50行网格策略(教学)
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JavaScript
var _StopLoss = 0
var _StopWin = 0
var _Grid = []
function UpdateGrid(nowBidsPrice, nowAsksPrice, direction){ // up 1, down -1
if(_Grid.length == 0 || (direction == 1 && nowBidsPrice - _Grid[_Grid.length - 1].price > _GridPointDis) ||
(direction == -1 && _Grid[_Grid.length - 1].price - nowAsksPrice > _GridPointDis)){
var nowPrice = direction == 1 ? nowBidsPrice : nowAsksPrice
_Grid.push({
price: _Grid.length == 0 ? nowPrice : _Grid[_Grid.length - 1].price + _GridPointDis * direction,
hold : {price: 0, amount: 0}, Strategy parameters
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All comments (7)
提问:期货软件平仓时,得选择某个开仓,平掉该仓。我看代码里在平仓的时候,操作和开仓一样的,只是新开了一个和之前相反的仓位。所以就比较纠结,希望小梦老大有时间了解答下:)
7 years ago
- 1
