加入尾盘前5分钟平仓,回测不清仓。老师和大神们帮忙看下
Params Numeric FastLength(5); // 短期指数平均线参数 Numeric SlowLength(20); // 长期指数平均线参数 Numeric Lots(1); // 交易手数Vars Series<Numeric> AvgValue1; Series<Numeric> AvgValue2; Events OnReady() { SetBackBarMaxCount(1 + Max(FastLength, SlowLength)); } OnBar(ArrayRef<Integer> indexs) { AvgValue1 = AverageFC(Close, FastLength); AvgValue2 = AverageFC(Close, SlowLength); PlotNumeric("MA1", AvgValue1); PlotNumeric("MA2", AvgValue2); // 检测金叉和死叉 Bool goldenCross = AvgValue1[1] > AvgValue2[1] && AvgValue1[2] <= AvgValue2[2]; Bool deadCross = AvgValue1[1] < AvgValue2[1] && AvgValue1[2] >= AvgValue2[2]; // 处理多单信号 If(goldenCross) { If(MarketPosition == -1) { BuyToCover(Lots, Open); } Buy(Lots, Open); } // 处理空单信号 If(deadCross) { If(MarketPosition == 1) { Sell(Lots, Open); } SellShort(Lots, Open); } // 尾盘14:55平仓(添加部分) If(Time == 0.1455) // 判断当前K线时间是否为14:55 { If(MarketPosition == 1) // 平多仓 { Sell(Lots, Open); } Else If(MarketPosition == -1) // 平空仓 { BuyToCover(Lots, Open); } } }