請(qǐng)教一下,在圖表程序里設(shè)計(jì)如下程序,有問(wèn)題嗎?另在保存時(shí)提示說(shuō)建議初學(xué)者不用TACCOUNT,為什么?謝謝:
//如果金叉,有空單就市價(jià)平空單,并最大市價(jià)1倍干桿或最大可開(kāi)倉(cāng)量反手做多
if con1 and holding <= 0 then BEGIN
sellshort(1,0,MARKETr);
buy(1,min(FLOOR (ASSET/(close*MULTIPLIER)),FLOOR(TACCOUNT(19)/(close*MULTIPLIER*12%))),MARKETr)
end
//有多單,虧損2個(gè)最小點(diǎn)差,則平多單,如果再次到平倉(cāng)價(jià)以上一個(gè)最小點(diǎn)差就再次開(kāi)多
if CLOSE>ma1-MINDIFF and holding > 0 then BEGIN
if close<(ENTERPRICE-2*mindiff) then sell(1,0,MARKETr);
if close>(ENTERPRICE+1*mindiff) and holding = 0 then buy(1,min(FLOOR (ASSET/(close*MULTIPLIER)),FLOOR(TACCOUNT(19)/(close*MULTIPLIER*12%))),MARKETr);
end
taccount因?yàn)槠洳槐4鏆v史記錄的特性,所以和圖表根據(jù)歷史數(shù)據(jù)出信號(hào)的原理所違背,所以不推薦使用
謝謝,那我最大可開(kāi)倉(cāng)量怎么設(shè)計(jì)呢?
那我固定4手,下面的程序在圖表程序化交易中這樣設(shè)計(jì)有什么問(wèn)題嗎?我修改如下了:謝謝
//如果金叉,有空單就市價(jià)平空單,并反手做多4手
if con1 and holding <= 0 then BEGIN
sellshort(1,0,MARKETr);
buy(1,4,MARKETr)
end
//有多單,虧損2個(gè)最小點(diǎn)差,則平多單,如果再次到平倉(cāng)價(jià)以上一個(gè)最小點(diǎn)差就再次開(kāi)多4手
if CLOSE>ma1-MINDIFF and holding > 0 then BEGIN
if close<(ENTERPRICE-2*mindiff) then sell(1,0,MARKETr);
if close>(ENTERPRICE+1*mindiff) and holding = 0 then buy(1,4,MARKETr);
end