請教一下,在圖表程序里設(shè)計如下程序,有問題嗎?另在保存時提示說建議初學(xué)者不用TACCOUNT,為什么?謝謝:
//如果金叉,有空單就市價平空單,并最大市價1倍干桿或最大可開倉量反手做多
if con1 and holding <= 0 then BEGIN
sellshort(1,0,MARKETr);
buy(1,min(FLOOR (ASSET/(close*MULTIPLIER)),FLOOR(TACCOUNT(19)/(close*MULTIPLIER*12%))),MARKETr)
end
//有多單,虧損2個最小點差,則平多單,如果再次到平倉價以上一個最小點差就再次開多
if CLOSE>ma1-MINDIFF and holding > 0 then BEGIN
if close<(ENTERPRICE-2*mindiff) then sell(1,0,MARKETr);
if close>(ENTERPRICE+1*mindiff) and holding = 0 then buy(1,min(FLOOR (ASSET/(close*MULTIPLIER)),FLOOR(TACCOUNT(19)/(close*MULTIPLIER*12%))),MARKETr);
end
taccount因為其不保存歷史記錄的特性,所以和圖表根據(jù)歷史數(shù)據(jù)出信號的原理所違背,所以不推薦使用
謝謝,那我最大可開倉量怎么設(shè)計呢?
那我固定4手,下面的程序在圖表程序化交易中這樣設(shè)計有什么問題嗎?我修改如下了:謝謝
//如果金叉,有空單就市價平空單,并反手做多4手
if con1 and holding <= 0 then BEGIN
sellshort(1,0,MARKETr);
buy(1,4,MARKETr)
end
//有多單,虧損2個最小點差,則平多單,如果再次到平倉價以上一個最小點差就再次開多4手
if CLOSE>ma1-MINDIFF and holding > 0 then BEGIN
if close<(ENTERPRICE-2*mindiff) then sell(1,0,MARKETr);
if close>(ENTERPRICE+1*mindiff) and holding = 0 then buy(1,4,MARKETr);
end