把做多做空平多平空放进一个策略,平多平空均使用了barssinceentry>0,为什么仍然出现了当根K线内开多平多的情况,该怎么修改,比如红枣2509合约2025年6月27日9:05.
甚至都不用调试,看看为什么一根bar上出现开平信号?按照图上信号执行顺序,先是平多,然后是开多,然后是平多,最后开空。
大概率,这根bar上执行了两行开仓语句,分别是开多和开空,没有出现平仓语句。
而你的开仓命令里没有加上barssinceentry。
是要吧每一行的开仓命令都要设置barssinceentry吗,这样的话过滤假金叉会否出问题
开仓也写barssinceentry,那你图上就一个信号都没有了,想想为什么
那如何控制平仓当根K线不开仓
把你开平信号commentary一下,看下是进的哪个分支
有可能你看到的当根k线的开平是反手
不是
有的逻辑必须自己用序列变量和全局变量控制
系统的DOME和图表函数
大多不能用于实盘的逻辑控制
https://bbs.tbquant.net/thread/20250703205050286033
//------------------------------------------------------------------------------------------------------------
// 简称: LS_DualMoving
// 入场: 1、以5、10周期均线金叉为入场点,点位为逆解点值和开盘价的较大的点位;
// 2、如果前一根K线盘中死叉,但收盘未死叉,出现假死叉,则开盘补回仓位;
// 3、如果前一根K线均线空头排列,当根K线成交量大于5周期均量,且价格向上突破前一根K线10周期均线价格时,盘中开仓。
// 出场: 1、以近20周期最低点*0.998为止损;
// 2、如果死叉点小于等于开仓点位*1.002,需5、10周期均量线金叉,可平仓;
// 3、如果死叉点大于开仓点位*1.002,平仓;
// 4、如果出现前一根K线盘中金叉、收盘未金叉,开盘平仓。
// 5、如果前一根K线均线多头排列,当根K线成交量大于5周期均量,且价格向下突破前一根K线10周期均线价格时,盘中平仓。
// 该模型适用于60分钟以下级别。
//--------------------------------------------------------------------------------------------------------------
Params
Numeric EFast(5); //短均线周期参数
Numeric ESlow(10); //长均线周期参数
Numeric StopLength(10); //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> MAVOLEFast; //短均量
Series<Numeric> MAVOLESlow; //长均量
Series<Numeric> Opint1; // 逆解交叉点值
Series<Numeric> AvgTR;
Series<Numeric> PreProtectStopPrice_L; //保护性止损价初值
Series<Numeric> ProtectStopPrice_L; //保护性止损价
Series<Numeric> PreTrailStopPrice_L; //跟踪性止损价初值
Series<Numeric> TrailStopPrice_L; //跟踪性止损价
Series<Numeric> PreMyEntryPrice_L; // 开仓价格初赋值
Series<Numeric> MyEntryPrice_L; // 开仓价格
Series<Numeric> PreProtectStopPrice_S; //保护性止损价初值
Series<Numeric> ProtectStopPrice_S; //保护性止损价
Series<Numeric> PreTrailStopPrice_S; //跟踪性止损价初值
Series<Numeric> TrailStopPrice_S; //跟踪性止损价
Series<Numeric> PreMyEntryPrice_S; // 开仓价格初赋值
Series<Numeric> MyEntryPrice_S; // 开仓价格
Series<Bool> IsPriceLimit; //涨跌停判断,保证涨跌停板不作操作
Events
OnBar(ArrayRef<Integer> indexs)
{
MAEFast = Average(Close, EFast); //短均线
MAESlow = Average(Close, ESlow); //长均线
MAVOLEFast = Average(Vol,EFast); //短均量
MAVOLESlow = Average(Vol,ESlow);//长均量
Opint1 = ((ESlow - 1) * Average(Close[1], ESlow - 1) * EFast - (EFast - 1) * Average(Close[1], EFast - 1) * ESlow) / (ESlow - EFast); //逆解交叉点值
PreProtectStopPrice_L = Lowest(Low[1],StopLength);
PreMyEntryPrice_L = Max(Open,opint1);
PreProtectStopPrice_S= Highest(High[1],StopLength);
TrailStopPrice_S = Highest(High[1],StopLength) * 1.002;
PreMyEntryPrice_S = Min(Open,opint1);
IsPriceLimit = (High[1] == Low[1]) Or (High[2] == Low[2]);
Range[0:DataSourceSize() - 1]
{
PlotNumeric("MAEFast", MAEFast);
