给策略加上按市值开仓

比如我用四周跑,螺纹我设置市值30万,每次开仓10手为例,系统默认的代码是多头开仓10手,空头却只开仓1手,所有品种都是这样 多头市值对的,空头不管市值多少都只开仓一手,我想把他改为空头也能按市值开仓,需要在哪里做修改,以下是代码:Params Numeric money(100); //开仓市值:单位万元 Numeric length(20); //四周的周期 Numeric hcrate(15); //价格回撤%Vars Series<bool> pickCond; //是否满足选股表达式 Series<Numeric> highline; Series<Numeric> lowline; Series<Numeric> buylasthigh(0,2); //买持仓价格峰值 Series<Numeric> selllastlow(0,2); //卖持仓价格低谷Events OnBar(ArrayRef<Integer> indexs) { Integer i = 0; range[i = 0:datacount-1] { //使用IsAllPickCondition()判断当前Bar是否满足选股表达式, pickCond = IsAllPickCondition(); Numeric TempUnitMoney=Open/rollover*ContractUnit*BigPointValue; numeric lots=Round(10000*money/TempUnitMoney/baseshares,0)*baseshares; highline=Highest(High[1],length); lowline=Lowest(Low[1],length); if(MarketPosition==1 and Low<=buylasthigh*(1-0.01*hcrate) and buylasthigh>EntryPrice*(1+0.01*6)) {Sell(0,Min(Open,buylasthigh*(1-0.01*hcrate)));Return;} if(MarketPosition==-1 and High>=selllastlow*(1+0.01*hcrate) and selllastlow<EntryPrice*(1-0.01*6)) {BuyToCover(0,Max(Open,selllastlow*(1+0.01*hcrate)));Return;} If(MarketPosition<>1 And High>=highline and pickCond[1]) //在开仓的时候确认下是否被选中 Buy(lots,Max(Open,highline)); If(MarketPosition<>-1 And Low<=lowline) SellShort(0,Min(Open,lowline)); If(MarketPosition==1) { If(BarsSinceEntry==0) buylasthigh=EntryPrice; Else buylasthigh=Max(High,buylasthigh); } If(MarketPosition==-1) { If(BarsSinceEntry==0) selllastlow=EntryPrice; Else selllastlow=Min(Low,selllastlow); } } }

lots 是你计算的手数,你里面开空手数填的是0