大家好 我現在有4條件,分別是condition1, condition2, condition3 和 condition4 想要 condition1 and condition3 有三口多單 condition1 and condition4 有一口多單 condition2 and condition4 有一口空單 condition2 and condition3 有三口空單 請問語法該怎麼撰寫呢? 以下是我自己寫的 var : MP(0); MP = marketposition*currentcontracts; if MP = 0 then begin
if condition1 and condition3 then buy 3 shares next bar close stop;
if condition1 and condition4 then buy 1 shares next bar close stop;
if condition2 and condition4 then sellshort 1 shares next bar close stop;
if condition2 and condition3 then sellshort 3 shares next bar close stop;
end;
if MP = 3 then begin
if condition1 and condition4 then sell 2 shares next bar close stop;
if condition2 and condition4 then sellshort 1 shares next bar close stop;
if condition2 and condition3 then sellshort 3 shares next bar close stop;
end;
if MP = 1 then begin
if condition1 and condition3 then buy 2 shares next bar close stop;
if condition2 and condition4 then sellshort 1 shares next bar close stop;
if condition2 and condition3 then sellshort 3 shares next bar close stop;
end;
if MP = -1 then begin
if condition1 and condition4 then buy 1 shares next bar close stop;
if condition1 and condition3 then buy 3 shares next bar close stop;
if condition2 and condition3 then sellshort 2 shares next bar close stop;
end;
if MP = -3 then begin
if condition2 and condition4 then buytocover 2 shares next bar close stop;
if condition1 and condition4 then buy 1 shares next bar close stop;
if condition1 and condition3 then buy 3 shares next bar close stop;
end;
回測後發現是不對的,例如原本三口空單時,condition2 and condition4會先出掉兩口變成一口沒錯,但後來遇到condition2 and condition3時,不會再進兩口空單變三口
不知道大家看不看的懂,煩請高手們幫小弟解惑,謝謝
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