帮忙看一下这个策略

成交价格往往比触发价格高了10个点左右的滑点,客服说是以下问题 (虚假盈利,比如:价格超过100,我发单,,但是发单语句我写buy(0,90)用90元买入,这时候价格就不合理,,就是一种偷价行为,,虽然图表看到的是90的价格,但是实际发单还是会以100左右的价格,到时偏差) Params Numeric AfStep( 0.02); Numeric AfLimit( 0.2 ) ; Numeric Length(50); //均线周期 Numeric Tiao(0); //跳数 Numeric Lots(1); //仓量 Numeric lostPoint(100); // 50个点,止损 Vars Numeric oParCl( 0 ); Numeric oParOp( 0 ); Numeric oPosition( 0 ); Numeric oTransition( 0 ); NumericSeries sar; Numeric ma; NumericSeries isDo; NumericSeries lastOpen; // NumericSeries sar; Numeric minpoint; NumericSeries myenterPrice; Numeric zhisunPrice; Begin ma = AverageFC(Close[1],Length); ParabolicSAR( AfStep, AfLimit, oParCl, oParOp, oPosition, oTransition ) ; COMMENTARY("oParCl="+ Text(oParCl)); // COMMENTARY("oParOp"+ Text(oParOp)); // COMMENTARY("oPosition"+ Text(oPosition)); // COMMENTARY("oTransition"+ Text(oTransition)); // COMMENTARY("MarketPosition"+ Text(MarketPosition)); // COMMENTARY("isDo[0]"+ Text(isDo)); // COMMENTARY("isDo[1]"+ Text(isDo[1])); COMMENTARY("ma="+ Text(ma)); PlotNumeric("oParCl" , oParCl); minpoint = MinMove*PriceScale; zhisunPrice = MinMove * PriceScale * lostPoint; isDo = oParCl - ma - 10 * Tiao; If(MarketPosition==1 ) { // If(isDo[0] > 0 && isDo[1] <= 0){ If(oParCl < L) { Sell(Lots, (h+l)/2); SellShort(Lots, (h+l)/2); lastOpen = O; } // zhisunPrice else if(close[1] > lastOpen + zhisunPrice) { sell(LOTS, open); } } Else If(MarketPosition==-1){ If(oParCl > H) { BuyToCover(Lots, (h+l)/2); Buy(Lots, (h+l)/2); lastOpen = O; // zhisunPrice } else if (close[1] < lastOpen - zhisunPrice) { BuyToCover(LOTS,o); } } Else If(MarketPosition==0){ If(oParCl < L) { Buy(Lots, O); lastOpen = O; } Else If(oParCl > H) { SellShort(Lots, O); lastOpen = O; } } End

这不是SAR策略吗?

你是不是开了委托偏移.....

回复:好像是,不开的话会不会因为行情拉太快导致无法成交,不太熟悉开拓者,麻烦解答一下,谢谢你

有人吗