只是想實現(xiàn) 止損后，反手交易，并且手數(shù)翻倍。

所以手數(shù)應(yīng)該是1 2 4 8 16 32 這樣倍增。

但現(xiàn)在總是出現(xiàn)跳躍，不知道是為什么。

不用一定在哪個品種上測試，小品種上都可以測試，螺紋，大豆，豆粕等等都行。

例如下圖1 2 4 然后沒有8 直接跳到了16 。

32后 直接跳到了128

是和模式（bar內(nèi)？）有關(guān)？還是代碼？

?

全部代碼如下：

inputs:

? ? ? ? ?Zhiyingx( 9999) , ? ? ?

Zhiying( 9999) ,

Zhisun( 5 ) ;

? ? ? ?

?

variables:

? ?nn(4) ,

? ? ? ? ?ww(3) , ? ? ??

?

var0( 0 ), var1( 0 ), var2( 0 ),Length( 20 ),Zhiyings( 20 ),TNUMSEQLOSS( 0 ),

shoushua( 1 ), shoushu(1), yici(0)?

;

?

yici=0;

var0 = BollingerBand( Close, Length, 1 ) ;

var1 = BollingerBand( Close , Length, -1 ) ;

var2 = Average(C,Length);

?

?

condition3 = TIME>900 and TIME<2300;

?

condition1 = c[1]>o[1] and c[1]>Average(c[1],26) and condition3 ;;

?

condition2 = c[1]<o[1] and c[1]<Average(c[1],26) and condition3 ;;

?

?

if TNUMSEQLOSS<ww then begin

Zhiyings=Zhiying;

end

Else begin

? ? ? ?Zhiyings=Zhiyingx;

end;

?

if TNUMSEQLOSS<nn then begin

shoushua=shoushu;

end

Else begin

? ? ? ? shoushu=0.5;

? ? ? ?end;

?

?

?

?

condition4 = CurrentBar > 1 and H>Zhisun+avgentryprice and marketposition=-1 and condition3 ;

?

condition5 = CurrentBar > 1 and l<avgentryprice-Zhisun and marketposition=1 and condition3 ;

?

?

condition6 = CurrentBar > 1 and l<avgentryprice-Zhiyings and marketposition=-1 and condition3 ;

?

condition7 = CurrentBar > 1 and h>avgentryprice+Zhiyings and marketposition=1 and condition3 ;

?

?

if (condition1 or yici[1]=1) ?and marketposition=0 then begin

? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ??

Buy ( "kai1" ) 1 Contract next bar at Open stop ;

?

end;

?

if (condition2 or yici[1]=-1) and marketposition=0 ?then begin

?

? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ??

Sell Short ( "kai2" ) 1 Contract ?next bar at Open stop ;

?

end;

?

if condition4 ?and condition5=False then begin

? ? ? ? ? TNUMSEQLOSS=TNUMSEQLOSS+1;

? ? ? ? ? print(date," ",time," buy ?TNUMSEQLOSS: ",TNUMSEQLOSS);

? ? ? ? ? shoushu=Power(2,TNUMSEQLOSS);?

? ? ? ? ? ?print(date," ",time," buy ?shoushu: ",shoushu);

?

buy ?( "kui1" ) ?shoushu Contracts ? ? ? next bar at Zhisun+avgentryprice ?stop ;

end;

?

?

?

if condition5 and condition4=False then begin

?

? ? ? ? ? ?TNUMSEQLOSS=TNUMSEQLOSS+1;

? ? ? ? ? ?print(date," ",time," sellshort TNUMSEQLOSS: ",TNUMSEQLOSS);

? ? ? ? ? ?shoushu=Power(2,TNUMSEQLOSS);?

? ? ? ? ? ?print(date," ",time," sellshort shoushu: ",shoushu);

sellshort( "kui2" ) ?shoushu Contracts ? ?next bar at avgentryprice-Zhisun ?stop ;

?

end;

?

?

if condition6 then begin

? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ??

buytocover ?( "ying1" ) next bar at avgentryprice-Zhiyings ?stop ;

shoushu=1;

TNUMSEQLOSS=0;

yici=-1;

end;

?

if condition7 then begin

? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ??

sell( "ying2" ) next bar at avgentryprice+Zhiyings stop ;

shoushu=1;

? ? ? ?TNUMSEQLOSS=0;

? ? ? ?yici=1;

end;

?

?

if condition4 ?and condition5=False then begin

? ? ? ? ? TNUMSEQLOSS=TNUMSEQLOSS+1;

? ? ? ? ? print(date," ",time," buy ?TNUMSEQLOSS: ",TNUMSEQLOSS);

? ? ? ? ? shoushu=Power(2,TNUMSEQLOSS);?

