收盘前一分钟平仓 [文华财经]
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咨询内容：
请教一下以下策略， 我想着是2:59分达到标准就开或平仓的， 但我加载进模拟账户上， 为什么是晚上9点才开或平仓的？
N44:=IF(BARPOS<26,BARPOS,26);TR : =MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));ATR : MA(TR,N44),COLORMAGENTA;SHORT:=12;LONG:=26;M:=9;DIFF := EMA(CLOSE,SHORT) - EMA(CLOSE,LONG);DEA := EMA(DIFF,M);MACD:=2*(DIFF-DEA),COLORSTICK;
N:=3000/UNIT/ATR;N1:=ROUND(N,1);N2:=IF(N1<1,1,N1);N3:INTPART(N2);
MA10:MA(C,10);MA20:MA(C,20);MA30:MA(C,30);
CROSS(MACD>0 AND MA10>MA30 AND C>MA10,0.5) AND CLOSEMINUTE1=1,BK(N3);
CROSS(C<MA20 AND MACD<0,0.5)&&BKVOL>0 AND CLOSEMINUTE1=1,CLOSEOUT;
CROSS(MACD<0 AND MA10<MA30 AND C<MA10,0.5) AND CLOSEMINUTE1=1,SK(N3);
CROSS(C>MA20 AND MACD>0,0.5)&&SKVOL>0 AND CLOSEMINUTE1=1,CLOSEOUT
MULTSIG_MIN(0,0,1);
TRADE_OTHER('UTO'; //自动换合约来源:程序化99
- 文华技术人员： 来源:程序化99
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文华技术人员：您说的2:59分， 是想在第一小节收盘清仓吧，参考：
N44:=IF(BARPOS<26,BARPOS,26);TR : =MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));ATR : MA(TR,N44),COLORMAGENTA;SHORT:=12;LONG:=26;M:=9;DIFF := EMA(CLOSE,SHORT) - EMA(CLOSE,LONG);DEA := EMA(DIFF,M);MACD:=2*(DIFF-DEA),COLORSTICK;
N:=3000/UNIT/ATR;N1:=ROUND(N,1);N2:=IF(N1<1,1,N1);N3:INTPART(N2);
MA10:MA(C,10);MA20:MA(C,20);MA30:MA(C,30);
CROSS(MACD>0 AND MA10>MA30 AND C>MA10,0.5) AND CLOSEMINUTE1=1,BK(N3);
CROSS(C<MA20 AND MACD<0,0.5)&&BKVOL>0 AND CLOSEMINUTEEVERY1(1)<=1,CLOSEOUT;
CROSS(MACD<0 AND MA10<MA30 AND C<MA10,0.5) AND CLOSEMINUTE1=1,SK(N3);
CROSS(C>MA20 AND MACD>0,0.5)&&SKVOL>0 AND CLOSEMINUTEEVERY1(1)<=1,CLOSEOUT;
MULTSIG_MIN(0,0,1);
TRADE_OTHER('UTO';
有思路，想编写各种指标公式，交易模型，选股公式，还原公式的朋友
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