求指导平仓问题 [金字塔]
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咨询内容:
设计一个逢低加仓模型,价格下降一个档位就加仓 加仓后如果上涨一个档位就把加仓的部分平掉???请问问题出在哪里呢
H1:N+M;
L1:N-M;
A:=(H1-L1)/5;
A1:L1+A;
A2:L1+2*A;
A3:L1+3*A;
A4:L1+4*A;
MA1:MA(C,10);
手数:=1;
CON1:= REF(MA1,1)>REF(A4,1) AND MA1<A4;
CON2:=REF(MA1,1)>REF(A3,1) AND MA1<A3;
CON3:=REF(MA1,1)>REF(A2,1) AND MA1<A2;
CON4:=REF(MA1,1)>REF(A1,1) AND MA1>A1;
CON5:=REF(MA1,1)<REF(A4,1) AND MA1>A4;
CON6: =REF(MA1,1)<REF(A3,1) AND MA1>A3;
CON7: =REF(MA1,1)<REF(A2,1) AND MA1>A2;
CON0: = H1-MA1<3 OR L-L1<3;
IF CON1 AND HOLDING = 0 THEN BEGIN //下穿A4
BUY (1,手数, MARKET);
END
IF CON2 AND HOLDING =1 THEN BEGIN //下穿A3JIA
BUY (1,手数, MARKET);
END
IF CON3 AND HOLDING =2 THEN BEGIN //A2JIA
BUY (1,手数, MARKET);
END
IF CON4 AND HOLDING = 3 THEN BEGIN //A1JIA
BUY (1,手数, MARKET);
END
IF CON7 AND HOLDING = 4 THEN BEGIN //A2 --
SELL(1,手数,MARKET);
END
IF CON6 AND HOLDING = 3 THEN BEGIN //A3--
SELL(1,手数,MARKET);
END
IF CON5 AND HOLDING = 2 THEN BEGIN //A4--
SELL(1,手数,MARKET);
END
IF CON2 AND HOLDING = 0 THEN BEGIN //下穿A3
BUY (1,手数, MARKET);
IF CON3 AND HOLDING = 1 THEN BEGIN //下穿A2加仓
BUY (1,手数, MARKET);
END
IF CON6 AND HOLDING = 2 THEN BEGIN
SELL(1,手数,MARKET);
END
IF CON4 AND HOLDING = 2 THEN BEGIN //下穿A1加仓
BUY (1,手数, MARKET);
END
IF CON7 AND HOLDING = 3 THEN BEGIN
SELL(1,手数,MARKET);
END
END
IF CON3 AND HOLDING = O THEN BEGIN //下穿A2
BUY (1,手数, MARKET);
IF CON4 AND HOLDING = 1 THEN BEGIN //下穿A1 加仓
BUY (1,手数, MARKET);
END
IF CON7 AND HOLDING =2 THEN BEGIN //上穿A2减仓
SELL(1,手数,MARKET);
END
END
IF CON4 AND HOLDING = 0 THEN BEGIN //下穿A1
BUY (1,手数, MARKET);
END
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金字塔客服:
CON1:REF(MA1,1)>REF(A4,1) AND MA1<A4;
CON2:REF(MA1,1)>REF(A3,1) AND MA1<A3;
CON3:REF(MA1,1)>REF(A2,1) AND MA1<A2;
输出对饮条件,然后调试看下问题
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