開拓者 TB用matlab測試出來一個比較不錯的交易系統(tǒng)
作者：開拓者 TB 來源：cxh99.com 發(fā)布時間：2013年02月11日
用matlab測試出來一個比較不錯的交易系統(tǒng)，用TB實現(xiàn)的時候，卡在這里了，急求幫助啊！
代碼如下
Params
Numeric my_Entryprice(0);
Numeric bar_keep(1);
Numeric profits_lost_ratio(0.01);
Vars
Numeric high_price;
Numeric low_price;
Numeric i;
Numeric profits_lost_state(0);
Begin
high_price=high[bar_keep];
low_price=low[bar_keep];
for i= bar_keep DownTo 1
{
If(close[i] > high_price)
high_price =close[i];
if(close[i] < low_price)
low_price =close[i];
}
if (MarketPosition==1)
{ If high_price-my_Entryprice>=profits_lost_ratio*OpenD(0) // 達到止盈條件
{ if (-close[1]+high_price)>=(high_price-my_Entryprice)*0.5
{
profits_lost_state=1;
return;
}
}
if high_price-my_Entryprice>=profits_lost_ratio*OpenD(0)*2
{ if (-close[1]+high_price)>=(high_price-my_Entryprice)*0.3
{
profits_lost_state=1;
return;
}
}
if high_price-my_Entryprice>=profits_lost_ratio*OpenD(0)*3
{ if (-close[1]+high_price)>=(high_price-my_Entryprice)*0.1
{
profits_lost_state=1;
return;
}
}
if -close[1]+my_Entryprice>=profits_lost_ratio*OpenD(0) // 達到止損條件
{
profits_lost_state=-1;
return;
}
}
if (MarketPosition==-1)
{ if -low_price+my_Entryprice>=profits_lost_ratio*OpenD(0) // 達到止盈條件
{ if (close[1]-low_price)>=(-low_price+my_Entryprice)*0.5
{
profits_lost_state=1;
return;
}
}
if -low_price+my_Entryprice>=profits_lost_ratio*OpenD(0)*2
{ if (close[1]-low_price)>=(-low_price+my_Entryprice)*0.3
{
profits_lost_state=1;
return;
}
}
if -low_price+my_Entryprice>=profits_lost_ratio*OpenD(0)*3
{ if (close[1]-low_price)>=(-low_price+my_Entryprice)*0.1
{
profits_lost_state=1;
return;
}
}
if close[1]-my_Entryprice>=profits_lost_ratio*OpenD(0) // 達到止損條件
{
profits_lost_state=-1;
return;
}
}
}
Return profits_lost_state;
End
編譯的時候：無法識別的是high_price
- TB技術(shù)人員： 找到原因了，原來是編程習慣造成的
if 后面沒有括號
- TB客服：
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