图表有建仓信号，账号正常但没成交
9:05玉米有开空信号，但未成交也无异常提示
9:05玉米有开空信号，但未成交也无异常提示
代码在这里//------------------------------------------------------------------------ Params Numeric FastLength(12); // MACDfast Numeric SlowLength(26); // macdslow Numeric MACDLength(9); Numeric MAlong(30); //均线周期 Numeric TrailLength(4); // 止盈回落幅度 Numeric ProtectRatio(2); //启动保本所需比率 Numeric MaxRiskRatio(0.6); // 账户最大风险率 Numeric SingleMaxRatio(0.25); // 单品种最大资金占比 Vars Global Bool IsTradTime(False); Series<Numeric> Diff; Series<Numeric> DEA; Series<Numeric> MA60; Series<Numeric> IsLongD; Series<Numeric> MValue; Series<Numeric> IsLongH; Series<Numeric> IsLongM; Series<Numeric> entry_price; Series<Numeric> stop_loss_price; Series<Numeric> tickSize; Series<Bool> ConD; Series<Bool> ConH; Series<Bool> ConM; Series<Bool> ConD_Short; Series<Bool> ConH_Short; Series<Bool> ConM_Short; Series<Numeric> HighAfterEntry(0,2); Series<Numeric> LowAfterEntry(99999999,2); Series<Bool> StartTrail(False); // 账户风控 Global Numeric CurrentRiskRatio; Global Numeric FreeMargin; // 可用资金 Global Numeric LastEquity; //总权益 Global Numeric longCanSellV; //可平多数 Global Numeric shortCanCoverV; //可平空数 Global Numeric perMargin; // 每手保证金 Series<Numeric> singleMaxMoney; // 单个品种最大资金 Series<Numeric> calcLots; // 理论手数 Series<Numeric> finalLots; // 最终下单手数 Array<String> minLotsSyms; //临时调整最小手数的品种 Array<Numeric> ExMinLots; // 对应临时调整的品种的最小手数 Array<String> mRateSyms(["",""]); //临时调整保证金率的品种 Array<Numeric> mRateArr([0.13, 0.11]); //对应临时调整品种的保证金率 Dic<Array<String>> VolumeRate("TB_VolumeRate_Futures"); //获取最小开仓量限制 Series<Numeric> minLots; //最终最小交易手数 Account acc; Position pos; Defs Numeric getStopPrice() { if(MarketPosition>0) { return HighAfterEntry*(1-TrailLength/100); }Else If(MarketPosition<0) { return LowAfterEntry*(1+TrailLength/100); } return 0; } Events OnInit() { SubscribeBar(Symbol, "H",20251201); SubscribeBar(Symbol, "D",20251201); Range[0:2] { SetOrderMap2MainSymbol(); //主力映射 //SetBasePeriod(Data0.Frequency); //周期基准:5min,如打开，则取不到其他图层的close AddStrategyFlag(Enum_Data_AutoSwapPosition); //自动换月 AddDataFlag(Enum_Data_RolloverBackWard()); //后复权 AddDataFlag(Enum_Data_RolloverRealPrice); //映射真实价格,交易价格纠正为真实价 SetSlippage(Enum_Rate_PointPerHand, 2); //滑点设置 SetInitCapital(200000); //设置初始资金为20万 //设置手续费率为成交金额的5%%，不收平今 SetCommissionRate(BitOr(Enum_Rate_FreeOfExitToday,Enum_Rate_ByFillAmount),5); Array<Numeric> timePoint; timepoint[0] = 0.145950; timepoint[1] = 0.225950; SetTriggerBarClose(timePoint); } entry_price = 0; stop_loss_price = 0; } OnReady() { Bool ret = A_GetAccount(acc,0); Print("A_GetAccount:" + IIFString(ret,"True","False") + ",acc.available:" + Text(acc.available)); Bool ret1 = A_GetPosition(mainsymbol, pos, "", 