DayVarValue1:ma(close,5);//

DayVarValue2:ma(close,10);

//開(kāi)倉(cāng)條件
DayIntervalValue:=DayVarValue1-DayVarValue2;
KD:=ref(low,1)<DayVarValue2 and ref(close,1)>=DayVarValue2 and date>=1120101 and time<=143000 ;          //開(kāi)多條件
//PD:=ref(close,1)>=(DayVarValue2+0.5*DayIntervalValue);         //平多條件
PD:=(ref(close,1)>=(DayVarValue2+ratio*DayIntervalValue)) or (ref(close,1)<DayVarValue2 and ref(close,2)<DayVarValue2); 
KK:=ref(high,1)>DayVarValue1 and ref(close,1)<DayVarValue1  and date>=1120101 and time<=143000;          //開(kāi)空條件
PK:=(ref(close,1)<=(DayVarValue1-0.5*DayIntervalValue)) or (ref(close,1)>DayVarValue1 and ref(close,2)>DayVarValue1);        //平空條件
//PD:=(ref(close,1)>=(DayVarValue2+ratio*DayIntervalValue)) or (ref(close,1)<DayVarValue2 and ref(close,2)<DayVarValue2); 

BUY(KD AND HOLDING=0,1,OPEN);          //開(kāi)多信號(hào)
SELL(HOLDING>0 AND PD,1,OPEN);                       //平多信號(hào)
BUYSHORT(KK AND HOLDING=0,1,OPEN);     //開(kāi)空信號(hào)
SELLSHORT(holding<0 AND PK,1,OPEN);                  //平空信號(hào)

if time>=150000 then begin
sell(holding>0,1,market);
sellshort(holding<0,1,market);
end

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測(cè)試正常，為什么沒(méi)信號(hào)出來(lái)？股指連續(xù)5min周期上

公式中下單函數(shù)的價(jià)位參數(shù)寫(xiě)錯(cuò)了

要么是buy(cond,vol,limitr,open);

要么是buy(cond,vol,market);

寫(xiě)成buy(cond,vol,open);是不對(duì)的