iamha 发表于 2017-3-19 03:27:55

限定日數平倉

想請教,如果想寫

sell short order如下:
Cross( BBandTop(CLOSE, 20, SIMPLE, 2), CLOSE)

buy to cover order : 當sell short執行了,四天後平倉,我這樣寫對嗎 ?
Ref(Cross( BBandTop(CLOSE, 20, SIMPLE, 2), CLOSE), +4)

同埋如想加埋止蝕位在sell short個日的高位,如何用 "or", 系統會變直至升穿沽位之棍頂才平倉。
應該如何寫唔升穿止蝕,就四日後平倉。

謝謝

admin 发表于 2017-3-21 21:10:12

<div class="quote"><blockquote>想請教,如果想寫<br><br>sell short order如下:<br>Cross( BBandTop(CLOSE, 20, SIMPLE, 2), CLOSE)<br><br>buy to cover order : 當sell short執行了,四天後平倉,我這樣寫對嗎 ?<br>Ref(Cross( BBandTop(CLOSE, 20, SIMPLE, 2), CLOSE), +4)<br><br>同埋如想加埋止蝕位在sell short個日的高位,如何用 "or", 系統會變直至升穿沽位之棍頂才平倉。<br>應該如何寫唔升穿止蝕,就四日後平倉。</blockquote></div><br>於現在位置回望過去, 所以應該係"負數" ,&nbsp;<span style="background-color: rgb(249, 249, 249);">Ref(Cross( BBandTop(CLOSE, 20, SIMPLE, 2), CLOSE),<font color="#ff0000"><font size="4"> -4</font>)</font><br></span><br>或可以試:<br>BarsSince( &nbsp; Cross( BBandTop(CLOSE, 20, SIMPLE, 2), CLOSE)) = 4<br><br>找 SHORTSELL 當日高位可以用 Valuewhen:<br><br>Stploss := valuewhen(&nbsp;<span style="background-color: rgb(249, 249, 249);">Cross( BBandTop(CLOSE, 20, SIMPLE, 2), CLOSE), High);</span><p></p><div><span style="background-color: rgb(249, 249, 249);">Close &gt; Stploss</span></div><div><span style="background-color: rgb(249, 249, 249);"><br></span></div><div><span style="background-color: rgb(249, 249, 249);">可以試這樣:<br></span><br>CPosition := BarsSince( &nbsp; Cross( BBandTop(CLOSE, 20, SIMPLE, 2), CLOSE)) = 4;</div><div>Stploss := valuewhen(&nbsp;<span style="background-color: rgb(249, 249, 249);">Cross( BBandTop(CLOSE, 20, SIMPLE, 2), CLOSE), High);</span><div><br>Cposition or Stploss</div><div><br><div><br></div></div></div>

iamha 发表于 2017-4-21 17:39:15

跟你這樣寫在system tester上:

CPosition := BarsSince(   Cross( BBandTop(CLOSE, 20, SIMPLE, 2), CLOSE)) = 4;
Stploss := valuewhen( Cross( BBandTop(CLOSE, 20, SIMPLE, 2), CLOSE), High);

Cposition or Stploss

但出了訊息:
This variable or expression must contain only constant data !

是那處出了問題 ?

admin 发表于 2017-4-26 00:41:58

<p>CPosition := BarsSince( &nbsp; Cross( BBandTop(CLOSE, 20, SIMPLE, 2), CLOSE)) = 4;</p><p>Stploss := ValueWhen(<font color="#ff0000"><b>1,</b></font> Cross( BBandTop(CLOSE, 20, SIMPLE, 2), CLOSE), HIGH);</p><p><br></p><p>Cposition OR Stploss</p><p></p>
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