策略模擬OK，但上線後停損單常會被MC取消，請教各位大大

qeagle

這是我的策略，用在30分K

好幾次下了買單金到了停損價沒有賣出，一看停利單還在，但停損單被取消了，想請問高手原因??



// Created from 2023/10/17
// 30 min K ,
// QS_AVG_V00
// QS_AVG_V01 2023/10/21
inputs:
        longon(0),
        shorton(0),
        longlen(38),
        shortlen(38),
        suplen( 114) ;
vars:
        // AvgPrice(0);  //Built-In Function Already
        //shortlen(0),
        stop_price(0),
        stop_price_short(0),
        MA1(0),
        MA2(0),
        MA3(0),
        MA4(0),
        MA5(0),       
        MA6(0),
        MA_sup(0),
        MA_short(0),
        MA_long(0);
       
        //shortlen = longlen;
        MA1 = Average(C, 9);
        MA2 = Average(C, 19);
        MA3 = Average(C, 38);
        MA4 = Average(C, 57);
        MA5 = Average(C, 76);
        MA6 = Average(C, 95);                       
        MA_sup = Average(C, suplen );                       
        MA_long = Average(C, longlen);               
        MA_short = Average(C, shortlen);
        //MA6 = Average(C, 19*6);
       

        condition1 = MA_long[1] > MA_long[2];  // Up Trend Status
        condition2 = MA_short[1] < MA_short[2];  // Down Trend Status
       
        condition3 = AvgPrice cross above MA_long; // Cross Above MA3 Timing
        condition4 = AvgPrice cross below MA_short; // Cross Below MA3 Timing

        condition5 = AvgPrice[1] < MA_long[1]; // Price Under Status
        condition6 = AvgPrice[1] > MA_short[1]; // Price Higher Status
       
        condition7 = C > MA_sup;//TRUE;//MA_sup[1] > MA_sup[2];//MA6[1] > MA6[2]; // Long Up Trend Status
        condition8 = C < MA_sup;//TRUE;//MA_sup[1] < MA_sup[2];//MA6[1] < MA6[2]; // Long Down Trend Status
       
        if longon = 1 then
        begin
                if condition1 and condition5 and condition3 and condition7  then
                begin
                        buy next bar market;
                        //buy next bar at highest(H , 3) stop;
                        //stop_price = lowest( L , 3);       
                end;
                if marketposition=1 and barssinceentry=1 then stop_price = lowest( L , 3);

                if marketposition > 0 then
                begin
                        sell next bar at stop_price stop;
                        sell next bar at entryprice +300 limit;
                end;
        end;
        // short

        if shorton = 1 then
                begin
                if condition2 and condition6 and condition4 and condition8 then
                begin
                        sellshort next bar market;
                        //buy next bar at highest(H , 3) stop;
                        stop_price_short = highest( H , 3);       
                end;
               
                if marketposition < 0 then
                begin
                        buytocover next bar at stop_price_short stop;
                        buytocover next bar at entryprice -300 limit;
                end;
        end;

if marketposition[1]=1 and marketposition=0 then stop_price=99999        ;
if marketposition[1]=-1 and marketposition=0 then stop_price_short=0        ;
//if marketposition>0 then sell next bar at entryprice* (1-N1/100) stop ;
//if marketposition<0 then buytocover next bar at entryprice* (1+N2/100) stop ;
// moving profit stop
{inputs: nProfit(100),nPercentage(10);

if marketposition <> 0 then begin
        value1 = (maxpositionprofit / currentcontracts /bigpointvalue);
        if value1 >= nProfit then begin
                sell("BX-PercenTrailing") next bar avgentryprice + value1 - value1*nPercentage/100 stop;
                buytocover("SX-PercentTrailing") next bar avgentryprice -value1 + value1*nPercentage/100 stop;
        end;
end;
}
if (DAYofMonth(Date)>14 and DAYofMonth(Date)<22 and DAYofWeek(Date)=3) then setexitonclose;

qeagle

我想簡化問題，假設我設一個停損價如下



SELLSHORT NEXT BAR AT STOP_PRICE STOP;



但我這個STOP_PRICE不會每次計算，可能只計算一次，

比如類似

IF (CONDITION1 = 1 ) THEN STOP_PRICE =XXX;

那下次這個STP_PRICE是否會在下個K棒到時因為沒合乎CONDOTION1 所以沒有計算STOP_PRICE，造成停損單失效??

KOKO65

marketposition 變為 0 時 .程式不會平倉

g80860g

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