程序理念：1、使用5、10周期均线，金叉开多单，死叉平仓。止损设置为开仓当根K线的前5根k线的最低点；2、出现盘中金叉，收盘未金叉的情况，次根k线平仓；出现盘中死叉、收盘未死叉的情况，次根K线开仓；3、突破近5根k线的最高点且无持仓时，买入开仓；4、自开仓以来存在大于开仓当根K线最高点的价位，且出现死叉时，平仓。
使用时，出现一下情况，1、设置的止损未起作用，仍然出现横盘阶段反复开平、磨损的情况；2、添加上述第4条那个条件后，复盘时，K线不再显示买入、卖出的箭头以及表示盈亏的虚线，是否不起作用了。
源代码如下（程序理念那个第4条暂未添加）：
请问该如何优化？谢谢！
略微增加调试代码
不是可以止损的吗
PlotNumeric("ProtectStopPrice", ProtectStopPrice);
If(MarketPosition == 1 And BarsSinceEntry > 0 And Low <= ProtectStopPrice)
{
Sell(PostionLots, ProtectStopPrice);
PlotAuto("zhi", "止损",close);
}然后请针对你描述的所有问题，举例
比如你认为 “设置的止损未起作用”
请给出什么品种，几分几秒，图上哪里没止损
1、止损设置为开仓当根K线的前5根k线的最低点；
代码里体现不出来你固定了止损位开仓当根，只能看出来你随时在更新为前五根低点的0.99
如果你要固定，要写在开仓代码下面
2、你用Opint1变量来过滤假金叉死叉，这个变量的数据你确定是这么算的吗？画出来是这样
玫粉色这根
谢谢，请问如果要设置开仓价位当根K线，前5根K线最低点下2个基点，该怎么设置？
Params
Numeric EFast(5); //短均线周期参数
Numeric ESlow(10); //长均线周期参数
Numeric StopLength(5); //止损统计周期数
Numeric PostionLots(1);//头寸
Vars
Series<Numeric> MAEFast; //短均线
Series<Numeric> MAESlow; //长均线
Series<Numeric> Opint1; // 逆解交叉点值
Series<Numeric> AvgTR;
Numeric ProtectStopPrice; //保护性止损价
Numeric TrailStopPrice; //跟踪性止损价
Series<Numeric> MyEntryPrice; // 开仓价格
Events
OnBar(ArrayRef<Integer> indexs)
{
MAEFast = Average(Close, EFast); //短均线
MAESlow = Average(Close, ESlow); //长均线
Opint1 = ((ESlow - 1) * Average(Close[1], ESlow - 1) * EFast - (EFast - 1) * Average(Close[1], EFast - 1) * ESlow) / (ESlow - EFast);
ProtectStopPrice = Lowest(Low[1],StopLength) * 0.99;
TrailStopPrice = Highest(High[1],StopLength) * 1.01;
If(MarketPosition <> 1 And MAEFast[1]<MAESlow[1] and High >= Opint1)
{
Buy(PostionLots, Max(Open, Opint1));
MyEntryPrice = Max(Open, Opint1);
}
If(MarketPosition<>1 And Low[1]<=Opint1[1] And Close[1]>=Opint1[1] And High >= Opint1) //过滤假死叉
{
Buy(PostionLots,Max(Open,Opint1));
}
If(MarketPosition == 1 And BarsSinceEntry > 0 And Low <= ProtectStopPrice)
{
Sell(PostionLots, ProtectStopPrice);
}
If(MarketPosition == 1 And BarsSinceEntry > 0 And High[1]>=Opint1[1] And Close[1]<=Opint1[1] And Low <= Opint1) //过滤假金叉
{
Sell(PostionLots, Min(Open, opint1));
}
If(MarketPosition == 1 And BarsSinceEntry > 0 And MAEFast[1]> MAESlow[1] And Low<Opint1)
{
Sell(PostionLots,Min(Open,Opint1));
}
Range[0:DataSourceSize() - 1]
{
PlotNumeric("MAEFast", MAEFast);
PlotNumeric("MAESlow", MAESlow);
}
你贴的3个代码都没有贴全 ，无法运行
是全的啊
1.贴代码用代码模式
2.止损未起作用 ，是怎么个不起作用
3.优化一般指优化参数，不要和改错 改bug混淆
Params
Numeric EFast(5); //短均线周期参数
Numeric ESlow(10); //长均线周期参数
Numeric StopLength(5); //止损统计周期数
Numeric PostionLots(1);//头寸
Vars
Series<Numeric> MAEFast; //短均线
Series<Numeric> MAESlow; //长均线
Series<Numeric> Opint1; // 逆解交叉点值
Series<Numeric> AvgTR;
Numeric ProtectStopPrice; //保护性止损价
Numeric TrailStopPrice; //跟踪性止损价
Series<Numeric> MyEntryPrice; // 开仓价格
Events
