空头持仓,在计算止损价时,怎么atr出现了负值?
else If(MarketPosition == -1) //空头时,从前高开始计算 { //If(my_exitprice == 0) If(BarsSinceEntry == 0) { //Return EntryPrice + Abs(ratio_atr * atr); //加绝对值后,才恢复正常(ratio_atr为自然常数) Return EntryPrice + ratio_atr * atr; //返回的值比开仓价还小!?旗舰版策略正常,tbq多头正常,空头几乎都是开仓bar就被平仓 //Return EntryPrice +100; } //Else If(my_exitprice <> 0) Else If(BarsSinceEntry > 0) { num = Min(my_exitprice,high[1] + ratio_atr * atr); //num = high[1] +50; Return num; }