? ? ? ? ? ?print(date," ",time," buy ?shoushu: ",shoushu);

buy ?( "kui1" ) ?shoushu Contracts ? ? ? next bar at Zhisun+avgentryprice ?stop ;

end;

if condition5 and condition4=False then begin

? ? ? ? ? ?TNUMSEQLOSS=TNUMSEQLOSS+1;

? ? ? ? ? ?print(date," ",time," sellshort TNUMSEQLOSS: ",TNUMSEQLOSS);

? ? ? ? ? ?shoushu=Power(2,TNUMSEQLOSS);?

? ? ? ? ? ?print(date," ",time," sellshort shoushu: ",shoushu);

sellshort( "kui2" ) ?shoushu Contracts ? ?next bar at avgentryprice-Zhisun ?stop ;

end;

以上代碼是您累加變量TNUMSEQLOSS的地方，也是問題的所在，之所以出現(xiàn)”跳躍“是因為重復(fù)累加，也就是條件連續(xù)滿足導(dǎo)致連續(xù)累加；因為您使用的是條件單，而條件單不一定委托出去就會成交，但是您在條件成立時肯定會累加變量TNUMSEQLOSS，所以導(dǎo)致兩者的不一致；解決方法是，確定條件單成交之后再累加變量TNUMSEQLOSS

?

?

判斷是否成交的方法有很多：

第一、在沒有加倉的情況下，通過當根bar的marketposition與前一根bar的marketposition的信息對比進行判斷，但是由于marketposition沒有回溯的功能，但您需要先將marketposition的值賦值給新建的變量mp，然后通過判斷mp[1]<>mp

第二、在有加倉的情況下，您還需要考慮關(guān)鍵字currentcontracts等持倉部位信息的變化，以此來判斷。

第三、策略屬性中有重新計算的設(shè)置，可以勾選“委托單成交”，這個用來判斷委托單成交有點復(fù)雜，不建議使用。

?

inputs:

? ? ? ? ?Zhiyingx( 9999) , ? ? ?

Zhiying( 9999) ,

Zhisun( 5 ) ;

? ? ? ?

?

variables:

? ?nn(4) ,

? ? ? ? ?ww(3) , ? ? ??

?

var0( 0 ), var1( 0 ), var2( 0 ),Length( 20 ),Zhiyings( 20 ),TNUMSEQLOSS( 0 ),

shoushua( 1 ), shoushu(1), yici(0), mp(0);;

?

yici=0;

var0 = BollingerBand( Close, Length, 1 ) ;

var1 = BollingerBand( Close , Length, -1 ) ;

var2 = Average(C,Length);

?

?

condition3 = TIME>900 and TIME<2300;

?

condition1 = c[1]>o[1] and c[1]>Average(c[1],26) and condition3 ;;

?

condition2 = c[1]<o[1] and c[1]<Average(c[1],26) and condition3 ;;

?

?

if TNUMSEQLOSS<ww then begin

Zhiyings=Zhiying;

end

Else begin

? ? ? ?Zhiyings=Zhiyingx;

end;

?

if TNUMSEQLOSS<nn then begin

shoushua=shoushu;

end

Else begin

? ? ? ? shoushu=0.5;

? ? ? ?end;

?

?

mp=marketposition;

?

condition4 = CurrentBar > 1 and H>Zhisun+avgentryprice and marketposition=-1 and condition3 ?and ?mp[1]<>mp;

?

condition5 = CurrentBar > 1 and l<avgentryprice-Zhisun and marketposition=1 and condition3 and ?mp[1]<>mp;

?

?

condition6 = CurrentBar > 1 and l<avgentryprice-Zhiyings and marketposition=-1 and condition3 ;

?

condition7 = CurrentBar > 1 and h>avgentryprice+Zhiyings and marketposition=1 and condition3 ;

?

?

if (condition1 or yici[1]=1) ?and marketposition=0 then begin

? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ??

Buy ( "kai1" ) 1 Contract next bar at Open stop ;

?

end;

?

if (condition2 or yici[1]=-1) and marketposition=0 ?then begin

?

? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ??

Sell Short ( "kai2" ) 1 Contract ?next bar at Open stop ;

?

end;

?

if condition4 ?and condition5=False then begin

? ? ? ? ? TNUMSEQLOSS=TNUMSEQLOSS+1;

? ? ? ? ? print(date," ",time," buy ?TNUMSEQLOSS: ",TNUMSEQLOSS);

? ? ? ? ? shoushu=Power(2,TNUMSEQLOSS);?

? ? ? ? ? ?print(date," ",time," buy ?shoushu: ",shoushu);

?

buy ?( "kui1" ) ?shoushu Contracts ? ? ? next bar at Zhisun+avgentryprice ?stop ;

?

?

end;

?

?

?

if condition5 and condition4=False then begin

?

? ? ? ? ? ?TNUMSEQLOSS=TNUMSEQLOSS+1;

? ? ? ? ? ?print(date," ",time," sellshort TNUMSEQLOSS: ",TNUMSEQLOSS);

? ? ? ? ? ?shoushu=Power(2,TNUMSEQLOSS);?