OnBar(ArrayRef<Integer> indexs)
{
MAEFast = Average(Close, EFast); //短均线
MAESlow = Average(Close, ESlow); //长均线
Opint1 = ((ESlow - 1) * Average(Close[1], ESlow - 1) * EFast - (EFast - 1) * Average(Close[1], EFast - 1) * ESlow) / (ESlow - EFast);
ProtectStopPrice = Lowest(Low[1],StopLength) * 0.99;
TrailStopPrice = Highest(High[1],StopLength) * 1.01;
If(MarketPosition <> 1 And MAEFast[1]<MAESlow[1] and High >= Opint1)
{
Buy(PostionLots, Max(Open, Opint1));
MyEntryPrice = Max(Open, Opint1);
}
If(MarketPosition<>1 And Low[1]<=Opint1[1] And Close[1]>=Opint1[1] And High >= Opint1) //过滤假死叉
{
Buy(PostionLots,Max(Open,Opint1));
}
If(MarketPosition == 1 And BarsSinceEntry > 0 And Low <= ProtectStopPrice)
{
Sell(PostionLots, ProtectStopPrice);
}
If(MarketPosition == 1 And BarsSinceEntry > 0 And High[1]>=Opint1[1] And Close[1]<=Opint1[1] And Low <= Opint1) //过滤假金叉
{
Sell(PostionLots, Min(Open, opint1));
}
If(MarketPosition == 1 And BarsSinceEntry > 0 And MAEFast[1]> MAESlow[1] And Low<Opint1)
{
Sell(PostionLots,Min(Open,Opint1));
}
Range[0:DataSourceSize() - 1]
{
PlotNumeric("MAEFast", MAEFast);
PlotNumeric("MAESlow", MAESlow);
}
Params
Numeric EFast(5); //短均线周期参数
Numeric ESlow(10); //长均线周期参数
Numeric StopLength(5); //止损统计周期数
Numeric PostionLots(1);//头寸
Vars
Series<Numeric> MAEFast; //短均线
Series<Numeric> MAESlow; //长均线
Series<Numeric> Opint1; // 逆解交叉点值
Series<Numeric> AvgTR;
Numeric ProtectStopPrice; //保护性止损价
Numeric TrailStopPrice; //跟踪性止损价
Series<Numeric> MyEntryPrice; // 开仓价格
Events
OnBar(ArrayRef<Integer> indexs)
{
MAEFast = Average(Close, EFast); //短均线
MAESlow = Average(Close, ESlow); //长均线
Opint1 = ((ESlow - 1) * Average(Close[1], ESlow - 1) * EFast - (EFast - 1) * Average(Close[1], EFast - 1) * ESlow) / (ESlow - EFast);
ProtectStopPrice = Lowest(Low[1],StopLength) * 0.99;
TrailStopPrice = Highest(High[1],StopLength) * 1.01;
If(MarketPosition <> 1 And MAEFast[1]<MAESlow[1] and High >= Opint1)
{
Buy(PostionLots, Max(Open, Opint1));
MyEntryPrice = Max(Open, Opint1);
}
If(MarketPosition<>1 And Low[1]<=Opint1[1] And Close[1]>=Opint1[1] And High >= Opint1) //过滤假死叉
{
Buy(PostionLots,Max(Open,Opint1));
}
If(MarketPosition == 1 And BarsSinceEntry > 0 And Low <= ProtectStopPrice)
{
Sell(PostionLots, ProtectStopPrice);
}
If(MarketPosition == 1 And BarsSinceEntry > 0 And High[1]>=Opint1[1] And Close[1]<=Opint1[1] And Low <= Opint1) //过滤假金叉
{
Sell(PostionLots, Min(Open, opint1));
}
If(MarketPosition == 1 And BarsSinceEntry > 0 And MAEFast[1]> MAESlow[1] And Low<Opint1)
{
Sell(PostionLots,Min(Open,Opint1));
}
Range[0:DataSourceSize() - 1]
{
PlotNumeric("MAEFast", MAEFast);
PlotNumeric("MAESlow", MAESlow);
}
设置了sell前5周期最低点，但是体现在k线上，没有平掉
设置了sell前5周期最低点，但是体现在k线上，没有平掉