關於停損信號的問題(HTS) - 財經

By Elizabeth
at 2011-08-07T20:00
at 2011-08-07T20:00
Table of Contents
Variables: orderprice1(0)
Orderprice1=entryprice(0)*0.985
Condition1 = MA(close,5) cross over MA(close,10)
if Condition1 then buy this bar at market
end if
if marketposition=1 and BARSSINCEENTRY(0)>0 and BARSSINCEENTRY(0)<11 Then
Exitlong this bar at orderprice1 stop
end if
if marketposition=1 and BARSSINCEENTRY(0)=10 Then
Exitlong this bar at market
end if
這樣寫停損信號 我發現一個大問題
就是他只會平倉在K線的實體 而不會停損在影線耶!!!
也就是明明當日最低已經低於我設定的停損點
只要該K棒收在停損點之上 就不會執行停損!!! (我希望一碰到停損點立刻就平倉)
請教要怎麼辦才能讓停損執行在影線上(或者是我的寫法有問題?)
感謝!!!
--
Orderprice1=entryprice(0)*0.985
Condition1 = MA(close,5) cross over MA(close,10)
if Condition1 then buy this bar at market
end if
if marketposition=1 and BARSSINCEENTRY(0)>0 and BARSSINCEENTRY(0)<11 Then
Exitlong this bar at orderprice1 stop
end if
if marketposition=1 and BARSSINCEENTRY(0)=10 Then
Exitlong this bar at market
end if
這樣寫停損信號 我發現一個大問題
就是他只會平倉在K線的實體 而不會停損在影線耶!!!
也就是明明當日最低已經低於我設定的停損點
只要該K棒收在停損點之上 就不會執行停損!!! (我希望一碰到停損點立刻就平倉)
請教要怎麼辦才能讓停損執行在影線上(或者是我的寫法有問題?)
感謝!!!
--
Tags:
財經
All Comments

By Hamiltion
at 2011-08-11T23:43
at 2011-08-11T23:43

By Christine
at 2011-08-12T13:58
at 2011-08-12T13:58
Related Posts
有人願意割愛期貨交易策略這本書嗎??

By Regina
at 2011-08-06T09:35
at 2011-08-06T09:35
台灣有在做程式交易研究的教授

By Steve
at 2011-08-04T18:09
at 2011-08-04T18:09
群益MC的台指資料只能輸出到 20100320?

By Charlotte
at 2011-08-04T00:01
at 2011-08-04T00:01
請問HTS時間停損

By Elizabeth
at 2011-08-03T23:02
at 2011-08-03T23:02
請問HTS時間停損

By Hedda
at 2011-08-03T22:00
at 2011-08-03T22:00