求助，一个简单的程序，请教高手指出问题所在 - TradeBlazer公式 [开拓者 TB]
- 咨询内容：
今日价格突破前一日最高价，则买入开仓一手；价格跌破前一日最低价，卖出开仓一手。止损为开仓价回撤5个点（股指期货），否则收盘时以收盘价平仓。
Params
Numeric StopLossSet(25);
Vars
Bool Condition1;
Bool Condition2;
Numeric MinPoint;
Numeric MyEntryPrice;
Numeric MyExitPrice;
NumericSeries HighD(0);
NumericSeries LowD(0);
Numeric price1;
Numeric price2;
Begin
MinPoint = MinMove*PriceScale;
Condition1 = HighD>HighD[1];
Condition2 = LowD <LowD[1];
if (Condition1) Price1=HighD;
{
Buy(1,Price1);
}
if (Condition2) Price2=LowD;
{
SellShort(1,Price2);
}
If(MarketPosition==1)
if(Low <= MyEntryPrice - StopLossSet*MinPoint)
{
MyExitPrice = MyEntryPrice - StopLossSet*MinPoint;
Sell(0,MyExitPrice);
}Else Sell(0,CloseD(0));
if(MarketPosition==-1)
if(High >= MyEntryPrice + StopLossSet*MinPoint)
{
MyExitPrice = MyEntryPrice + StopLossSet*MinPoint;
BuyToCover(0,MyExitPrice);
}Else BuyToCover(0,CloseD(0));
End - TB技术人员：
Params
Numeric StopLossSet(25);
Vars
Bool Condition1;
Bool Condition2;
Numeric MinPoint;
Numeric MyEntryPrice;
Numeric MyExitPrice;
NumericSeries HighD(0);
NumericSeries LowD(0);
Numeric price1;
Numeric price2;
Begin
MinPoint = MinMove*PriceScale;
Condition1 = HighD>HighD[1];
Condition2 = LowD <LowD[1];
if (Condition1) Price1=HighD;
{
Buy(1,Price1);
}最好判断持仓情况，不然有可能不停开仓， Price1=HighD也应该放在花括号内，还有，这个价格不一定能成交
if (Condition2) Price2=LowD;
{
SellShort(1,Price2);
}
If(MarketPosition==1)
if(Low <= MyEntryPrice - StopLossSet*MinPoint)
{
MyExitPrice = MyEntryPrice - StopLossSet*MinPoint;
Sell(0,MyExitPrice)可能不成交;
}Else Sell(0,CloseD(0))都收盘了，还能交易？只能用来历史测试;
if(MarketPosition==-1)
if(High >= MyEntryPrice + StopLossSet*MinPoint)
{
MyExitPrice = MyEntryPrice + StopLossSet*MinPoint;
BuyToCover(0,MyExitPrice);
}Else BuyToCover(0,CloseD(0));
End
这玩意不能用。。。 - TB客服：
回复 2# edwardzhangxu
现在还处在学习编程的初级阶段，离应用还远着的。问题还很多，在1分钟线上测试出来是每分钟都有开仓平仓。第二个问题关于收盘的如何修改成以15：14分价格成交？ - 网友回复：
本帖最后由 飞跃 于 2012-2-29 20:43 编辑
由于手头没有TB软件，临时发一个修改好的，可能中间有些不太合适，可以在调整下。
Params
Numeric StopLossSet(0.5);
Vars
Bool Condition1;
Bool Condition2;
Numeric MinPoint;
Numeric MyEntryPrice;
Numeric StopLine;
NumericSeries HigherAfterEntry;
NumericSeries LowerAfterEntry;
NumericSeries PreEntryPrice;
NumericSeries DayOpen;
NumericSeries HighDD(0);
NumericSeries LowDD(0);
Numeric MyExitPrice;
BoolSeries bLongStoped;
BoolSeries bShortStoped;
Begin
MinPoint = MinMove*PriceScale;
HighDD = HighD(1);
LowDD = LowD(1);
PlotNumeric("HighDD",HighDD);
PlotNumeric("LowDD",LowDD);
Condition1 = High >HighDD;
Condition2 = Low <LowDD;
Commentary("Condition1="+IIFString(Condition1,"True","False"));
Commentary("Condition2="+IIFString(Condition2,"True","False"));
If(CurrentBar==0 || Date!=Date[1])
{
bLongStoped = False;
bShortStoped = False;
}Else
{
bLongStoped = bLongStoped[1];
bShortStoped = bShortStoped[1];
}
if(MarketPosition == 0 && Condition1 && bLongStoped==False && Time < 0.1455)
{
MyEntryPrice = HighDD + MinPoint;
if(Open > HighDD)
MyEntryPrice = Open;
Buy(1,MyEntryPrice);
bLongStoped==False;
}
if(MarketPosition == 0 && Condition2 && bShortStoped == False && Time < 0.1455)
{
MyEntryPrice = LowDD - MinPoint;
If(Open < LowDD)
MyEntryPrice = Open;
SellShort(1,MyEntryPrice);
bShortStoped = False;
}
If(MarketPosition==1 && Low <= MyEntryPrice - StopLossSet*MinPoint)
{
MyExitPrice = PreEntryPrice - StopLossSet*MinPoint;
If(Open < MyExitPrice)
MyExitPrice = Open;
Sell(0,MyExitPrice);
bLongStoped==True;
}Else
if(MarketPosition==-1 && High >= MyEntryPrice + StopLossSet*MinPoint )
{
MyExitPrice = PreEntryPrice + StopLossSet*MinPoint;
if(Open > MyExitPrice)
MyExitPrice = Open;
BuyToCover(0,MyExitPrice);
bShortStoped = True;
}
if(Time >= 0.1455)
{
BuyToCover(0,Open);
Sell(0,Open);
}
End - 网友回复：
你这个还可以把开仓的线画出来,也应该加一个止盈的策略，呵呵
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