2025.7.25 9:40和2025.7.25 13:35分出现平仓,与代码96-99行的逻辑不符,什么原因,该怎么调整。设置的是小于开仓价格*0.998时,方可金叉平仓,图形显示显然不是。
If(Opint1 < MyEntryPrice * 0.998)
{
Commentary("MyEntryPrice="+text(MyEntryPrice));
Commentary("Opint1="+text(Opint1));
Buytocover(PostionLots, Max(Open, Opint1));
PlotString("pk1","pk1",High,Blue);
}
随便帮你输出了一下,
平仓点位为啥不是1220而是1232啊,设置的是opint1平仓啊
max
///------------------------------------------------------------------------------------------------------------
// 简称: S_DualMoveing
// 入场: 1、以5、10周期均线死叉为入场点,点位为逆解点值和开盘价的较小的点位;
// 2、如果前一根K线盘中金叉,但收盘未金叉,出现假金叉,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,且价格向下突破前一根K线10周期均线价格时,盘中开仓。
// 出场: 1、以近20周期最高点*0.998为止损;
// 2、如果死叉点大于等于开仓点位*0.998,需5、10周期均量线金叉,可平仓;
// 3、如果死叉点小于开仓点位*1.002,平仓;
// 4、如果出现前一根K线盘中死叉、收盘未死叉,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,且价格向上突破前一根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; //保护性止损价初值
Series<Numeric> ProtectStopPrice; //保护性止损价
Series<Numeric> PreTrailStopPrice; //跟踪性止损价初值
Series<Numeric> TrailStopPrice; //跟踪性止损价
Series<Numeric> PreMyEntryPrice; // 开仓价格初赋值
Series<Numeric> MyEntryPrice; // 开仓价格
Series<Bool> IsPriceLimit; //涨跌停判断,保证涨跌停板不作操作
Events
OnInit()
{
Range[0:DataCount - 1]
{
AddDataFlag(Enum_Data_RolloverBackWard()); //设置后复权
AddDataFlag(Enum_Data_RolloverRealPrice()); //真实价格
AddDataFlag(Enum_Data_AutoSwapPosition()); //自动换仓
AddDataFlag(Enum_Data_IgnoreSwapSignalCalc()); //忽略换仓信号计算
}
}
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 = Highest(High[1],StopLength)+MinMove*PriceScale;
TrailStopPrice = Highest(High[1],StopLength) * 1.002;
PreMyEntryPrice = 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 Low <= Opint1 And !IsPriceLimit) //死叉
{
SellShort(PostionLots, Min(Open, Opint1)); //死叉开空单
ProtectStopPrice = PreProtectStopPrice;
MyEntryPrice = PreMyEntryPrice;
}
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 = PreProtectStopPrice;
MyEntryPrice = PreMyEntryPrice;
PlotString("L2","L2",High,Red);
}
If(MarketPosition == -1 And BarsSinceEntry > 0 And !IsPriceLimit)
{
If(High >= ProtectStopPrice)
{
BuyToCover(PostionLots, ProtectStopPrice); //止损
PlotString("损","损",High,Red);
}
If(High < ProtectStopPrice And MAEFast[1] <= MAESlow[1] And High > Opint1) //金叉
{
If(Opint1 >= MyEntryPrice * 0.998 And Vol > 2*MAVOLEFast)
{
Buytocover(PostionLots, Max(Open, Opint1));
PlotString("x","x",High,Blue);
}
If(Opint1 < MyEntryPrice * 0.998)
{
Buytocover(PostionLots, Max(Open, Opint1));
PlotString("pk1","pk1",High,Blue);
}
}
If(Opint1 < MyEntryPrice * 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