跨3個(gè)周期,data0,data1,data2,由大到小,在data2圖層交易
//平多條件
?? ??? ??? ?ConExitLong1 = Data2.MACDValue[1] <0 ;?? ??? ??? ??? ??? ??? ??? ??? ??? ??? ??? ??? ??? ??? ?//平多方式一:60分macd死叉
?? ??? ??? ?ConExitLong2 = Data2.BarsSinceEntry > 3 And Data2.Low < StopLossLine ;? ??//平多方式二:開(kāi)多3小時(shí)后,收盤(pán)價(jià)低于建倉(cāng)價(jià)格?
?? ??? ??? ?ConExitLong3 = Data2.ma1 < Data2.ma2 ;?? ??? ??? ??? ??? ??? ??? ??? ??? ??? ??? ??? ??? ??? ?//平多方式三:ma1小于ma2
//做多
?? ??? ??? ?If (MarketPosition <> 1 And ConLong1 == True And ConLong2 == True And ConLong3 == True )?? ??? ??? ??? ??? ?
?? ??? ??? ?{
?? ??? ??? ??? ?Buy(lots,Data2.Open);
?? ??? ??? ??? ?//StopLossLine = LastEntryPrice;
?? ??? ??? ??? ?StopLossLine = Data2.Open;
?? ??? ??? ?}
//平多
If (MarketPosition == 1 And ConExitLong1 == True Or ConExitLong2 == True Or ConExitLong3 == True)
?? ??? ??? ?{
?? ??? ??? ??? ?sell(lots,min(Data2.Open,StopLossLine));?? ??? ?//方式2,3小時(shí)后,平不掉,例:i9888 60分鐘 ?2020-08-18
?? ??? ??? ??? ?StopLossLine = 0;
?? ??? ??? ?}
請(qǐng)問(wèn)Data2.BarsSinceEntry > 3 And Data2.Low < StopLossLine ;? 邏輯哪里出了問(wèn)題?
而且TBQ---策略交易---k線(xiàn)---各品種價(jià)格異常?
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?來(lái)源:CXH99.COM
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如果是data2上交易,那你的buy marketposition為什么都不寫(xiě)前綴?
所有的變量函數(shù),你都確認(rèn)區(qū)分清楚圖層了嗎?
?
加上前綴data2.??
這個(gè)平倉(cāng)條件還是沒(méi)生效。
是不是與策略交易---多圖層---價(jià)格顯示異常有關(guān)?
最后一張圖是,其它公式,單圖層的,k線(xiàn)圖價(jià)格就正常。