset('num2',1);

END

if c>oo+6*mindiff and c>ma60 and extgbdata('num3')=0 and tenterbars>1 then begin

tbuy(1,23,mkt);

extgbdataset('num3',1);

end

if c>oo+8*mindiff and c>ma60 and extgbdata('num4')=0 and tenterbars>1 then begin

tbuy(1,22,mkt);

extgbdataset('num4',1);

end

if c>oo+10*mindiff and c>ma60 and extgbdata('num5')=0 and tenterbars>1 then begin

tbuy(1,21,mkt);

extgbdataset('num5',1);

end

if c>oo+12*mindiff and c>ma60 and extgbdata('num6')=0 and tenterbars>1 then begin

tbuy(1,20,mkt);

extgbdataset('num6',1);

end

if c>oo+14*mindiff and c>ma60 and extgbdata('num7')=0 and tenterbars>1 then begin

tbuy(1,19,mkt);

extgbdataset('num7',1);

end

if c>oo+16*mindiff and c>ma60 and extgbdata('num8')=0 and tenterbars>1 then begin

tbuy(1,18,mkt);

extgbdataset('num8',1);

end

if c>oo+18*mindiff and c>ma60 and extgbdata('num9')=0 and tenterbars>1 then begin

extgbdataset('num9',1);

tt9:=time;

end

if c>oo+20*mindiff and c>ma60 and extgbdata('num10')=0 and tenterbars>1 then begin

tbuy(1,16,mkt);

extgbdataset('num10',1);

end

if c>oo+22*mindiff and c>ma60 and extgbdata('num11')=0 and tenterbars>1 then begin

tbuy(1,15,mkt);

extgbdataset('num11',1);

end

if c>oo+24*mindiff and c>ma60 and extgbdata('num12')=0 and tenterbars>1 then begin

tbuy(1,14,mkt);

extgbdataset('num12',1);

end

if c>oo+26*mindiff and c>ma60 and extgbdata('num13')=0 and tenterbars>1 then begin

tbuy(1,13,mkt);

extgbdataset('num13',1);

end

if c>oo+28*mindiff and c>ma60 and extgbdata('num14')=0 and tenterbars>1 then begin

tbuy(1,12,mkt);

extgbdataset('num14',1);

end

if c>oo+30*mindiff and c>ma60 and extgbdata('num15')=0 and tenterbars>1 then begin

tbuy(1,11,mkt);

extgbdataset('num15',1);

end

if c>oo+32*mindiff and c>ma60 and extgbdata('num16')=0 and tenterbars>1 then begin

tbuy(1,10,mkt);

extgbdataset('num16',1);

end

if c>oo+34*mindiff and c>ma60 and extgbdata('num17')=0 and tenterbars>1 then begin

tbuy(1,9,mkt);

extgbdataset('num17',1);

end

if c>oo+36*mindiff and c>ma60 and extgbdata('num18')=0 and tenterbars>1 then begin

tbuy(1,8,mkt);

extgbdataset('num18',1);

end

if c>oo+38*mindiff and c>ma60 and extgbdata('num19')=0 and tenterbars>1 then begin

tbuy(1,7,mkt);

extgbdataset('num19',1);

end

if c>oo+40*mindiff and c>ma60 and extgbdata('num20')=0 and tenterbars>1 then begin

tbuy(1,6,mkt);

extgbdataset('num20',1);

end

if c>oo+42*mindiff and c>ma60 and extgbdata('num21')=0 and tenterbars>1 then begin

tbuy(1,5,mkt);

extgbdataset('num21',1);

end

if c>oo+44*mindiff and c>ma60 and extgbdata('num22')=0 and tenterbars>1 then begin

tbuy(1,4,mkt);

extgbdataset('num22',1);

end

if c>oo+46*mindiff and c>ma60 and extgbdata('num23')=0 and tenterbars>1 then begin

tbuy(1,3,mkt);

extgbdataset('num23',1);

end

if c>oo+48*mindiff and c>ma60 and extgbdata('num24')=0 and tenterbars>1 then begin

tbuy(1,2,mkt);

extgbdataset('num24',1);

end

if c>oo+50*mindiff and c>ma60 and extgbdata('num25')=0 and tenterbars>1 then begin

tbuy(1,1,mkt);

extgbdataset('num25',1);

end

if DYNAINFO(207)=closetime(0) and tenterbars>0 then begin

extgbdataset('num1',0);

extgbdataset('num2',0);

extgbdataset('num3',0);

extgbdataset('num4',0);

extgbdataset('num5',0);

extgbdataset('num6',0);

extgbdataset('num7',0);

extgbdataset('num8',0);

extgbdataset('num9',0);

extgbdataset('num10',0);

extgbdataset('num11',0);

extgbdataset('num12',0);

extgbdataset('num13',0);

extgbdataset('num14',0);

extgbdataset('num15',0);

extgbdataset('num16',0);

extgbdataset('num17',0);

extgbdataset('num18',0);

extgbdataset('num19',0);

extgbdataset('num20',0);

extgbdataset('num21',0);

extgbdataset('num22',0);

extgbdataset('num23',0);

extgbdataset('num24',0);

extgbdataset('num25',0);

end

GLOBALVARIABLE:num=0;

PD:=(DYNAINFO(7)-TAVGENTERPRICEEX2('','',0))*TBUYHOLDING(1)*DYNAINFO(209)>500;

debugfile('D:\test.txt','当前盈亏为%.2f',TOPENPROFIT);

盈亏:=(DYNAINFO(7)-TAVGENTERPRICEEX2('','',0))*TBUYHOLDING(1)*DYNAINFO(209);

debugfile('D:\test2.txt','当前盈亏为%.2f',盈亏);

if PD and tbuyholding(1)>0 and num=0 THEN begin

tsell(1,10,mkt);

num:=1;

end

PD2:=(DYNAINFO(7)-TAVGENTERPRICEEX2('','',0))*TBUYHOLDING(1)*DYNAINFO(209)>1000;

if PD2 and tbuyholding(1)>0 and num=1 THEN begin

tsell(1,20,mkt);

num:=2;

end

PD3:=(DYNAINFO(7)-TAVGENTERPRICEEX2('','',0))*TBUYHOLDING(1)*DYNAINFO(209)>2000;

if PD3 and tbuyholding(1)>0 THEN begin

tsell(1,TbuyHOLDING(1),mkt);

end

8楼

么么发表于：2015/11/19 16:49:15

老师，你看一下正确不？？？？

9楼

jinzhe 发表于：2015/11/19 16:55:43

不对，少了time和tt的判断，

10楼

么么发表于：2015/11/19 17:11:37

共17 条记录, 每页显示 10 条, 页签: [1] [2]