求助編寫錯誤　[金字塔]

咨詢內容： 參數設置
KD:c>ma10;
pd:C<MA10;
KK:=pd;
pk:=kd;
A1:=c-AVGENTERPRICE;
if A1>0 AND A1>Q1*MINDIFFTHEN
BEGIN
SELL(1,0,MARKET);
if NUMPROFIT(1)>0 then zz:=1;
if NUMPROFIT(1)<0 then zz:=zz+1;
SELLSHORT(1,0,MARKET);
if NUMPROFIT(1)>0 then zz:=1;
if NUMPROFIT(1)<0 then zz:=zz+1;
END


if A1<0 AND ABS(A1) >Q2*MINDIFFTHEN
BEGIN
SELL(1,0,MARKET);
if NUMPROFIT(1)>0 then zz:=1;
if NUMPROFIT(1)<0 then zz:=zz+1;
SELLSHORT(1,0,MARKET);
if NUMPROFIT(1)>0 then zz:=1;
if NUMPROFIT(1)<0 then zz:=zz+1;
END

if pd and HOLDING>0 then BEGIN
sell(1,ss,MARKET);
if NUMPROFIT(1)>0 then zz:=1;
if NUMPROFIT(1)<0 then zz:=zz+1;
end



if pk and HOLDING<0 then BEGIN
sellshort(1,ss,MARKET);
if NUMPROFIT(1)>0 then zz:=1;
if NUMPROFIT(1)<0 then zz:=zz+1;
end

if zz=1 then ss:=1;
if zz=2 then ss:=1;
if zz=3 then ss:=2;
if zz=4 then ss:=4;
if zz=5 then ss:=8;
if zz>=6 then ss:=16;
if KD and HOLDING=0 then BEGIN
BUY( 1,ss,MARKET);
end

if Kk and HOLDING=0 then BEGIN
BUYshort( 1,ss,MARKET);
end

?

?來源: www.tumamayizhan.com

金字塔資深技術： [PEL] 復制代碼

INPUT:Q1(5,1,1000,1),Q2(5,1,1000,1),S(1,1,100,1);
ma10:ma(c,10);
SS:=S;
KD:c>ma10;
pd:C<MA10;
KK:=pd;
pk:=kd;
A1:=c-AVGENTERPRICE;
if A1>0 AND A1>Q1*MINDIFF  THEN  
BEGIN
SELL(1,0,MARKET);
if NUMPROFIT(1)>0 then zz:=1;
if NUMPROFIT(1)<0 then zz:=zz+1;
SELLSHORT(1,0,MARKET);
if NUMPROFIT(1)>0 then zz:=1;
if NUMPROFIT(1)<0 then zz:=zz+1;
END


if A1<0 AND ABS(A1) >Q2*MINDIFF  THEN  
BEGIN
SELL(1,0,MARKET);
if NUMPROFIT(1)>0 then zz:=1;
if NUMPROFIT(1)<0 then zz:=zz+1;
SELLSHORT(1,0,MARKET);
if NUMPROFIT(1)>0 then zz:=1;
if NUMPROFIT(1)<0 then zz:=zz+1;
END

if pd and HOLDING>0 then BEGIN
sell(1,ss,MARKET);
if NUMPROFIT(1)>0 then zz:=1;
if NUMPROFIT(1)<0 then zz:=zz+1;
end



if pk and HOLDING<0 then BEGIN
sellshort(1,ss,MARKET);
if NUMPROFIT(1)>0 then zz:=1;
if NUMPROFIT(1)<0 then zz:=zz+1;
end

if zz=1 then ss:=1;
if zz=2 then ss:=1;
if zz=3 then ss:=2;
if zz=4 then ss:=4;
if zz=5 then ss:=8;
if zz>=6 then ss:=16;
if KD and HOLDING=0 then BEGIN
BUY( 1,ss,MARKET);
end

if Kk and HOLDING=0 then BEGIN
BUYshort( 1,ss,MARKET);
end

參數默認值請參考input函數使用說明自行調整下。

技術交流： 你們用一分鐘玻摛連續回測一下，發現10月14日以來手數是一下子跳到7。跳到16
不是慢慢倍增上來，所以說這才是錯的

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技術交流： 如下圖

截圖202110151637412643.png (148.26 KB, 下載次數: 578)

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2021-10-15 16:37 上傳