input: exit_period(20, "收盤前N分鐘平倉");
input: loss_percent(5, "停損(%)");
var: long_condition(false);
var: exit_long_condition(false);
var: market_close_condition(false);
var: price_condition(false);
value1 = GetField("分公司買進家數", "D")[1];
value2 = GetField("分公司賣出家數", "D")[1];
value3 = GetField("Volume", "D")[1];
value4 = (value2 - value1);
long_condition = Close > GetField("RefPrice", "D") * (1+ 1.5/100) and value4 > value3 * 0.02 and value3 > 500;
exit_long_condition = Close < Average(Close, 10);
market_close_condition = EnterMarketCloseTime(exit_period);
price_condition = Close > 10;
if Position = 0 and long_condition and price_condition then
begin
SetPosition(1, MARKET);
end;
if Position = 1 then
begin
if loss_percent > 0 and Close <= FilledAvgPrice*(1-0.01*loss_percent) then
begin
SetPosition(0, MARKET);
end else if exit_long_condition and market_close_condition then
begin
SetPosition(0, MARKET);
end;
end;
想詢問3228 4/21買入的那一筆為什麼不是設定的前一日收盤價的+1.5%,4128及5608為什麼沒有在設定的-5%時停損?
1 評論