請(qǐng)大神看一下為什么同一個(gè)k反復(fù)開(kāi)平呢 [金字塔]
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咨詢內(nèi)容：
多單在同一個(gè)k反復(fù)開(kāi)平 請(qǐng)問(wèn)怎么回事呢？INPUT:grid(50,1,11111,1);
variable:level=0;
n : =5;
dist:=barslast(holding=0 );??
oo:=ref(open,dist);
kaishi：=3000;
shang:=kaishi+n*grid*mindiff;
xia:=kaishi -n*grid*mindiff;
oo:=ref(open,dist);
kaishi：=3000;
shang:=kaishi+n*grid*mindiff;
xia:=kaishi -n*grid*mindiff;
?if l < xia or h >shang then begin????? if holding=0 then begin
??????????? dnprice:=oo-grid*mindiff;?????????? if low<=dnprice then begin
?????????????? buy(1,1,limitr,dnprice);
??????????????? level:=-1;
?????????? end
?????? end
?????? if holding=0 then begin
???????????? upprice:=oo+grid*mindiff;?????????? if high>=upprice then begin
??????????????? buyshort(1,1,limitr,upprice);
??????????????? level:=1;
??????????? end
??????? end
???? if holding>0? then begin
????????????? upprice:=oo+(level+1)*grid*mindiff;
??????????????? dnprice:=oo+(level-1)*grid*mindiff;?????????? if high>=upprice then begin
??????????????? sell(1,1,limitr,upprice);
??????????????? level:=level+1;
??????????? end?????????? if low<=dnprice then begin
??????????????? buy(1,1,limitr,dnprice);
?????????????? level:=level-1;
??????????? end
???? end
???????? if holding<0?? then begin
??????????????? upprice:=oo+(level+1)*grid*mindiff;
??????????????? dnprice:=oo+(level-1)*grid*mindiff;???????????? if low<=dnprice then begin
?????????????????? sellshort(1,1,limitr,dnprice);
??????????????????? level:=level-1;
???????????? end????????????? if high>=upprice then begin
???????????????????? buyshort(1,1,limitr,upprice);
????????????????????? level:=level+1;
????????????? end
??????? end
??????? if holding>0 then BEGIN
??????? if low < oo-n*grid*mindiff then begin
???????????? sell(1,holding,limitr,close);
???????????? end
???????????? end
??????? if? holding < 0 then begin
???????? if h > oo+n*grid*mindiff then begin
????????? sellshort(1,holding,limitr,close);
????????? end
????????? end
?????????
????????
end?
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