各位前輩們好,小弟的策略是當天只進場一筆單,設定檔數+2、-4為出場條件,並限定此筆單的虧損不超過3%,但在回測資料時,都會有損失金額超過3%的個股,甚至是有-11%的例子,想請問我該如何調整我的程式碼,謝謝!
底下附上我部份的程式碼:
var:intraBarPersist entry_date(0);
input: loss_percent(3, "停損(%)");
if position=0 and entry_date<>date then begin
setposition(1,market);
entry_date=date;
end;
if position =1 and filled =1 then begin
if high >= addspread(filledavgprice, 2) then begin
setposition(0, addspread(filledavgprice, 2), label:="獲利出場");
print("獲利出場", date, time);
end
else if low <= addspread(filledavgprice, -4) then begin //當根Bar的Open = high 的話出場
setposition(0, market, label:="虧損出場");
print("虧損出場", date, time, filledavgprice, addspread(filledavgprice, -4));
end;
end;
if low <= FilledAvgPrice*(1-0.01*loss_percent) then begin
setposition(filled, market);
setposition(0,market);
end;
5 評論