咨詢內容:
這組代碼有時報單不成交(就是發出信號后,商品價格變了,有時2分鐘也不能達到信號價格,這個信號就錯過了),請老師修改成信號一定成交的,謝謝?
LENGTH_MAC:=200;LENGTH_EMAC:=33;STOPLOSS:=1;DRAWBACK:=4;HIGHKD:=3;FUND:=500000; VAR1 : =MAX(1,INTPART(FUND/(O*UNIT*0.3)));MAC:=MA(CLOSE,LENGTH_MAC);EMAC:=MA(CLOSE,LENGTH_EMAC);BIAS:=ABS(O-EMAC);MABIAS:=MA(BIAS,LENGTH_MAC);RSV:=(CLOSE-LLV(LOW,50))/(HHV(HIGH,50)-LLV(LOW,50))*100;K:=SMA(RSV,50,1);D:=SMA(K,50,1); BUYPK:=CLOSE>MAC AND BIAS<2*MABIAS AND K>D AND D>HIGHKD;SELLPK:=CLOSE<MAC AND BIAS<2*MABIAS AND K<D AND D<100-HIGHKD;SELLS:=CLOSE<=BKPRICE*(1-0.1*STOPLOSS);BUYS:=CLOSE>=SKPRICE*(1+0.1*STOPLOSS);SELLY:=CLOSE<=BKHIGH*(1-0.1*DRAWBACK);BUYY:=CLOSE>=SKLOW*(1+0.1*DRAWBACK); IF BARPOS>LENGTH_MAC THENBEGIN?
BUYPK,BPK(VAR1);
SELLPK,SPK(VAR1);ENDSELLS,SP(BKVOL);BUYS,BP(SKVOL);SELLY,SP(BKVOL);BUYY,BP(SKVOL);SETSIGPRICETYPE(SK,NEW_ORDER);SETSIGPRICETYPE(BK,NEW_ORDER);SETSIGPRICETYPE(SP,NEW_ORDER);SETSIGPRICETYPE(BP,NEW_ORDER);SETSIGPRICETYPE(SPK,NEW_ORDER);SETSIGPRICETYPE(BPK,NEW_ORDER); DRAWCOLORKLINE(BKVOL=0 AND SKVOL=0,COLORWHITE,0);DRAWCOLORKLINE(SKVOL>0,COLORGREEN,0);DRAWCOLORKLINE(BKVOL>0,COLORRED,0);累計盈虧..MONEYREAL,COLORWHITE,BOLD;
?
?來源:程序化99
文華技術人員:?使用市價,成交幾率是最大的。 參考:
LENGTH_MAC:=200;LENGTH_EMAC:=33;STOPLOSS:=1;DRAWBACK:=4;HIGHKD:=3;FUND:=500000; VAR1 : =MAX(1,INTPART(FUND/(O*UNIT*0.3)));MAC:=MA(CLOSE,LENGTH_MAC);EMAC:=MA(CLOSE,LENGTH_EMAC);BIAS:=ABS(O-EMAC);MABIAS:=MA(BIAS,LENGTH_MAC);RSV:=(CLOSE-LLV(LOW,50))/(HHV(HIGH,50)-LLV(LOW,50))*100;K:=SMA(RSV,50,1);D:=SMA(K,50,1); BUYPK:=CLOSE>MAC AND BIAS<2*MABIAS AND K>D AND D>HIGHKD;SELLPK:=CLOSE<MAC AND BIAS<2*MABIAS AND K<D AND D<100-HIGHKD;SELLS:=CLOSE<=BKPRICE*(1-0.1*STOPLOSS);BUYS:=CLOSE>=SKPRICE*(1+0.1*STOPLOSS);SELLY:=CLOSE<=BKHIGH*(1-0.1*DRAWBACK);BUYY:=CLOSE>=SKLOW*(1+0.1*DRAWBACK); IF BARPOS>LENGTH_MAC THENBEGIN? BUYPK,BPK(VAR1); SELLPK,SPK(VAR1);ENDSELLS,SP(BKVOL);BUYS,BP(SKVOL);SELLY,SP(BKVOL);BUYY,BP(SKVOL);SETSIGPRICETYPE(SK,LIMIT_ORDER);SETSIGPRICETYPE(BK,LIMIT_ORDER);SETSIGPRICETYPE(SP,LIMIT_ORDER);SETSIGPRICETYPE(BP,LIMIT_ORDER);SETSIGPRICETYPE(SPK,LIMIT_ORDER);SETSIGPRICETYPE(BPK,LIMIT_ORDER); DRAWCOLORKLINE(BKVOL=0 AND SKVOL=0,COLORWHITE,0);DRAWCOLORKLINE(SKVOL>0,COLORGREEN,0);DRAWCOLORKLINE(BKVOL>0,COLORRED,0);累計盈虧..MONEYREAL,COLORWHITE,BOLD;