咨詢內(nèi)容：策略開多信號出現(xiàn)時間就同時出現(xiàn)平多信號，開空不會這樣，輪詢和走完K線都這樣。求助！KD:=...;KK:=...;ZDY:=H>avgenterprice+mindiff*M; ZKY:=L<avgenterprice-mindiff*M; if KD then begin sellshort(holding<0,HOLDING,limitr,O+MINDIFF),ORDERQUEUE; buy(holding=0,1,limitr,O+MINDIFF),ORDERQUEUE; End if ZDY then sell(holding>0,1,limitr,H-MINDIFF),ORDERQUEUE; if KK then begin sell(holding>0,HOLDING,limitr,O-MINDIFF),ORDERQUEUE; buyshort(holding=0,1,limitr,O-MINDIFF),ORDERQUEUE; End if ZKY then sellshort(holding<0,1,limitr,L+MINDIFF),ORDERQUEUE;
網(wǎng)友回復(fù)：是條件容易滿足，查了運(yùn)行變量，平多總為1,現(xiàn)在按照軟件模板示范05.完整交易系統(tǒng)范例中 //多單管理 //止損 IF ENTERPRICE-L>=ZSDS THEN BEGIN 多損:SELL(1,0,limitr,L-MINDIFF),ORDERQUEUE; END發(fā)現(xiàn)多損也是一直在運(yùn)行變量中為1。開多就在同一根K線發(fā)出多損這是我軟件出了問題?還是BUG?
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