如下開(kāi)倉(cāng)代碼中,我的代碼意思是 當(dāng)根K出現(xiàn)了開(kāi)倉(cāng)信號(hào),我就取不高于(open,和信號(hào)價(jià)upper的二者之大)來(lái)開(kāi)倉(cāng),考慮一個(gè)滑點(diǎn)。
被外行質(zhì)疑limitr的用法,所以求老師明鑒!
if entertime and holding=0 and NUM<CS then {入場(chǎng)開(kāi)倉(cāng)}
begin
if buycond then
begin
開(kāi)多:BUY(1,SS,limitr,max(open,upper)+1*mindiff);{這里用limitr,以及max(Open, ),是否造成偷價(jià)問(wèn)題等、}
num:=num+1;
end
else if buyshortcond then
begin
開(kāi)空:BUYSHORT(1,SS,limitr,max(open,lower)-1*mindiff);
num:=num+1;
end
end
追問(wèn)一句,用出現(xiàn)信號(hào)的當(dāng)根K 的OPEN作為開(kāi)倉(cāng)參考價(jià)格,不會(huì)有問(wèn)題嗎?如果用下一根k 的open呢?
下一根k線的open,比如說(shuō)用nextopen,在測(cè)評(píng)里面當(dāng)然能體現(xiàn)出來(lái)的,但是在實(shí)際交易里面就是按照當(dāng)前的價(jià)格下單了