關于論壇中R-Break策略中全局變量的幾點疑問
作者：開拓者 TB 來源：cxh99.com 發(fā)布時間：2016年12月31日
- 咨詢內容：
Params
Numeric notbef(9.00);
Numeric notaft(14.55);
Numeric f1(0.35);
Numeric f2(0.07);
Numeric f3(0.25);
Numeric reverse(1.00);
Numeric rangemin(0.2);
Numeric xdiv(3);
Vars
NumericSeries ssetup(0);
NumericSeries bsetup(0);
NumericSeries senter(0);
NumericSeries benter(0);
NumericSeries bbreak(0);
NumericSeries sbreak(0);
NumericSeries ltoday(0);
NumericSeries hitoday(9999);
NumericSeries startnow(0);
NumericSeries div(0);
BoolSeries rfilter(false);
Numeric i_reverse;
Numeric i_rangemin;
Numeric i_vB;
Numeric i_vS;
Begin
i_reverse = reverse*(OpenD(0)/100);
i_rangemin = rangemin*(OpenD(0)/100);
if(BarStatus==0)
{
startnow=0;
div=max(xdiv,1);
}
if(Date != Date[1])
{
SetGlobalVar(0,0);
SetGlobalVar(1,0);
startnow=startnow+1;
ssetup=hitoday[1]+f1*(Close[1]-ltoday[1]);
senter=((1+f2)/2)*(hitoday[1]+Close[1])-(f2)*ltoday[1];
benter=((1+f2)/2)*(ltoday[1]+Close[1])-(f2)*hitoday[1];
bsetup=ltoday[1]-f1*(hitoday[1]-Close[1]);
bbreak=ssetup+f3*(ssetup-bsetup);
sbreak=bsetup-f3*(ssetup-bsetup);
hitoday=High;
ltoday=Low;
rfilter=(hitoday[1]-ltoday[1])>=i_rangemin;
}
if(High>hitoday)
{
hitoday=High;
}
if(Low<ltoday)
{
ltoday=Low;
}
if(Time*100>=notbef and Time*100<notaft and startnow>=2 and rfilter)
{
if(Time != GetGlobalVar(1) and GetGlobalVar(1) != 0)
{
SetGlobalVar(1,10000);
}
if(hitoday>=ssetup and marketposition>-1 and GetGlobalVar(1)<1)
{
If(Low<=(senter+(hitoday-ssetup)/div))
{
SellShort(1,senter+(hitoday-ssetup)/div);
SetGlobalVar(1,Time);
Return;
}
}
if(ltoday<=bsetup and marketposition<1 and GetGlobalVar(1)<1)
{
If(High>=(benter-(bsetup-ltoday)/div))
{
Buy(1,benter-(bsetup-ltoday)/div);
SetGlobalVar(1,Time);
Return;
}
}
if(marketposition==-1)
{
SetGlobalVar(0,1);
if(High-EntryPrice>=i_reverse)
{
BuyToCover(1,entryprice+i_reverse);
Return;
}
}
if(marketposition==1)
{
SetGlobalVar(0,1);
if(EntryPrice-Low>=i_reverse)
{
Sell(1,entryprice-i_reverse);
Return;
}
}
if(marketposition==0)
{
if(High>=bbreak and GetGlobalVar(0) == 0)
{
Buy(1,bbreak);
Return;
}
}
if(marketposition==0)
{
if(low<=sbreak and GetGlobalVar(0) == 0)
{
SellShort(1,sbreak);
Return;
}
}
}
if(Time*100>=notaft and Time<0.1600)
{
if(marketposition==-1)
{
BuyToCover(1,Open);
}
if(marketposition==1)
{
Sell(1,Open);
}
}
End
我想問下
ssetup=hitoday[1]+f1*(Close[1]-ltoday[1]);
senter=((1+f2)/2)*(hitoday[1]+Close[1])-(f2)*ltoday[1];
benter=((1+f2)/2)*(ltoday[1]+Close[1])-(f2)*hitoday[1];
bsetup=ltoday[1]-f1*(hitoday[1]-Close[1]);
bbreak=ssetup+f3*(ssetup-bsetup);
sbreak=bsetup-f3*(ssetup-bsetup);
hitoday=High;
ltoday=Low;
if(High>hitoday)
{
hitoday=High;
}
if(Low<ltoday)
{
ltoday=Low;
}
其中的hitoday和ltoday代表著什么 是High和Low嗎？那為什么不直接替換掉，我替換掉了 而六個變量的值也因此發(fā)生改變？
還有一個問題就是后面的兩個if循環(huán)，為什么hitoday和ltoday賦值后，還與low和high比較。兩者不是一樣的了嗎？我也試過，如果不加上這句，答案還是不一樣。
本人是菜鳥，不懂TB的一些關鍵的思想，請求大神解答。
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