关于股票交易

求问为什么riskratio=4就不出信号，是不是写的关于计算头寸的代码有问题 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 nEntries(3); // 最大建仓次数 Numeric RiskRatio(0.5); // % Risk Per N ( 0 - 100) Numeric ATRLength(20); // 平均波动周期 ATR Length Numeric fskcglxs(2); // 长期开仓过滤系数 Numeric kcglxs(2); // 开仓过滤系数 Numeric teLength(10); // 离市周期 Trailing Exit Length Numeric jcxs(1); Numeric zsxs(2); Numeric zyxs(0); Bool LastProfitableTradeFilter(True); // 使用入市过滤条件 Vars Series<Numeric> AvgValue1; Series<Numeric> AvgValue2; Numeric MinPoint; // 最小变动单位 Series<Numeric> AvgTR; // ATR Numeric N; // N 值 Numeric TotalEquity; // 按最新收盘价计算出的总资产 Numeric TurtleUnits; // 交易单位 Series<Numeric> fsHighestPrice; // 长期包络通道上轨，延后1个Bar Series<Numeric> fsLowestPrice; // 长期包络安通道下轨，延后1个Bar Series<Numeric> HighestPrice; // 包络通道上轨，延后1个Bar，长周期 Series<Numeric> LowestPrice; // 包络通道下轨，延后1个Bar，长周期 Numeric ExitHighestPrice; // 离市时判断需要的N周期最高价 Numeric ExitLowestPrice; // 离市时判断需要的N周期最低价 Numeric myEntryPrice; // 开仓价格 Numeric myExitPrice; // 平仓价格 Bool SendOrderThisBar(False); // 当前Bar有过交易 Series<Numeric> preEntryPrice(0); // 前一次开仓的价格 Series<Bool> PreBreakoutFailure(false); // 前一次突破是否失败 Range[0:DataCount-1] { If(BarStatus == 0) { preEntryPrice = InvalidNumeric; PreBreakoutFailure = false; } MinPoint = MinMove*PriceScale; AvgTR = XAverage(TrueRange,ATRLength); N = AvgTR[1]; TotalEquity = Portfolio_CurrentCapital() + Portfolio_UsedMargin(); TurtleUnits = (TotalEquity*RiskRatio/100) /(N * ContractUnit()*BigPointValue()); TurtleUnits = IntPart(TurtleUnits); // 对小数取整 AvgValue1 = AverageFC(Close,FastLength); AvgValue2 = AverageFC(Close,SlowLength); HighestPrice =AvgValue2[1]+kcglxs*N ; LowestPrice = AvgValue2[1]-kcglxs*N; fsHighestPrice =AvgValue2[1]+fskcglxs*N; fsLowestPrice = AvgValue2[1]-fskcglxs*N; ExitLowestPrice = AvgValue2[1]-zyxs*N; ExitHighestPrice = AvgValue2[1]+zyxs*N; PlotNumeric("MA1",AvgValue1); PlotNumeric("MA2",AvgValue2); PlotNumeric("HighestPrice",HighestPrice); PlotNumeric("LowestPrice",LowestPrice); PlotNumeric("fsHighestPrice",fsHighestPrice); PlotNumeric("fsLowestPrice",HighestPrice); Commentary("N="+Text(N)); Commentary("preEntryPrice="+Text(preEntryPrice)); Commentary("PreBreakoutFailure="+IIFString(PreBreakoutFailure,"True","False")); // 当不使用过滤条件，或者使用过滤条件并且条件为PreBreakoutFailure为True进行后续操作 If(MarketPosition == 0 ) { // 突破开仓 If( AvgValue1[1] > AvgValue2[1]&&close[1] > HighestPrice[1] && TurtleUnits >= 1) { // 开仓价格取突破上轨+一个价位和最高价之间的较小值，这样能更接近真实情况，并能尽量保证成交 myEntryPrice = open; preEntryPrice = open; Buy(TurtleUnits,myEntryPrice); SendOrderThisBar = True; PreBreakoutFailure = False; } } If(MarketPosition == 1) // 有多仓的情况 { Commentary("ExitLowestPrice="+Text(ExitLowestPrice)); If(Low < ExitLowestPrice) { myExitPrice = max(Low,ExitLowestPrice - MinPoint); myExitPrice = IIF(myExitPrice > Open, Open,myExitPrice); // 大跳空的时候用开盘价代替 Sell(0,myExitPrice); // 数量用0的情况下将全部平仓 }Else { If(preEntryPrice!=InvalidNumeric && TurtleUnits >= 1) { If(Open >= preEntryPrice + jcxs*N && CurrentEntries < nEntries) // 如果开盘就超过设定的1/2N,则直接用开盘价增仓。 { myEntryPrice = Open; preEntryPrice = myEntryPrice; Buy(TurtleUnits,myEntryPrice); SendOrderThisBar = True; } while(High >= preEntryPrice + jcxs*N && CurrentEntries < nEntries) // 以最高价为标准，判断能进行几次增仓 { myEntryPrice = preEntryPrice + jcxs * N; preEntryPrice = myEntryPrice; if(False == Buy(TurtleUnits,myEntryPrice)) { break; } SendOrderThisBar = True; } } // 止损指令 If(Low <= preEntryPrice - zsxs * N && SendOrderThisBar == false) // 加仓Bar不止损 { myExitPrice = preEntryPrice - zsxs * N; myExitPrice = IIF(myExitPrice > Open, Open,myExitPrice); // 大跳空的时候用开盘价代替 Sell(0,myExitPrice); // 数量用0的情况下将全部平仓 PreBreakoutFailure = True; } } }