開高設定沒反應

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  • 最後發表   flight7777777  2022 九月 13
flight7777777 發文於   2022/09/04

//A01. 當沖多單買進:

 

//大盤或OTC限制條件:

if GetSymbolField("OTC.TW","開盤價","D")

<=GetSymbolField("OTC.TW","收盤價","D")[1]*0.995 then return;

if barfreq<>"Min" or barinterval<>1 then raiseruntimeerror("只適用於1分鐘線");

 

//買賣限制條件:

//2.1 買賣價格限制條件

input: BL(10); input: BU(300);

setinputname(1,"BuyLP"); setinputname(2,"BuyUP");

condition1=GetField("Close","D")>=BL; //("Close","D")>=10;

condition2=GetField("Close","D")<=BU; //("Close","D")<=300;

condition3=condition1 and condition2; //10<=("Close","D")<=300;

//2.2 開盤位階限制條件

input:OL(2.18); input:OU(7.99);

setinputname(3,"OpenLP"); setinputname(4,"OpenUP");

condition11=GetField("Open","D")>=GetField("Close","D")[1]*(1+OL/100);

condition12=GetField("Open","D")<=GetField("Close","D")[1]*(1+OU/100);

condition13=condition11 and condition12; //102.18%<=("Open","D")[1]<=107.99%;

//2.3 盤中位階限制條件

input:PL(0); input:PU(3.5);

setinputname(5,"PercentLP"); setinputname(6,"PercentUP");

condition21=GetField("Close","D")>=GetField("Close","D")[1]*(1+PL/100);

condition22=GetField("Close","D")<=GetField("Close","D")[1]*(1+PU/100);

condition23=GetField("Close","D")>=GetField("High","D");

condition24=condition21 and condition22; //100.00%<=("Close","D")[1]<=103.5%;

condition25=condition21 and condition22 and condition23;

//100.00%<=("Close","D")[1]<=103.5% and High;

 

//3.1 成交量限制條件

//condition31=average(GetField("Volume","1"),20)>=100;

//condition32=average(GetField("Volume","1"),60)>=200;

condition33=GetField("Volume","D")[1]>=800;

//condition34=condition31 and condition32 and condition33;

 

//時間限制條件:

//5.1 開盤時間條件限制(1)

condition51=Time>=090000;

condition52=Time<=090500;

condition53=condition51 and condition52;

 

//綜整執行結合條件1:

//開高的情況下,滿足2.18%~7.99%,線型為月線之上,開盤量夠就跟單

condition201=condition3 and condition13; //股價買入位階及開盤

//10<=("收盤價","D")<=300; //102.18%<=("開盤價","D")[1]<=107.99%;

condition202=condition104 and condition114 and condition115

and condition131;  //線型技術面(1)

condition209=condition201 and condition202; //位階及開盤+線型(1)

 

//計次條件:

variable:C1t(0);

if date<>date[1] then C1t=0;

C1t+=1;

if condition33 and condition53 and C1t>=1 then

if condition11 then

begin

retmsg="開高進場"; {設定策略的進場訊息}

ret=1; {策略觸發}

end; //end{A}

================================================

問:Condition13 加入後,去設定開高的範圍區間後,為何無法交易??

改用Condition11、Condition12 也是一樣結果,就是沒反應???????

XQ小幫手 發文於   2022/09/13

Hello flight7777777,

 

小幫手這邊測試在回測中是會觸發的,建議您可以將相關數值print出來檢查。(參考附圖)

或是您可以告知小幫手,是什麼商品何時您覺得應該要觸發但沒有觸發的,讓小幫手檢驗問題原因。

感謝。

附加文件

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