代码问题,求教-MC知识 -程序化交易(grahamobil.com) - 365bet送体验金
您现在的位置:程序化交易>> 期货公式>> (MC)multicharts>> MC知识>>正文内容

365bet送体验金

  • MC用户求助:

    只是想实现 止损后,反手交易,并且手数翻倍。

    所以手数应该是1 2 4 8 16 32 这样倍增。

    但现在总是出现跳跃,不知道是为什么。

    不用一定在哪个品种上测试,小品种上都可以测试,螺纹,大豆,豆粕等等都行。

    例如下图1 2 4 然后没有8 直接跳到了16 。

    32后 直接跳到了128

    是和模式(bar内?)有关?还是代码?

     

    全部代码如下:

    inputs:

             Zhiyingx( 9999) ,      

    Zhiying( 9999) ,

    Zhisun( 5 ) ;

           

     

    variables:

       nn(4) ,

             ww(3) ,       

     

    var0( 0 ), var1( 0 ), var2( 0 ),Length( 20 ),Zhiyings( 20 ),TNUMSEQLOSS( 0 ),

    shoushua( 1 ), shoushu(1), yici(0) 

    ;

     

    yici=0;

    var0 = BollingerBand( Close, Length, 1 ) ;

    var1 = BollingerBand( Close , Length, -1 ) ;

    var2 = Average(C,Length);

     

     

    condition3 = TIME>900 and TIME<2300;

     

    condition1 = c[1]>o[1] and c[1]>Average(c[1],26) and condition3 ;;

     

    condition2 = c[1]<o[1] and c[1]<Average(c[1],26) and condition3 ;;

     

     

    if TNUMSEQLOSS<ww then begin

    Zhiyings=Zhiying;

    end

    Else begin

           Zhiyings=Zhiyingx;

    end;

     

    if TNUMSEQLOSS<nn then begin

    shoushua=shoushu;

    end

    Else begin

            shoushu=0.5;

           end;

     

     

     

     

    condition4 = CurrentBar > 1 and H>Zhisun+avgentryprice and marketposition=-1 and condition3 ;

     

    condition5 = CurrentBar > 1 and l<avgentryprice-Zhisun and marketposition=1 and condition3 ;

     

     

    condition6 = CurrentBar > 1 and l<avgentryprice-Zhiyings and marketposition=-1 and condition3 ;

     

    condition7 = CurrentBar > 1 and h>avgentryprice+Zhiyings and marketposition=1 and condition3 ;

     

     

    if (condition1 or yici[1]=1)  and marketposition=0 then begin

                                                                        

    Buy ( "kai1" ) 1 Contract next bar at Open stop ;

     

    end;

     

    if (condition2 or yici[1]=-1) and marketposition=0  then begin

     

                                                                        

    Sell Short ( "kai2" ) 1 Contract  next bar at Open stop ;

     

    end;

     

    if condition4  and condition5=False then begin

              TNUMSEQLOSS=TNUMSEQLOSS+1;

              print(date," ",time," buy  TNUMSEQLOSS: ",TNUMSEQLOSS);

              shoushu=Power(2,TNUMSEQLOSS); 

               print(date," ",time," buy  shoushu: ",shoushu);

     

    buy  ( "kui1" )  shoushu Contracts       next bar at Zhisun+avgentryprice  stop ;

    end;

     

     

     

    if condition5 and condition4=False then begin

     

               TNUMSEQLOSS=TNUMSEQLOSS+1;

               print(date," ",time," sellshort TNUMSEQLOSS: ",TNUMSEQLOSS);

               shoushu=Power(2,TNUMSEQLOSS); 

               print(date," ",time," sellshort shoushu: ",shoushu);

    sellshort( "kui2" )  shoushu Contracts    next bar at avgentryprice-Zhisun  stop ;

     

    end;

     

     

    if condition6 then begin

                                                                        

    buytocover  ( "ying1" ) next bar at avgentryprice-Zhiyings  stop ;

    shoushu=1;

    TNUMSEQLOSS=0;

    yici=-1;

    end;

     

    if condition7 then begin

                                                                        

    sell( "ying2" ) next bar at avgentryprice+Zhiyings stop ;

    shoushu=1;

           TNUMSEQLOSS=0;

           yici=1;

    end;

     

     

