期貨期權(quán)交流求教代碼問(wèn)題 [MC]
-
咨詢內(nèi)容：
? ?? ?你好，下面是我編寫的股指期貨代碼，現(xiàn)在有幾個(gè)問(wèn)題想請(qǐng)教一下。
? ?? ?1、以下的代碼有沒(méi)有地方可以簡(jiǎn)化？可以減少計(jì)算時(shí)間。
? ?? ?2、現(xiàn)在運(yùn)行中，setstoploss止損后，就不能自動(dòng)開(kāi)倉(cāng)了，如果想止損后依然按條件自動(dòng)開(kāi)倉(cāng)，應(yīng)該怎么寫代碼？
? ???非常感謝！
inputs:p01(9999),p02(9999),p03(9999),p04(9999);
variables:co1(0),c02(0),c03(0),c04(0),d01(0),d02(0),d03(0),d04(0);
begin
co1=p01-0.2;
c02=p02-0.2;
c03=p03-0.2;
c04=p04-0.2;
d01=p01+0.2;
d02=p02+0.2;
d03=p03+0.2;
d04=p04+0.2;
if close cross above co1 and marketposition=0 then sellshort 1 contract next bar at market;
if close cross above c02 and marketposition=0 then sellshort 1 contract next bar at market;
if close cross above c03 and marketposition=0 then sellshort 1 contract next bar at market;
if close cross above c04 and marketposition=0 then sellshort 1 contract next bar at market;
if close cross under d01 and marketposition=0 then buy 1 contract next bar at market;
if close cross under d02 and marketposition=0 then buy 1 contract next bar at market;
if close cross under d03 and marketposition=0 then buy 1 contract next bar at market;
if close cross under d04 and marketposition=0 then buy 1 contract next bar at market;
if close cross above co1 and marketposition=1 then sellshort 1 contracts next bar at market;
if close cross above c02 and marketposition=1 then sellshort 1 contracts next bar at market;
if close cross above c03 and marketposition=1 then sellshort 1 contracts next bar at market;
if close cross above c04 and marketposition=1 then sellshort 1 contracts next bar at market;
if close cross above d01 and marketposition=-1 then buy 1 contract next bar at market;
if close cross above d02 and marketposition=-1 then buy 1 contract next bar at market;
if close cross above d03 and marketposition=-1 then buy 1 contract next bar at market;
if close cross above d04 and marketposition=-1 then buy 1 contract next bar at market;
if close cross under co1 and marketposition=1 then sellshort 1 contract next bar at market;
if close cross under c02 and marketposition=1 then sellshort 1 contract next bar at market;
if close cross under c03 and marketposition=1 then sellshort 1 contract next bar at market;
if close cross under c04 and marketposition=1 then sellshort 1 contract next bar at market;
if close cross under d01 and marketposition=-1 then buy 1 contracts next bar at market;
if close cross under d02 and marketposition=-1 then buy 1 contracts next bar at market;
if close cross under d03 and marketposition=-1 then buy 1 contracts next bar at market;
if close cross under d04 and marketposition=-1 then buy 1 contracts next bar at market;
if close cross above d01 and marketposition=-1 then buy 1 contracts next bar at market;
if close cross above d02 and marketposition=-1 then buy 1 contracts next bar at market;
if close cross above d03 and marketposition=-1 then buy 1 contracts next bar at market;
if close cross above d04 and marketposition=-1 then buy 1 contracts next bar at market;
setstoploss(600);
if time>=1457 then
sell next bar at market;
buytocover next bar at market;
end?
-
MC技術(shù)部：
還想請(qǐng)問(wèn)我的收盤平倉(cāng)的代碼是否正確？
有思路，想編寫各種指標(biāo)公式，程序化交易模型，選股公式，預(yù)警公式的朋友
可聯(lián)系技術(shù)人員 QQ: 511411198 進(jìn)行 有償 編寫！（不貴！點(diǎn)擊查看價(jià)格！）
相關(guān)文章
-
沒(méi)有相關(guān)內(nèi)容
會(huì)員登錄/注冊(cè)