0); //A_GetPosition(relativesymbol, pos, "", i); MarginRate mRate1; //获取账户对应合约的保证金率 /*Bool ret2 = A_GetMarginRate(Symbol, mRate1); Print("A_GetMarginRate:" + IIFString(ret2, "True", "False") + "," + Text(mRate1)); LMarginRate = mRate1.longMarginRatio;*/ CurrentRiskRatio = acc.risk; FreeMargin = acc.available; LastEquity = acc.currMargin + FreeMargin; longCanSellV =pos.longCanSellVolume; shortCanCoverV =pos.shortCanCoverVolume; Print("A_GetPosition:" + IIFString(ret1, "True", "False") + "," + Text(longCanSellV)+ "||" + Text(shortCanCoverV)); } OnBar(ArrayRef<Integer> indexs) { If(TrueDate(0)<>TrueDate(1)) //新一个交易日开始 { //Print(DateTimeToString(date+Time) + "newDay"); tickSize = MinMove() * PriceScale(); array<string> lots; GetDicValue("TB_VolumeRate_Futures",RelativeSymbol(),date+time,Lots); //最小开仓量限制查询，数据中心要定期更新 minLots = Value(lots[0]); //需要到数据中心定期更新最小开仓限制 If(minLots == 0) minLots = BaseShares(); perMargin = Data2.Close[1]/Rollover() * ContractUnit() * (MarginRatio() + 0.05); //期货公司对交易所规定的保证金另外加5%左右 // 每日重置所有状态 entry_price = 0; stop_loss_price = 0; StartTrail = False; HighAfterEntry = 0; LowAfterEntry = 99999999; } //计算交易手数 singleMaxMoney = 200000 * SingleMaxRatio; calcLots = singleMaxMoney / perMargin; //超过剩余可开总资金,重新修正 /*If(calcLots * perMargin > FreeMargin*0.9) //优化时关闭 { calcLots = FreeMargin*0.9 / perMargin; }*/ If(calcLots >= 1) { finalLots = IntPart(calcLots); } Else If(calcLots >= 0.6) { finalLots = 1; } Else { finalLots = 0; } Commentary("FreeMargin:" + Text(FreeMargin ) + "tickSize:" + Text(tickSize) + "minLots:" + Text(minLots)); Commentary(Left(Symbol,5) +":finalLots:" + Text(finalLots) + "手;每手保证金:" + Text(perMargin)); //finalLots = 1; //优化时打开 //If(1 - (FreeMargin - finalLots*perMargin)/LastEquity > 0.85) Return; //优化时关闭 Range[0:2] { Diff = XAverage(Close, FastLength) - XAverage(Close, SlowLength) ; DEA = XAverage(Diff, MACDLength); MValue = 2 * (Diff - DEA); MA60 = MA(Close,MAlong); } IsLongD = Data2.Close - Data2.Open; Numeric IsLongD1= Data2.Close[1] - Data2.Open[1]; Numeric IsLongD2= Data2.Close[2] - Data2.Open[2]; IsLongH = Data1.Close - Data1.Open; Numeric IsLongH1= Data1.Close[1] - Data1.Open[1]; Numeric IsLongH2= Data1.Close[2] - Data1.Open[2]; IsLongM = Close - Open; //Commentary("IsLongM[2]):"+Text((IsLongM[2]),0)+"(IsLongM[1]):"+Text(IsLongM[1],0)+ ",IsLongM:"+Text(IsLongM,0)); Commentary("MValue_H:"+Text(Data1.MValue,2) + ",DEA_H:"+Text(Data1.DEA,2)); //=== 日线多头条件 === Bool isMACDL = Data2.MValue > 0.05 And IsLongD1 > 0 And Data2.High[0] > Data2.High[1]; ConD = isMACDL And Data2.MA60[1] < Data2.MA60; If(ConD) Data2.PlotString("Buy","^",Data2.Low - 10); //=== 小时线多头条件 === Bool isMACDLh = Data1.MValue >= 0 And Data1.High[0] > Data1.High[1]; ConH = isMACDLh; If(ConH) Data1.PlotString("Buy","^",Data1.Low - 10); //=== 5分钟多头条件 === ConM = (IsLongM[2]<0 And IsLongM[1]>=0) Or (IsLongM[2]>0 And IsLongM[1]<0 And High[2] >High[1]); If(ConM) PlotString("Buy","*",Low - 10); //=== 空头日线条件 === Bool isMACDS_Short = Data2.MValue < -0.05 And IsLongD1 < 0 And Data2.Low[0] < Data2.Low[1]; ConD_Short = isMACDS_Short And Data2.MA60[1] > Data2.MA60;; If(ConD_Short) Data2.PlotString("sell","v",Data2.High + 10); Commentary("IsLongD:"+Text(IsLongD,2) + "IsLongD1:"+Text(IsLongD1,2) + "Data2.Low[1]:"+Text(Data2.Low[1],2) + "Data2.MValue:"+Text(Data2.MValue,2) + "Data2.MValue[1]:"+Text(Data2.MValue[1],2) + ",ConD_Short:"+IIFString(ConD_Short,"Y","N")); //=== 空头小时条件 === Bool isMACDS_ShortH = Data1.MValue <= 0 And Data1.Low[0] < Data1.Low[1]; ConH_Short = isMACDS_ShortH; If(ConH_Short) Data1.PlotString("sell","v",Data1.High + 10); //=== 空头5分钟条件 === ConM_Short = (IsLongM[2]>0 And IsLongM[1]<=0) Or (IsLongM[2]<0 And IsLongM[1]>0 And Low[2] < Low[1]); If(ConM_Short) PlotString("sell","*",High + 10); IsTradTime = !(Time>=0.1455 && Time<0.15); Commentary("IsTradTime:"+IIFString(IsTradTime,"Y","N")); // 开仓：多头 If(IsTradTime = True And ConM And ConD And ConH And MarketPosition<>1 And finalLots >= minLots) { Buy(finalLots, 0); entry_price = EntryPrice; stop_loss_price = Min(low[1],Low) - 2*tickSize; Commentary("开多" + Text(finalLots) + "手,价:" + Text(entry_price,2)); PlotString("Buy","^",Low - 10); StartTrail = False; HighAfterEntry = High; LowAfterEntry = 99999999; } // 空头 If(IsTradTime = True And ConM_Short And ConD_Short And ConH_Short And MarketPosition<>-1 And finalLots >= minLots) { SellShort(finalLots, 0); entry_price = EntryPrice; stop_loss_price = Max(High[1],High) + 2*tickSize; Commentary("开空" + Text(finalLots) + "手,价:" + Text(entry_price,2)); PlotString("Short","V",High + 10); StartTrail = False; HighAfterEntry = 0; LowAfterEntry = Low; } // 止损 & 保本 If(MarketPosition != 0 && stop_loss_price > 0) { } // 移动止盈 If(MarketPosition != 0) { } // 尾盘清仓 If(Time >= 0.1455 && Time < 0.15) { IsTradTime = False; If(MarketPosition > 0 Or longCanSellV > 0) { Sell(0, 0); Print(DateTimeToString(date+Time) + "尾盘清多，实仓：" + Text(longCanSellV) + "信号：" + Text(MarketPosition)); } Else If(MarketPosition < 0 Or shortCanCoverV < 0) { BuyToCover(0, 0); Print(DateTimeToString(date+Time) + "尾盘清空，实仓：" + Text(shortCanCoverV) + "信号：" + Text(MarketPosition)); } } If(Time == 0.15) { StartTrail = False; entry_price = 0; stop_loss_price = 0; HighAfterEntry = 0; LowAfterEntry = 99999999; ConD = False; ConH = False; ConM = False; ConD_Short = False; ConH_Short = False; ConM_Short = False; } }