重复开单
2024-01-26 10:17

Params

//此处添加参数

Numeric length1(5);

Numeric length2(20);

Vars

//此处添加变量

series<Numeric> ma1;

series<Numeric> ma2;

series<bool>    bool_crossover;

series<BOOL>    bool_crossunder;

Global Bool     trade_mark;


Defs


Events

OnBar(ArrayRef<Integer> indexs)

//初始化事件函数,策略运行期间,首先运行且只有一次,应用在订阅数据等操作

{

//双均线 用收盘价计算两根均线

//金叉和死叉状态

ma1 = Average(Close,length1);

ma2 = Average(Close,length2);

PlotNumeric(\"ma1\",ma1);

PlotNumeric(\"ma2\",ma2);

//金叉

bool_crossover = ma1[1] <= ma2[1] and ma1 > ma2;

//死叉

bool_crossunder = ma1[1] >= ma2[1] and ma1 < ma2;

If(bool_crossover[1] and trade_mark)

{

Array<Integer> orderids;

A_SendOrderEx(Enum_Buy,Enum_exit,1,Open,orderids);

A_SendOrderEx(Enum_Buy,Enum_Entry,1,Open,orderids);//买

trade_mark = False;

}

If(bool_crossunder[1] and trade_mark);

  {

  Array<Integer> orderids;

  A_SendOrderEx(Enum_sell,Enum_Exit,1,Open,orderids);//卖

  A_SendOrderEx(Enum_sell,Enum_entry,1,Open,orderids);

  trade_mark = False;

  }

}

OnBarOpen(ArrayRef<Integer> indexs)

{

trade_mark = True;

}

评论区
zhao93611

谢谢

2024-01-31 15:00
顶部