Begin
If(BarsSinceToday == 0)
{
TriggeredShort = False; 控制单根K线只交易一次
}
If(MarketPosition == 0)//开仓
{
If(Low<=SellPosition&&!TriggeredShort )//低于下轨开空
{
SellShort(lots,Min(Open,SellPosition));
TriggeredShort = True; // 标记触发
Return;
}
If(High>=BuyPosition&&!TriggeredShort )//高于上轨开多
{
Buy(lots,Max(Open,BuyPosition)+i_offset);
TriggeredShort = True; // 标记触发
Return;
}
}
//平仓;
If(MarketPosition==1 )
{
if(Low<=SellPosition)
{
Sell(lots,Min(Open,SellPosition));
}
Return;
}
If(MarketPosition==-1 )
{
if(High>=BuyPosition)
{
BuyToCover(lots,Max(Open,BuyPosition));
Return;
}
End
以上突破策略,用bool变量控制在一根K线只开仓一次,还是出现闪烁,希望帮助解决