咨詢內容:
老師好,下面是這個策略完整的代碼,下單手數怎么寫呢 ?//進場:對高開低收進行平均,同時以成交量為權重進行加權得到中線,在中線的基礎上以2.2倍標準差構建上下線,構建成一個類似BOLL通道,價格突破上線做多,下單數量為10,走完K線,在下一根K線進場//出場:回落到中線平倉,觸及出場,盈利2%,虧損1.2%出場(即止盈止損為2%和1.2%)//中間變量SDLEN:=60;SDEV:=2.2;PCE:=(OPEN + CLOSE + HIGH + LOW)/4;MIDLINE:SUM(PCE*VOL,SDLEN)/SUM(VOL,SDLEN);BAND:=STD(PCE,SDLEN)*SDEV;UPLINE:MIDLINE + BAND;DOWNLINE:MIDLINE - BAND;//開倉REF(CLOSE,1)>REF(UPLINE,1),BPK;//開多平空REF(CLOSE,1)<REF(DOWNLINE,1),SPK;//開空平多//平倉LOW <MIDLINE,SP;HIGH>MIDLINE,BP;//止盈止損(REF(CLOSE,1)-BKPRICEAV1)/BKPRICEAV1>=0.02 AND ?(REF(CLOSE,1)-BKPRICEAV1)/BKPRICEAV1<=-0.012,SP;(SKPRICEAV1-REF(CLOSE,1))/SKPRICEAV1>=0.02 AND (SKPRICEAV1-REF(CLOSE,1))/SKPRICEAV1<=-0.012,BP;AUTOFILTER;