PlotNumeric("MAESlow", MAESlow);
}
If(MarketPosition <> 1 and MAEFast[1]<MAESlow[1] and High >= Opint1 And !IsPriceLimit) //金叉
{
Buy(PostionLots, Max(Open, Opint1)); //金叉开多单
ProtectStopPrice_L = PreProtectStopPrice_L;
MyEntryPrice_L = PreMyEntryPrice_L;
}
If(MarketPosition <> 1 And Low[1] <= Opint1[1] And Close[1] >= Opint1[1] And High >= Opint1 And !IsPriceLimit) //过滤假死叉(考虑收盘价最低的情况)
{
Buy(PostionLots, Max(Open, Opint1));
ProtectStopPrice_L = PreProtectStopPrice_L;
MyEntryPrice_L = PreMyEntryPrice_L;
}
If(MarketPosition == 1 And BarsSinceEntry > 0 And !IsPriceLimit)
{
If(Low <= ProtectStopPrice_L)
{
Sell(PostionLots, ProtectStopPrice_L); //止损
PlotString("损","损",Low,Red);
}
If(Low > ProtectStopPrice_L And MAEFast[1] > MAESlow[1] And Low < Opint1) //死叉
{
If(Opint1 <= MyEntryPrice_L * 1.002 And MAVOLEFast > MAVOLESlow)
{
Sell(PostionLots, Min(Open, Opint1));
PlotString("平1","平1",Low,Red);
}
If(Opint1 > MyEntryPrice_L * 1.002)
{
Sell(PostionLots, Min(Open, Opint1));
PlotString("平2","平2",Low,Red);
}
}
If(Opint1 >= MyEntryPrice_L * 1.0002 and High[1] >= Opint1[1] And Close[1] < Opint1[1] And Low <= Opint1 And MAVOLEFast > MAVOLESlow ) //过滤假金叉
{
Sell(PostionLots, Min(Open, opint1));
PlotString("假金","假金",Low,Red);
}
}
If(MarketPosition <> -1 and MAEFast[1]>MAESlow[1] and Low <= Opint1 And !IsPriceLimit) //死叉
{
SellShort(PostionLots, Min(Open, Opint1)); //死叉开空单
ProtectStopPrice_S = PreProtectStopPrice_S;
MyEntryPrice_S = PreMyEntryPrice_S;
}
If(MarketPosition <> -1 And High[1] >= Opint1[1] And Close[1] <= Opint1[1] And Low <= Opint1 And !IsPriceLimit) //过滤假金叉(考虑收盘价最低的情况)
{
SellShort(PostionLots, Min(Open, Opint1));
ProtectStopPrice_S = PreProtectStopPrice_S;
MyEntryPrice_S = PreMyEntryPrice_S;
PlotString("L2","L2",High,Red);
}
If(MarketPosition == -1 And BarsSinceEntry > 0 And !IsPriceLimit)
{
If(High >= ProtectStopPrice_S)
{
BuyToCover(PostionLots, ProtectStopPrice_S); //止损
PlotString("损","损",Low,Red);
}
If(High < ProtectStopPrice_S And MAEFast[1] < MAESlow[1] And High > Opint1) //金叉
{
If(Opint1 >= MyEntryPrice_S * 0.998 And MAVOLEFast > MAVOLESlow)
{
Buytocover(PostionLots, Max(Open, Opint1));
PlotString("x","x",High,Blue);
}
If(Opint1 < MyEntryPrice_S * 0.998)
{
Buytocover(PostionLots, Max(Open, Opint1));
}
}
If(Opint1 < MyEntryPrice_S * 0.998 and Low[1] <= Opint1[1] And Close[1] > Opint1[1] And High >= Opint1 And MAVOLEFast > MAVOLESlow) //过滤假死叉
{
Buytocover(PostionLots, Max(Open, opint1));
}
}
}
//------------------------------------------------------------------------
// 编译版本 2025/3/28 202727
// 版权所有 winter110
// 更改声明 TradeBlazer Software保留对TradeBlazer平台