關於交易時段日夜盤接續問題

171
最後發表顆顆 2022 七月 13

顆顆發文於 2022/06/28

請教小幫手

我的策略是用在小台全日15分K 在盤中的買進賣出訊號都有執行

但今天剛好在最後13:30出訊號應該在下一根K棒開盤價15:00時會下指令買進

不過程式認定是13:45當時剛好收盤於是出現下列訊息

想請問有什麼辦法可以讓13:45的買進訊號在15:00執行

// MACD 黃金交叉 (dif向上穿越macd)
//
input: FastLength(12), SlowLength(65), MACDLength(15);
variable: difValue(0), macdValue(0), oscValue(0);
SetTotalBar(200);
SetInputName(1, "DIF短期期數");
SetInputName(2, "DIF長期期數");
SetInputName(3, "MACD期數");
MACD(weightedclose(), FastLength, SlowLength, MACDLength, difValue, macdValue, oscValue);

input: profit_point(0, "停利(點)");
input: loss_point(30, "停損(點)");
var: 
    long_condition(false),          { 做多 }
    short_condition(false);         { 做空 }

long_condition = difValue cross above macdValue and close > ema(close,20); 
short_condition = difValue cross below macdValue and close < ema(close,20);


if Position = 0 and long_condition then begin
    SetPosition(1);             { 買進1張 }
end;

if Position = 1 and Filled = 1 then begin
    { 依照成本價格設定停損/停利 }
    var: intrabarpersist stoploss_point(0);

    { 計算停損價格 }
    if stoploss_point = 0 then begin
        stoploss_point = FilledAvgPrice - loss_point;
    end;

    { 如果價格上漲的話, 則往上挪動停損價格. 停損價格只會越來越高 }
    if Close > FilledAvgPrice then begin
        if Close - loss_point > stoploss_point then begin
            stoploss_point = Close - loss_point;
        end;    
    end;    

    if profit_point > 0 and Close >= FilledAvgPrice + profit_point then begin
        { 停利 }
        SetPosition(0);
        stoploss_point = 0;
    end else if Close <= stoploss_point then begin
        { 停損 }
        SetPosition(0);
        stoploss_point = 0;
    end;
end;



if Position = 0 and short_condition then begin
    SetPosition(-1);            { 做空賣出1張 }
end;

if Position = -1 and Filled = -1 then begin
    { 依照成本價格設定停損/停利 }
    var: intrabarpersist stoploss_point1(0);

    { 計算停損價格 }
    if stoploss_point1 = 0 then begin
        stoploss_point1 = FilledAvgPrice + loss_point;
    end;

    { 如果價格下跌的話, 則往下挪動停損價格. 停損價格只會越來越低 }
    if Close < FilledAvgPrice then begin
        if Close + loss_point < stoploss_point1 then begin
            stoploss_point1 = Close + loss_point;
        end;    
    end;    

    if profit_point > 0 and Close <= FilledAvgPrice - profit_point then begin
        { 停利 }
        SetPosition(0);
        stoploss_point1 = 0;
    end else if Close >= stoploss_point1 then begin
        { 停損 }
        SetPosition(0);
        stoploss_point1 = 0;
    end;
end;