为什么会偶尔出现该加仓却不加仓的问题 [金字塔]
- 咨询内容：
//声明变量
//调试信息带时间戳BBAR := 0 ;
//当前BAR有过交易
VARIABLE : _DEBUG = 1 ; //是否输出前台交易指令VARIABLE : _TDEBUG = 1 ; //是否输出后台交易指令VARIABLE : _DEBUGOUT = 0 ; //是否输出后台交易的调试信息
VARIABLE : MYENTRYPRICE =0 ; //开仓价格VARIABLE : MYEXITPRICE =0 ; //平仓价格
VARIABLE : TURTLEUNITS=0 ; //交易单位VARIABLE : POSITION=0 ; //仓位状态//0表示没有仓位，1表示持有多头， -1表示持有空头
.......
LK2:=NUMPROFIT(1 )<0 AND NUMPROFIT(2 )<0 ;
KD:=REF(C,1)>REF(H2,1); //开多条件PD:=REF(C,1)<REF(L2,1); //平多条件KK:=REF(C,1)<REF(L2,1); //开空条件PK:=REF(C,1)>REF(H2,1); //平空条件
//开始执行时 初始化数据IF BARPOS=1 THEN BEGIN //POSITION := 0 ;
END //IF
//如果当前是没有持仓的状态IF POSITION=0 THEN BEGIN
//建立多头进场条件 LONG :=KD; //多头进场 IF LONG AND POSITION=0 AND BBAR=0 THEN BEGIN BJ:=IF(C<=DYNAINFO( 28),C,C-1*MINDIFF); SJ:=IF(C>=DYNAINFO( 34),C,C+1*MINDIFF); BUY(LONG,SS,LIMITR,BJ),IGNORECHECKPRICE; POSITION := 1 ; TURTLEUNITS := 1 ; BBAR := 1;
END //IF
//建立空头进场条件 SHORT :=KK ; //空头进场 IF SHORT AND POSITION=0 AND BBAR=0 THEN BEGIN BJ:=IF(C<=DYNAINFO( 28),C,C-1*MINDIFF); SJ:=IF(C>=DYNAINFO( 34),C,C+1*MINDIFF); BUYSHORT(SHORT,SS,LIMITR,SJ),IGNORECHECKPRICE; POSITION := -1 ; TURTLEUNITS := 1 ; BBAR := 1;
END //不要跳转，让程序检查同一根K线是否可以加仓 //GOTO CONTINUELINE ; END //IF
//如果当前持有多头仓位的状态
IF POSITION=1 AND BBAR=0 THEN BEGIN
//多头加仓条件 WHILE LK2 AND CC>ENTERPRICE+0.5*N AND TURTLEUNITS<3 AND BBAR=0 DO BEGIN BJ:=IF(C<=DYNAINFO( 28),C,C-1*MINDIFF); SJ:=IF(C>=DYNAINFO( 34),C,C+1*MINDIFF); BUY( LK2 AND CC>ENTERPRICE+0.5*N AND TURTLEUNITS<3,SS,LIMITR,BJ ),IGNORECHECKPRICE; TURTLEUNITS := TURTLEUNITS+1 ; BBAR := 1;
END //WHILE //建立多头离场条件 LONGX1 := PD ; IF LONGX1 AND POSITION=1 AND BBAR=0 THEN BEGIN BJ:=IF(C<=DYNAINFO( 28),C,C-1*MINDIFF); SJ:=IF(C>=DYNAINFO( 34),C,C+1*MINDIFF); SELL( LONGX1 ,100%,LIMITR,SJ),IGNORECHECKPRICE; POSITION := 0 ; TURTLEUNITS := 0 ; BBAR := 1; END
//建立多头止损条件 LONGX2 := (CC<ENTERPRICE-3*N) ;
IF LONGX2 AND POSITION=1 AND BBAR=0 THEN BEGIN BJ:=IF(C<=DYNAINFO( 28),C,C-1*MINDIFF); SJ:=IF(C>=DYNAINFO( 34),C,C+1*MINDIFF); SELL( LONGX2 ,100%,LIMITR,SJ),IGNORECHECKPRICE; POSITION := 0 ; TURTLEUNITS := 0 ; BBAR := 1; END
END //IF
//如果当前持有空头仓位的状态
IF POSITION = -1 AND BBAR=0 THEN BEGIN
//空头加仓条件 WHILE LK2 AND CC<ENTERPRICE-0.5*N AND TURTLEUNITS<3 AND BBAR=0 DO BEGIN BJ:=IF(C<=DYNAINFO( 28),C,C-1*MINDIFF); SJ:=IF(C>=DYNAINFO( 34),C,C+1*MINDIFF); BUYSHORT(LK2 AND CC<ENTERPRICE-0.5*N AND TURTLEUNITS<3,SS, LIMITR,SJ),IGNORECHECKPRICE; TURTLEUNITS := TURTLEUNITS+1 ; BBAR := 1; END //IF
//建立空头离场条件 SHORTX1 := PK ;
IF SHORTX1 AND BBAR=0 THEN BEGIN BJ:=IF(C<=DYNAINFO( 28),C,C-1*MINDIFF); SJ:=IF(C>=DYNAINFO( 34),C,C+1*MINDIFF); SELLSHORT( SHORTX1,100%,LIMITR,BJ),IGNORECHECKPRICE; POSITION := 0 ; TURTLEUNITS := 0 ; BBAR := 1; END
//建立空头止损条件 SHORTX2 :=( CC >ENTERPRICE + 3*N) ;
IF SHORTX2 AND POSITION = -1 AND BBAR=0 THEN BEGIN BJ:=IF(C<=DYNAINFO( 28),C,C-1*MINDIFF); SJ:=IF(C>=DYNAINFO( 34),C,C+1*MINDIFF); SELLSHORT( SHORTX2,100%,LIMITR,BJ),IGNORECHECKPRICE; POSITION := 0 ; TURTLEUNITS := 0 ; BBAR := 1; END
END //IF
//显示账户状态
持仓:HOLDING,COLORWHITE,LINETHICK0; - 金字塔客服：
请具体指出哪根k线上是“应该加仓却不加仓”的？
还有DYNAINFO( 34)这个动态行情函数不要用在图表交易上，会造成信号的消失，影响当前信号的出现
有思路，想编写各种指标公式，程序化交易模型，选股公式，预警公式的朋友
可联系技术人员 QQ: 511411198 进行 有偿 编写！（不贵！点击查看价格！）
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