tag:blogger.com,1999:blog-29509772.post921604718731162472..comments2023-10-19T18:05:50.443+08:00Comments on 異世界: 程式交易 - 停損後是新的開始 - 實例篇D.K.http://www.blogger.com/profile/16112397068050560105noreply@blogger.comBlogger4125tag:blogger.com,1999:blog-29509772.post-53048660412761265392011-05-09T21:01:16.331+08:002011-05-09T21:01:16.331+08:00你說的 1 當根無法停損的情況是有的…解決的方式大概有兩種:
1. 再進場時順便寫下停損條件
if...你說的 1 當根無法停損的情況是有的…解決的方式大概有兩種:<br />1. 再進場時順便寫下停損條件<br /><br />if 多單進場條件 then begin<br />buy .....<br />exitlong .....<br />end;<br /><br />或是簡單一點使用 SetStopLoss 這個內建函式來作停損…這個函數是可以幫你作當根停損出場的。<br /><br />第 2 點的話…通常我會在進場的條件加上 marketposition = 0 的限制…這樣就不會停損後又馬上進場了。<br /><br />if marketposition <= 0 and 多單進場條件 then<br />buy....<br />end;D.K.https://www.blogger.com/profile/16112397068050560105noreply@blogger.comtag:blogger.com,1999:blog-29509772.post-88032288809092044202011-05-06T10:28:29.761+08:002011-05-06T10:28:29.761+08:00DK大您好:
自幼拜讀您的Blog,現在的交易環境完全是依照您的教學建立的,先至上最高敬意~~~!...DK大您好:<br /><br />自幼拜讀您的Blog,現在的交易環境完全是依照您的教學建立的,先至上最高敬意~~~!<br /><br />不過小弟資質駑鈍,突破策略有以下缺陷<br />1.突破進場後當根k無法停損,非要到下根k開盤才會停損...(這樣怎麼風控...)<br />2.當指數在突破點盤整時,會造成停損的當根k又進場...<br /><br />已用Marketposition限制每日只做一次<br />已用Netprofit限制虧損後不進場<br /><br />小弟程式碼如下<br /><br />if time <= TimeIn then begin<br />LastProfit=Netprofit;<br />Count=0;<br />end;<br /><br />condition0 = time>=XXXX and time<=YYYY;<br />condition1 = NetProfit>=LastProfit and Count=0 and 作多條件;<br />condition2 = NetProfit>=LastProfit and Count=0 and 作空條件;<br /><br />if condition0 and condition1 then buy("L") 1 contracts next bar at AAAA stop;<br />if condition0 and condition2 then sell("S") 1 contracts next bar at BBBB stop;<br /><br />if marketposition<>0 then Count=1;<br /><br />if marketposition<>0 then begin<br />exitlong("stop_L") 1 contracts at **** stop;<br />exitshort("stop_S") 1 contracts at **** stop;<br />end;<br /><br />if time >= YYYY then begin<br />exitlong("exit_L") 1 contracts this bar at close;<br />exitshort("exit_S") 1 contracts this bar at close;<br />end;<br /><br /><br />敬請不吝指教,感恩感恩~Robin Wuhttps://www.blogger.com/profile/10489205971528728454noreply@blogger.comtag:blogger.com,1999:blog-29509772.post-78045977992865634022008-09-19T20:05:00.000+08:002008-09-19T20:05:00.000+08:00不好意思..最近要搬家會比較忙..你自己先試試吧..不然..找朋友幫個忙先..:p不好意思..最近要搬家會比較忙..你自己先試試吧..不然..找朋友幫個忙先..:pD.K.https://www.blogger.com/profile/16112397068050560105noreply@blogger.comtag:blogger.com,1999:blog-29509772.post-61273222451323540212008-09-19T13:12:00.000+08:002008-09-19T13:12:00.000+08:00DK大大可以將此TS翻成HTS碼嗎?拜託!j10065敬上DK大大可以將此TS翻成HTS碼嗎?拜託!<BR/><BR/><BR/>j10065敬上伯仔勇https://www.blogger.com/profile/09745793638989211481noreply@blogger.com