alert問題(页 1) - MultiCharts程序化 - 龙听期货论坛 - 量化交易|策略源码|程序化课程

天才白痴 发表于 2019-5-9 17:14

alert問題

本人在寫:
高於前5根BAR 買入
低於前5根BAR賣出
20點takeprofit
買入時:在高位回落0.3%便反向賣出

但寫了數星期ALERT 也不完成
請求各大大幫忙解決

[IntrabarOrderGeneration = True]
[SameExitFromOneEntryOnce = True]
Input: Trailing1( 20 ),Nbar( 5 ), X( 0.3 ), BuyorSellContracts(4),shareCounter1(1);
var: str(""), intrabarpersist mp1(0),intrabarpersist mp0(0), mp2(0), Starp( 0 ), TradeCounts( 0 ), Mycontracts( 0 ), TrailingPrice1( 0 ), intrabarpersist MyHigh( 0 );

var: open_alert(0), takprofit_alert(0); //false = not yet alert

mp2 = mp1;
mp1=mp0;
mp0=marketposition;
str="";

//entry
buy ("Buy") next bar at Highest(high,Nbar) +1 stop ;
sellshort ("Short") next bar at Lowest(low,Nbar)-1 stop ;
TradeCounts = PosTradeCount( 0 ) - 1 ;
Mycontracts = currentcontracts ;

if close >= Highest(high,Nbar) and open_alert = 0 then begin
str=text(str)+text(Mycontracts)+text(" buy open")+text(BuyorSellContracts);
open_alert = 1;
takprofit_alert = 0;
//end else if close > Lowest(high,Nbar) and mp1 = -1 and mp2 = -1 and open_alert = 0 then begin
//str=text(str)+text(Mycontracts)+text(" buy open")+text(BuyorSellContracts);
//open_alert = true;
//takprofit_alert = false;
end else if close <= Lowest(low,Nbar) and open_alert = 0  then begin
str=text(str)+text(Mycontracts)+text(" sell open")+text(BuyorSellContracts);
open_alert = 1;
takprofit_alert = 0;
end;

//long
if mp0 = 1 then begin
      //update high
      if mp1 <> 1 then begin
            MyHigh = High ;
      end else if High > MyHigh then MyHigh = High ;
      //backhand
            sellshort ("call to put") next bar at ( 1 - X / 100 ) * MyHigh stop ;
      //Trailing
      TrailingPrice1 = entryprice + Trailing1 points ;
      //print (date , time_s, TrailingPrice1, entryprice );
      if (close >= TrailingPrice1 and takprofit_alert = 0) then begin
         str=text(str)+text(" Ctp1 ")+text(shareCounter1);
         open_alert = 0;
         takprofit_alert = 1;
      end;
      sell ("Ctp1") next bar at TrailingPrice1 limit;
end

else if mp0 = -1 then
begin
      if mp0 <> mp1 then begin
            if (mp1 = 1) then begin
                     str=text(str)+text(" cut ")+text(Mycontracts)+text(" and call to put ")+text(PosTradeSize(0,0));
                     open_alert = 0;
            end else begin
            str=text(str)+text(" cut ")+text(Mycontracts)+text(" sell")+text(BuyorSellContracts);
            open_alert = 0;
            end;
      end ;
      //Trailing
      TrailingPrice1 = entryprice - Trailing1 points;
      if (close <= TrailingPrice1 and takprofit_alert = 0) then begin
         str=text(str)+text(" Ptp1 ")+text(shareCounter1);
         open_alert = 0;
         takprofit_alert = 1;
      end;
      buytocover ("Ptp1") next bar at TrailingPrice1 limit;
end ;

if str<>"" then begin
      alert(str);
      //print (str);
end;

龙听发表于 2019-7-4 09:36

刚看到，我看看，

天才白痴 发表于 2019-7-12 12:05

有解決方法嗎?

浮盈加仓的旺财 发表于 2020-3-4 16:15

学习学习

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alert問題