多頭不止損，而空頭第二根bar就平倉(cāng)，是什么原因？ - TradeBlazer公式 [開(kāi)拓者 TB]
- 咨詢(xún)內(nèi)容：
一個(gè)簡(jiǎn)單的股指程序，高于upline開(kāi)空，低于downline開(kāi)多，開(kāi)倉(cāng)比較順利，但止損問(wèn)題很大，多頭不止損，而空頭第二根bar就平倉(cāng)，是什么原因？請(qǐng)高手指點(diǎn)
Params
Numeric offset(10);
Numeric stoplossSet(5);
Vars
Numeric EntryPrice;
NumericSeries upline;
NumericSeries downline;
Bool Condition1;
Bool Condition2;
BoolSeries bShortStoped ;
BoolSeries bLongStoped ;
Begin
if(CurrentBar == 0 || Date != Date[1])
{
bShortStoped = False ;
bLongStoped = False ;
} Else
{
upline = Close[1] + offset ;
downline = Close[1] - offset;
Condition1 =( MarketPosition == 0 && High> upline && bShortStoped == False && Time < 0.151000);
Condition2 = (MarketPosition == 0 && Low< downline && bLongStoped == False && Time < 0.151000);
Commentary("Condition1="+IIFString(Condition1,"True","False"));
Commentary("Condition2="+IIFString(Condition2,"True","False"));
PlotNumeric ("upline",upline) ;
PlotNumeric ("dowmline",downline) ;
}
if (Condition1)
{
EntryPrice=Min(open,upline-0.2);
SellShort(1,EntryPrice);
}
if (Condition2)
{
EntryPrice = Max(open,downline+0.2);
Buy(1,EntryPrice);
}
If(MarketPosition==1 /*&& Low <= EntryPrice - StopLossSet */&& BarsSinceEntry>0)
{
Sell(1,Min(Open,EntryPrice - StopLossSet));
bLongStoped = True;
}
if(MarketPosition==-1 /*&& High >= EntryPrice + StopLossSet */&& BarsSinceEntry>0)
{
BuyToCover(1,Max(EntryPrice + StopLossSet,open));
bShortStoped = True;
}
if(Time >= 0.1513)
{
BuyToCover(1,Open);
Sell(1,Open);
}
End - TB技術(shù)人員：
為什么你的EntryPrice要在不同條件下分別計(jì)算？直接用AvgEntryPrice代替試試？
- TB客服：
nopain 發(fā)表于 2012-5-18 14:15
為什么你的EntryPrice要在不同條件下分別計(jì)算？直接用AvgEntryPrice代替試試？
謝謝。可試了還是不行啊。。。糾結(jié)。開(kāi)倉(cāng)部分沒(méi)什么問(wèn)題，止損部分問(wèn)題大 - 網(wǎng)友回復(fù)：
你的upline,dnline計(jì)算有問(wèn)題。
完整代碼如下：- Params
- Numeric offset(10);
- Numeric stoplossSet(5);
- Vars
- Numeric MyEntryPrice;
- NumericSeries upline;
- NumericSeries downline;
- Bool Condition1;
- Bool Condition2;
- BoolSeries bShortStoped;
- BoolSeries bLongStoped;
- Begin
- if(CurrentBar == 0 || Date != Date[1])
- {
- bShortStoped = False ;
- bLongStoped = False ;
- upline = Close[1] + offset;
- downline = Close[1] - offset;
- } Else
- {
- Condition1 =( MarketPosition == 0 && High> upline && bShortStoped == False && Time < 0.151000);
- Condition2 = (MarketPosition == 0 && Low< downline && bLongStoped == False && Time < 0.151000);
-
- Commentary("Condition1="+IIFString(Condition1,"True","False"));
- Commentary("Condition2="+IIFString(Condition2,"True","False"));
- PlotNumeric ("upline",upline) ;
- PlotNumeric ("dowmline",downline) ;
- }
-
- if (Condition1)
- {
- MyEntryPrice=Min(open,upline-0.2);
- SellShort(1,MyEntryPrice);
- }
-
- if (Condition2)
- {
- MyEntryPrice = Max(open,downline+0.2);
- Buy(1,MyEntryPrice);
- }
-
-
- If(MarketPosition==1 && Low <= AvgEntryPrice - StopLossSet && BarsSinceEntry>0)
- {
- Sell(1,Min(Open,AvgEntryPrice - StopLossSet));
- bLongStoped = True;
- }
- if(MarketPosition==-1 && High >= AvgEntryPrice + StopLossSet && BarsSinceEntry>0)
- {
- BuyToCover(1,Max(AvgEntryPrice + StopLossSet,open));
- bShortStoped = True;
- }
-
- if(Time >= 0.1513)
- {
- BuyToCover(1,Open);
- Sell(1,Open);
- }
- End
- Params
- 網(wǎng)友回復(fù)：
nopain 發(fā)表于 2012-5-18 15:55
你的upline,dnline計(jì)算有問(wèn)題。
完整代碼如下：
多謝多謝，可以正常止損了。值得好好總結(jié)
如果以上指標(biāo)公式不適用于您常用的行情軟件
或者您想改編成選股公式，以便快速選出某種形態(tài)個(gè)股的話，
可以聯(lián)系我們相關(guān)技術(shù)人員 QQ: 262069696 進(jìn)行 有償 改編！
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