? ? ? ? ? ?print(date," ",time," sellshort shoushu: ",shoushu);

sellshort( "kui2" ) ?shoushu Contracts ? ?next bar at avgentryprice-Zhisun ?stop ;

?

end;

?

?

if condition6 then begin

? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ??

buytocover ?( "ying1" ) next bar at avgentryprice-Zhiyings ?stop ;

shoushu=1;

TNUMSEQLOSS=0;

yici=-1;

end;

?

if condition7 then begin

? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ??

sell( "ying2" ) next bar at avgentryprice+Zhiyings stop ;

shoushu=1;

? ? ? ?TNUMSEQLOSS=0;

? ? ? ?yici=1;

end;

?

?

?

我按照您說的改了，這樣基本交易1,2次就不交易了，這是怎么回事？

?

inputs:

? ? ? ? ?Zhiyingx( 9999) , ? ? ?

Zhiying( 9999) ,

Zhisun( 5 ) ;

? ? ? ?

?

variables:

? ?nn(4) ,

? ? ? ? ?ww(3) , ? ? ??

?

var0( 0 ), var1( 0 ), var2( 0 ),Length( 20 ),Zhiyings( 20 ),TNUMSEQLOSS( 0 ),

shoushua( 1 ), shoushu(1), yici(0), mp(0);;

?

yici=0;

var0 = BollingerBand( Close, Length, 1 ) ;

var1 = BollingerBand( Close , Length, -1 ) ;

var2 = Average(C,Length);

?

?

condition3 = TIME>900 and TIME<2300;

?

condition1 = c[1]>o[1] and c[1]>Average(c[1],26) and condition3 ;;

?

condition2 = c[1]<o[1] and c[1]<Average(c[1],26) and condition3 ;;

?

?

if TNUMSEQLOSS<ww then begin

Zhiyings=Zhiying;

end

Else begin

? ? ? ?Zhiyings=Zhiyingx;

end;

?

if TNUMSEQLOSS<nn then begin

shoushua=shoushu;

end

Else begin

? ? ? ? shoushu=0.5;

? ? ? ?end;

?

?

mp=marketposition;

?

condition4 = CurrentBar > 1 and H>Zhisun+avgentryprice and marketposition=-1 and condition3 ?and ?mp[1]<>mp;

?

condition5 = CurrentBar > 1 and l<avgentryprice-Zhisun and marketposition=1 and condition3 and ?mp[1]<>mp;

?

?

condition6 = CurrentBar > 1 and l<avgentryprice-Zhiyings and marketposition=-1 and condition3 ;

?

condition7 = CurrentBar > 1 and h>avgentryprice+Zhiyings and marketposition=1 and condition3 ;

?

?

if (condition1 or yici[1]=1) ?and marketposition=0 then begin

? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ??

Buy ( "kai1" ) 1 Contract next bar at Open stop ;

?

end;

?

if (condition2 or yici[1]=-1) and marketposition=0 ?then begin

?

? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ??

Sell Short ( "kai2" ) 1 Contract ?next bar at Open stop ;

?

end;

?

if condition4 ?and condition5=False then begin

? ? ? ? ? TNUMSEQLOSS=TNUMSEQLOSS+1;

? ? ? ? ? print(date," ",time," buy ?TNUMSEQLOSS: ",TNUMSEQLOSS);

? ? ? ? ? shoushu=Power(2,TNUMSEQLOSS);?

? ? ? ? ? ?print(date," ",time," buy ?shoushu: ",shoushu);

?

buy ?( "kui1" ) ?shoushu Contracts ? ? ? next bar at Zhisun+avgentryprice ?stop ;

?

?

end;

?

?

?

if condition5 and condition4=False then begin

?

? ? ? ? ? ?TNUMSEQLOSS=TNUMSEQLOSS+1;

? ? ? ? ? ?print(date," ",time," sellshort TNUMSEQLOSS: ",TNUMSEQLOSS);

? ? ? ? ? ?shoushu=Power(2,TNUMSEQLOSS);?

? ? ? ? ? ?print(date," ",time," sellshort shoushu: ",shoushu);

sellshort( "kui2" ) ?shoushu Contracts ? ?next bar at avgentryprice-Zhisun ?stop ;

?

end;

?

?

if condition6 then begin

? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ??

buytocover ?( "ying1" ) next bar at avgentryprice-Zhiyings ?stop ;

shoushu=1;

TNUMSEQLOSS=0;

yici=-1;

end;

?

if condition7 then begin

? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ??

sell( "ying2" ) next bar at avgentryprice+Zhiyings stop ;

shoushu=1;

? ? ? ?TNUMSEQLOSS=0;

? ? ? ?yici=1;

end;

?

?

?

我按照您說的改了，這樣基本交易1,2次就不交易了，這是怎么回事？