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.....
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