  • MC回复讨论一:

    if condition4  and condition5=False then begin

              TNUMSEQLOSS=TNUMSEQLOSS+1;

              print(date," ",time," buy  TNUMSEQLOSS: ",TNUMSEQLOSS);

              shoushu=Power(2,TNUMSEQLOSS); 

               print(date," ",time," buy  shoushu: ",shoushu);

    buy  ( "kui1" )  shoushu Contracts       next bar at Zhisun+avgentryprice  stop ;

    end;

    if condition5 and condition4=False then begin

               TNUMSEQLOSS=TNUMSEQLOSS+1;

               print(date," ",time," sellshort TNUMSEQLOSS: ",TNUMSEQLOSS);

               shoushu=Power(2,TNUMSEQLOSS); 

               print(date," ",time," sellshort shoushu: ",shoushu);

    sellshort( "kui2" )  shoushu Contracts    next bar at avgentryprice-Zhisun  stop ;

    end;

    以上代码是您累加变量TNUMSEQLOSS的地方,也是问题的所在,之所以出现”跳跃“是因为重复累加,也就是条件连续满足导致连续累加;因为您使用的是条件单,而条件单不一定委托出去就会成交,但是您在条件成立时肯定会累加变量TNUMSEQLOSS,所以导致两者的不一致;解决方法是,确定条件单成交之后再累加变量TNUMSEQLOSS

     

     

  • MC回复讨论二:

    判断是否成交的方法有很多:

    第一、在没有加仓的情况下,通过当根bar的marketposition与前一根bar的marketposition的信息对比进行判断,但是由于marketposition没有回溯的功能,但您需要先将marketposition的值赋值给新建的变量mp,然后通过判断mp[1]<>mp

    第二、在有加仓的情况下,您还需要考虑关键字currentcontracts等持仓部位信息的变化,以此来判断。

    第三、策略属性中有重新计算的设置,可以勾选“委托单成交”,这个用来判断委托单成交有点复杂,不建议使用。

     

  • MC回复讨论三:

    inputs:

             Zhiyingx( 9999) ,      

    Zhiying( 9999) ,

    Zhisun( 5 ) ;

           

     

    variables:

       nn(4) ,

             ww(3) ,       

     

    var0( 0 ), var1( 0 ), var2( 0 ),Length( 20 ),Zhiyings( 20 ),TNUMSEQLOSS( 0 ),

    shoushua( 1 ), shoushu(1), yici(0), mp(0);;

     

    yici=0;

    var0 = BollingerBand( Close, Length, 1 ) ;

    var1 = BollingerBand( Close , Length, -1 ) ;

    var2 = Average(C,Length);

     

     

    condition3 = TIME>900 and TIME<2300;

     

    condition1 = c[1]>o[1] and c[1]>Average(c[1],26) and condition3 ;;

     

    condition2 = c[1]<o[1] and c[1]<Average(c[1],26) and condition3 ;;

     

     

    if TNUMSEQLOSS<ww then begin

    Zhiyings=Zhiying;

    end

    Else begin

           Zhiyings=Zhiyingx;

    end;

     

    if TNUMSEQLOSS<nn then begin

    shoushua=shoushu;

    end

    Else begin

            shoushu=0.5;

           end;

     

     

    mp=marketposition;

     

    condition4 = CurrentBar > 1 and H>Zhisun+avgentryprice and marketposition=-1 and condition3  and  mp[1]<>mp;

     

    condition5 = CurrentBar > 1 and l<avgentryprice-Zhisun and marketposition=1 and condition3 and  mp[1]<>mp;

     

     

    condition6 = CurrentBar > 1 and l<avgentryprice-Zhiyings and marketposition=-1 and condition3 ;

     

    condition7 = CurrentBar > 1 and h>avgentryprice+Zhiyings and marketposition=1 and condition3 ;

     

     

    if (condition1 or yici[1]=1)  and marketposition=0 then begin

                                                                        

    Buy ( "kai1" ) 1 Contract next bar at Open stop ;

     

    end;

     

    if (condition2 or yici[1]=-1) and marketposition=0  then begin

     

                                                                        

    Sell Short ( "kai2" ) 1 Contract  next bar at Open stop ;

     

    end;

     

    if condition4  and condition5=False then begin

              TNUMSEQLOSS=TNUMSEQLOSS+1;

              print(date," ",time," buy  TNUMSEQLOSS: ",TNUMSEQLOSS);

              shoushu=Power(2,TNUMSEQLOSS); 

               print(date," ",time," buy  shoushu: ",shoushu);

     

    buy  ( "kui1" )  shoushu Contracts       next bar at Zhisun+avgentryprice  stop ;

     

     

    end;

     

     

     

    if condition5 and condition4=False then begin

     

               TNUMSEQLOSS=TNUMSEQLOSS+1;

               print(date," ",time," sellshort TNUMSEQLOSS: ",TNUMSEQLOSS);

               shoushu=Power(2,TNUMSEQLOSS); 

               print(date," ",time," sellshort shoushu: ",shoushu);

    sellshort( "kui2" )  shoushu Contracts    next bar at avgentryprice-Zhisun  stop ;

     

    end;

     

     

    if condition6 then begin

                                                                        

    buytocover  ( "ying1" ) next bar at avgentryprice-Zhiyings  stop ;

    shoushu=1;

    TNUMSEQLOSS=0;

    yici=-1;

    end;

     

    if condition7 then begin

                                                                        

    sell( "ying2" ) next bar at avgentryprice+Zhiyings stop ;

    shoushu=1;

           TNUMSEQLOSS=0;

           yici=1;

    end;

     

     

     

    我按照您说的改了,这样基本交易1,2次就不交易了,这是怎么回事?

