[求助]請(qǐng)教版主在止損后再次滿足了開(kāi)倉(cāng)條件重新進(jìn)場(chǎng)的問(wèn)題 [金字塔]
- 咨詢內(nèi)容:
//交易系統(tǒng) IF (HOLDING=0) THEN BEGIN //多單入場(chǎng) IF 開(kāi)多條件 THEN BEGIN
BUY(HOLDING=0,1,MARKET);
//止損
IF (LOW<=ENTERPRICE-STOPLOSS*MINDIFF) THEN
SELL(1,HOLDING,LIMITR,ENTERPRICE-STOPLOSS*MINDIFF); END //空單入場(chǎng) IF 開(kāi)空條件 THEN BEGIN
BUYSHORT(HOLDING=0,1,MARKET);
//止損
IF (HIGH>=ENTERPRICE+STOPLOSS*MINDIFF) THEN
SELLSHORT(1,HOLDING,LIMITR,ENTERPRICE+STOPLOSS*MINDIFF);
END END
IF (HOLDING<0) THEN BEGIN IF 開(kāi)多條件 THEN BEGIN SELLSHORT(HOLDING<0,0,MARKET),ORDERQUEUE; BUY(HOLDING=0,1,MARKET),ORDERQUEUE; END END
IF (HOLDING>0) THEN BEGIN IF 開(kāi)空條件 THEN BEGIN SELL(HOLDING>0,0,MARKET),ORDERQUEUE; BUYSHORT(HOLDING=0,1,MARKET),ORDERQUEUE; END END
以上為交易部分的代碼,請(qǐng)教版主如何調(diào)整,在止損觸發(fā)平倉(cāng)之后,再次滿足開(kāi)倉(cāng)條件,繼續(xù)進(jìn)行開(kāi)倉(cāng)操作,如果再止損,仍舊按照止損---再開(kāi)倉(cāng)的動(dòng)作,直到出現(xiàn)下邊的反轉(zhuǎn)信號(hào),進(jìn)入之前的開(kāi)倉(cāng)---止損(如果被打到)---開(kāi)倉(cāng)---反手的循環(huán)
謝謝版主,辛苦了! 自己試了很久,也沒(méi)成功,不然不會(huì)麻煩到版主 - 金字塔客服:
//多單入場(chǎng)
IF 開(kāi)多條件 THEN BEGIN
BUY(HOLDING=0,1,MARKET);
//止損
IF (LOW<=ENTERPRICE-STOPLOSS*MINDIFF) THEN
SELL(1,HOLDING,LIMITR,ENTERPRICE-STOPLOSS*MINDIFF);
END
//空單入場(chǎng)
IF 開(kāi)空條件 THEN BEGIN
BUYSHORT(HOLDING=0,1,MARKET);
//止損
IF (HIGH>=ENTERPRICE+STOPLOSS*MINDIFF) THEN
SELLSHORT(1,HOLDING,LIMITR,ENTERPRICE+STOPLOSS*MINDIFF);
ENDIF (HOLDING<0) THEN BEGIN
IF 開(kāi)多條件 THEN BEGIN
SELLSHORT(HOLDING<0,0,MARKET),ORDERQUEUE;
BUY(HOLDING=0,1,MARKET),ORDERQUEUE;
END
END
去掉了最外面的holding=0的判斷,不然寫(xiě)了這個(gè)除非是再開(kāi)倉(cāng)那根線上,不然是不會(huì)止損的
IF (HOLDING>0) THEN BEGIN
IF 開(kāi)空條件 THEN BEGIN
SELL(HOLDING>0,0,MARKET),ORDERQUEUE;
BUYSHORT(HOLDING=0,1,MARKET),ORDERQUEUE;
END
END
有思路,想編寫(xiě)各種指標(biāo)公式,程序化交易模型,選股公式,預(yù)警公式的朋友
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