來看看這個(gè)開拓者程序?yàn)槭裁床婚_倉 [開拓者 TB]
- 咨詢內(nèi)容： //價(jià)格上穿20均線開多，下穿開空
//
//30%倉位上限
//
//------------------------------------------------------------------------
Params
Numeric Length(20); // 平均波動(dòng)周期 ATR Length
Vars
NumericSeries AvgValue;
Numeric TotalEquity; // 按最新收盤價(jià)計(jì)算出的總資產(chǎn)
String BuyPositionStr;
String SellPositionStr;
Numeric BuyPosition;
Numeric SellPosition;
Numeric Units;
String BuyUnitsStr; // 交易單位
String SellUnitsStr;
Numeric BuyUnits; // 交易單位
Numeric SellUnits;
Begin
//If ( Q_Last == 0 || ( Date != Date[1] && High == Low ) ) Return; //如果未開盤，則直接返回
AvgValue = Average(Close,Length);
TotalEquity = Portfolio_CurrentCapital() + Portfolio_UsedMargin();
Units=IntPart((TotalEquity*0.3) /(Close* ContractUnit()*MarginRatio()));
If(GetTBProfileString2File("D:\\TBlog.log",Symbol(),"BuyPosition")==InvalidString) //持倉狀態(tài)賦初值
{
BuyPosition=0;
}
If(GetTBProfileString2File("D:\\TBlog.log",Symbol(),"SellPosition")==InvalidString)
{
SellPosition=0;
}
If(GetTBProfileString2File("D:\\TBlog.log",Symbol(),"BuyPosition")!=InvalidString)
{
BuyPositionStr=GetTBProfileString2File("D:\\TBlog.log",Symbol(),"BuyPosition");
BuyPosition=Value(BuyPositionStr);
}
If(GetTBProfileString2File("D:\\TBlog.log",Symbol(),"SellPosition")!=InvalidString)
{
SellPositionStr=GetTBProfileString2File("D:\\TBlog.log",Symbol(),"SellPosition");
SellPosition=Value(SellPositionStr);
}
If(GetTBProfileString2File("D:\\TBlog.log",Symbol(),"BuyUnits")!=InvalidString)
{
BuyUnitsStr=GetTBProfileString2File("D:\\TBlog.log",Symbol(),"BuyUnits");
BuyUnits=Value(BuyUnitsStr);
}
If(GetTBProfileString2File("D:\\TBlog.log",Symbol(),"SellUnits")!=InvalidString)
{
SellUnitsStr=GetTBProfileString2File("D:\\TBlog.log",Symbol(),"SellUnits");
SellUnits=Value(SellUnitsStr);
}
If((Q_Last > AvgValue) &&(Q_High<AvgValue)&&(Units >= 1)&&BuyPosition==0&&SellPosition==0) //無持倉上穿開多
{
A_SendOrder(Enum_Buy,Enum_Entry,Units,Q_UpperLimit);
SetTBProfileString2File("D:\\TBlog.log",Symbol(),"BuyPosition",Text(1));
SetTBProfileString2File("D:\\TBlog.log",Symbol(),"BuyUnits",Text(Units));
}
If((Q_Last < AvgValue) &&(Q_Low>AvgValue)&&(Units >= 1)&&SellPosition==0&&BuyPosition==0) //無持倉下穿開空
{
A_SendOrder(Enum_Sell,Enum_Entry,Units,Q_LowerLimit);
SetTBProfileString2File("D:\\TBlog.log",Symbol(),"SellPosition",Text(-1));
SetTBProfileString2File("D:\\TBlog.log",Symbol(),"SellUnits",Text(Units));
}
If((Q_Last > AvgValue) && (Units >= 1)&&BuyPosition==0&&SellPosition==-1) //空單平倉反手
{
A_SendOrder(Enum_Buy,Enum_Exit,SellUnits,Q_UpperLimit);
A_SendOrder(Enum_Buy,Enum_Entry,Units,Q_UpperLimit);
SetTBProfileString2File("D:\\TBlog.log",Symbol(),"SellPosition",Text(0));
SetTBProfileString2File("D:\\TBlog.log",Symbol(),"BuyPosition",Text(1));
SetTBProfileString2File("D:\\TBlog.log",Symbol(),"SellUnits",Text(0));
SetTBProfileString2File("D:\\TBlog.log",Symbol(),"BuyUnits",Text(Units));
}
If((Q_Last < AvgValue) && (Units >= 1)&&SellPosition==0&&BuyPosition==1) //多單平倉反手
{
A_SendOrder(Enum_Sell,Enum_Exit,BuyUnits,Q_LowerLimit);
A_SendOrder(Enum_Sell,Enum_Entry,Units,Q_LowerLimit);
SetTBProfileString2File("D:\\TBlog.log",Symbol(),"BuyPosition",Text(0));
SetTBProfileString2File("D:\\TBlog.log",Symbol(),"SellPosition",Text(-1));
SetTBProfileString2File("D:\\TBlog.log",Symbol(),"BuyUnits",Text(0));
SetTBProfileString2File("D:\\TBlog.log",Symbol(),"SellUnits",Text(Units));
}
End - TB技術(shù)人員： 具體代碼沒有細(xì)看，這里先提醒樓主Q_Last 只能用于實(shí)時(shí)行情交易，不能用于歷史測試。
- TB客服： 就是因?yàn)橐唧w到判斷每一跳的行情才這樣寫的，求指導(dǎo)，看看問題出在哪里了
- 網(wǎng)友回復(fù)： 在明確一下，我的意思是實(shí)盤中不下單，不是歷史測試
- 網(wǎng)友回復(fù)： 好的，明白了。代碼需要仔細(xì)研究，請(qǐng)耐心等候回復(fù)……
有思路，想編寫各種指標(biāo)公式，程序化交易模型，選股公式，預(yù)警公式的朋友
可聯(lián)系技術(shù)人員 QQ: 262069696 進(jìn)行 有償 編寫！（不貴！點(diǎn)擊查看價(jià)格！）
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