     

  • MC回复讨论四:

    inputs:

             Zhiyingx( 9999) ,      

    Zhiying( 9999) ,

    Zhisun( 5 ) ;

           

     

    variables:

       nn(4) ,

             ww(3) ,       

     

    var0( 0 ), var1( 0 ), var2( 0 ),Length( 20 ),Zhiyings( 20 ),TNUMSEQLOSS( 0 ),

    shoushua( 1 ), shoushu(1), yici(0), mp(0);;

     

    yici=0;

    var0 = BollingerBand( Close, Length, 1 ) ;

    var1 = BollingerBand( Close , Length, -1 ) ;

    var2 = Average(C,Length);

     

     

    condition3 = TIME>900 and TIME<2300;

     

    condition1 = c[1]>o[1] and c[1]>Average(c[1],26) and condition3 ;;

     

    condition2 = c[1]<o[1] and c[1]<Average(c[1],26) and condition3 ;;

     

     

    if TNUMSEQLOSS<ww then begin

    Zhiyings=Zhiying;

    end

    Else begin

           Zhiyings=Zhiyingx;

    end;

     

    if TNUMSEQLOSS<nn then begin

    shoushua=shoushu;

    end

    Else begin

            shoushu=0.5;

           end;

     

     

    mp=marketposition;

     

    condition4 = CurrentBar > 1 and H>Zhisun+avgentryprice and marketposition=-1 and condition3  and  mp[1]<>mp;

     

    condition5 = CurrentBar > 1 and l<avgentryprice-Zhisun and marketposition=1 and condition3 and  mp[1]<>mp;

     

     

    condition6 = CurrentBar > 1 and l<avgentryprice-Zhiyings and marketposition=-1 and condition3 ;

     

    condition7 = CurrentBar > 1 and h>avgentryprice+Zhiyings and marketposition=1 and condition3 ;

     

     

    if (condition1 or yici[1]=1)  and marketposition=0 then begin

                                                                        

    Buy ( "kai1" ) 1 Contract next bar at Open stop ;

     

    end;

     

    if (condition2 or yici[1]=-1) and marketposition=0  then begin

     

                                                                        

    Sell Short ( "kai2" ) 1 Contract  next bar at Open stop ;

     

    end;

     

    if condition4  and condition5=False then begin

              TNUMSEQLOSS=TNUMSEQLOSS+1;

              print(date," ",time," buy  TNUMSEQLOSS: ",TNUMSEQLOSS);

              shoushu=Power(2,TNUMSEQLOSS); 

               print(date," ",time," buy  shoushu: ",shoushu);

     

    buy  ( "kui1" )  shoushu Contracts       next bar at Zhisun+avgentryprice  stop ;

     

     

    end;

     

     

     

    if condition5 and condition4=False then begin

     

               TNUMSEQLOSS=TNUMSEQLOSS+1;

               print(date," ",time," sellshort TNUMSEQLOSS: ",TNUMSEQLOSS);

               shoushu=Power(2,TNUMSEQLOSS); 

               print(date," ",time," sellshort shoushu: ",shoushu);

    sellshort( "kui2" )  shoushu Contracts    next bar at avgentryprice-Zhisun  stop ;

     

    end;

     

     

    if condition6 then begin

                                                                        

    buytocover  ( "ying1" ) next bar at avgentryprice-Zhiyings  stop ;

    shoushu=1;

    TNUMSEQLOSS=0;

    yici=-1;

    end;

     

    if condition7 then begin

                                                                        

    sell( "ying2" ) next bar at avgentryprice+Zhiyings stop ;

    shoushu=1;

           TNUMSEQLOSS=0;

           yici=1;

    end;

     

     

     

    我按照您说的改了,这样基本交易1,2次就不交易了,这是怎么回事?

 

有思路,想编写各种指标公式,程序化交易模型,选股公式,预警公式的朋友

可联系技术人员 QQ: 511411198  点击这里给我发消息进行 有偿 编写!不贵!点击查看价格!


【字体: 】【打印文章】【查看评论

相关文章

    没有相关内容