在XS script中有一腳本如下(我直接copy&paste):
input: grid_gap(20, "每格點數");
input: grid_maxcount(3, "最多格數");
input: stoploss_point(100, "停損(點)");
var: intrabarpersist grid_started(false);
var: intrabarpersist grid_base(0);
var: intrabarpersist grid_current_base(0); { 目前的網格中心點: 依照價格移動 }
var: intrabarpersist grid_current_ord(0); { 目前的網格的編號, 正中央=0, 往上=1, 2, 3, 往下=-1,-2,-3}
var: intrabarpersist grid_buycount(0);
var: intrabarpersist grid_sellcount(0);
if not grid_started and GetInfo("TradeMode") = 1 then begin
grid_started = true;
grid_base = Close;
grid_current_base = Close;
grid_current_ord = 0;
grid_buycount = 0;
grid_sellcount = 0;
Print("=>啟動網格中心點:", numtostr(grid_current_base, 0));
end;
if grid_base <> 0 then begin
if Close >= grid_base + stoploss_point or Close <= grid_base - stoploss_point then begin
SetPosition(0, label:="網格:停損出場"); { 全部平倉, 停止網格交易(TODO:請填入委託價格) }
grid_base = 0; { 停止網格交易 }
end else begin
if Close >= grid_current_base + grid_gap then begin
value1 = grid_current_ord + IntPortion((Close - grid_current_base) / grid_gap);
if value1 >= grid_maxcount then value1 = grid_maxcount;
value1 = value1 - grid_current_ord;
if value1 > 0 then begin
grid_current_base = grid_current_base + value1 * grid_gap;
grid_current_ord = grid_current_ord + value1;
grid_sellcount = grid_sellcount + value1;
SetPosition(Position - value1, label:="網格:上漲賣出"); { 賣出 (TODO:請填入委託價格) }
end;
end else if Close <= grid_current_base - grid_gap then begin
value1 = grid_current_ord - IntPortion((grid_current_base - Close) / grid_gap);
if value1 <= -1 * grid_maxcount then value1 = -1 * grid_maxcount;
value1 = grid_current_ord - value1; { 往下移動的格數 }
if value1 > 0 then begin
{ 往下移動網格 }
grid_current_base = grid_current_base - value1 * grid_gap;
grid_current_ord = grid_current_ord - value1;
grid_buycount = grid_buycount + value1;
SetPosition(Position + value1, label:="網格:下跌買進"); { 買進 (TODO:請填入委託價格) }
end;
end;
end;
end;
想釐清以下問題:
1 這個腳本的交易次數是否能改? 程式裡1,2,3 /-1,-2,-3
var: intrabarpersist grid_started(false);
var: intrabarpersist grid_base(0);
var: intrabarpersist grid_current_base(0);
var: intrabarpersist grid_current_ord(0); { 目前的網格的編號, 正中央=0, 往上=1, 2, 3, 往下=-1,-2,-3}
var: intrabarpersist grid_buycount(0);
var: intrabarpersist grid_sellcount(0);
2 這個腳本的交易區間是多少? 60格數嗎?
3 若用這個腳本再去我的自動交易中心跑,會遇到幾個問題需要釐清楚:
自動交易中心的策略設定有腳本設定(如附件)、安控設定。在腳本設定中有出現網格數、格數、損益,是否是內定植還是因為我選程式所以自動帶入這些值。確認這個是要double check是否跟腳本內容一致?第二: 下圖中有每日最多進場次數,依據這個腳本應該怎樣設定?上面問題1有提及,根據腳本每次最多4口?對嗎?
4 評論