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? ?? ?你好,下面是我編寫(xiě)的股指期貨代碼,現(xiàn)在有幾個(gè)問(wèn)題想請(qǐng)教一下。
? ?? ?1、以下的代碼有沒(méi)有地方可以簡(jiǎn)化?可以減少計(jì)算時(shí)間。
? ?? ?2、現(xiàn)在運(yùn)行中,setstoploss止損后,就不能自動(dòng)開(kāi)倉(cāng)了,如果想止損后依然按條件自動(dòng)開(kāi)倉(cāng),應(yīng)該怎么寫(xiě)代碼?
? ???非常感謝!
inputs:p01(9999),p02(9999),p03(9999),p04(9999);
variables:co1(0),c02(0),c03(0),c04(0),d01(0),d02(0),d03(0),d04(0);
begin
co1=p01-0.2;
c02=p02-0.2;
c03=p03-0.2;
c04=p04-0.2;
d01=p01+0.2;
d02=p02+0.2;
d03=p03+0.2;
d04=p04+0.2;
if close cross above co1 and marketposition=0 then sellshort 1 contract next bar at market;
if close cross above c02 and marketposition=0 then sellshort 1 contract next bar at market;
if close cross above c03 and marketposition=0 then sellshort 1 contract next bar at market;
if close cross above c04 and marketposition=0 then sellshort 1 contract next bar at market;
if close cross under d01 and marketposition=0 then buy 1 contract next bar at market;
if close cross under d02 and marketposition=0 then buy 1 contract next bar at market;
if close cross under d03 and marketposition=0 then buy 1 contract next bar at market;
if close cross under d04 and marketposition=0 then buy 1 contract next bar at market;
if close cross above co1 and marketposition=1 then sellshort 1 contracts next bar at market;
if close cross above c02 and marketposition=1 then sellshort 1 contracts next bar at market;
if close cross above c03 and marketposition=1 then sellshort 1 contracts next bar at market;
if close cross above c04 and marketposition=1 then sellshort 1 contracts next bar at market;
if close cross above d01 and marketposition=-1 then buy 1 contract next bar at market;
if close cross above d02 and marketposition=-1 then buy 1 contract next bar at market;
if close cross above d03 and marketposition=-1 then buy 1 contract next bar at market;
if close cross above d04 and marketposition=-1 then buy 1 contract next bar at market;
if close cross under co1 and marketposition=1 then sellshort 1 contract next bar at market;
if close cross under c02 and marketposition=1 then sellshort 1 contract next bar at market;
if close cross under c03 and marketposition=1 then sellshort 1 contract next bar at market;
if close cross under c04 and marketposition=1 then sellshort 1 contract next bar at market;
if close cross under d01 and marketposition=-1 then buy 1 contracts next bar at market;
if close cross under d02 and marketposition=-1 then buy 1 contracts next bar at market;
if close cross under d03 and marketposition=-1 then buy 1 contracts next bar at market;
if close cross under d04 and marketposition=-1 then buy 1 contracts next bar at market;
if close cross above d01 and marketposition=-1 then buy 1 contracts next bar at market;
if close cross above d02 and marketposition=-1 then buy 1 contracts next bar at market;
if close cross above d03 and marketposition=-1 then buy 1 contracts next bar at market;
if close cross above d04 and marketposition=-1 then buy 1 contracts next bar at market;
setstoploss(600);
if time>=1457 then
sell next bar at market;
buytocover next bar at market;
end
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