在线答疑直播老师写的日内策略会信号闪烁
开仓会信号闪烁,啥子原因呢ParamsNumeric t1(30);Numeric atrmul(2);Numeric minusx(2);Numeric t2(15);Numeric cishu(3);VarsSeries<Numeric> tem_h;Series<Numeric> tem_1;Series<Numeric> my_h;Series<Numeric> my_1;Series<Numeric> my_h15;Series<Numeric> my_115;Global Numeric s1(0);Series<Numeric> atr;Series<Numeric> my_exitprice;Series<Numeric> x1(1);EventsOnBar(ArrayRef<Integer> indexs){Numeric mindiff;mindiff = MinMove*PriceScale;Numeric atrx;atrx = Average(TrueRange,t1);tem_h=highest(h[1],t1);tem_1 =lowest(L[1],t1);my_h15 = highest(h[1],t2);my_115 = lowest(L[1],t2);PlotNumeric("my_h15",my_h15);PlotNumeric("my_h115",my_115);//Commentary("BarsSinceTodav-"+text(BarsSinceTodav))if(BarsSinceToday == t1){my_h= tem_h;my_1=tem_1;atr = atrx;s1 = cishu;PlotNumeric("my_h",my_h);PlotNumeric("my_1",my_1);}if(BarsSinceToday >t1)//开仓{if(h >=my_h15 and MarketPosition ==0 and s1 >0){buy(1,max(o,my_h15));s1=s1 - 1;my_exitprice=l - atrmul * atr[1]; //28//my_exitprice = my_1 - atrmul * atr[1]; //28}if(L <=my_115 and MarketPosition ==0 and s1 >0){SellShort (1,min(o,my_115));s1 = s1 -1;my_exitprice =h + atrmul * atr[1]; //28//my_exitprice = my_h + atrmul * atr[1]; //28}}//////操作exitpriceif(MarketPosition>0){if(EntryPrice + my_exitprice >100){x1=(1+0.2);//x1=0.95;}if( my_exitprice < l - x1 * atrmul*atr[1]){ my_exitprice = L - x1 * atrmul * atr[1];}//my_exitprice =my_exitprice + minusx * mindiff * barssinceentry; //*barssinceentry//Commentary("minusx*mindiff*barssinceentry="+text(minusx*mindiff*barssinceentry));}else if(MarketPosition<0){if(EntryPrice - my_exitprice >100){x1=(1-0.2);//x1=0.95;}if( my_exitprice > h + x1 * atrmul*atr[1]) //+ x1 *{ my_exitprice = h + x1 * atrmul*atr[1]; // + x1 *}//my_exitprice =my_exitprice - minusx * mindiff * barssinceentry;}//////if(MarketPosition <> 0){PlotNumeric("my_exitprice",my_exitprice);}/////if(MarketPosition >0){if(l <= my_exitprice and BarsSinceEntry >0){sell(0,min(o,my_exitprice));}}else if(MarketPosition <0){if(h >=my_exitprice and BarsSinceEntry >0 ){BuyToCover(0,min(o,my_exitprice));}}////收盘离场if(MarketPosition >0){ if(time ==0.1459)////收盘离场{ sell(0,open);}}else if(MarketPosition<0){if(time == 0.1459)////收盘离场{BuyToCover(0,open);}}}