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修改ATR-RSI演示策略的仓位信号触发逻辑，避免出现仓位超过1时策略失去反应的情况

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This commit is contained in:
chenxy123 2016-07-28 22:16:33 +08:00
parent ab9d99d725
commit c2a1a8be0c
1 changed files with 2 additions and 2 deletions
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4
vn.trader/ctaAlgo/strategyAtrRsi.py
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@ -204,7 +204,7 @@ class AtrRsiStrategy(CtaTemplate):
self.short(bar.close-5, 1) self.short(bar.close-5, 1)
# 持有多头仓位 # 持有多头仓位
elif self.pos == 1: elif self.pos > 0:
# 计算多头持有期内的最高价，以及重置最低价 # 计算多头持有期内的最高价，以及重置最低价
self.intraTradeHigh = max(self.intraTradeHigh, bar.high) self.intraTradeHigh = max(self.intraTradeHigh, bar.high)
self.intraTradeLow = bar.low self.intraTradeLow = bar.low
@ -215,7 +215,7 @@ class AtrRsiStrategy(CtaTemplate):
self.orderList.append(orderID) self.orderList.append(orderID)
# 持有空头仓位 # 持有空头仓位
elif self.pos == -1: elif self.pos < 0:
self.intraTradeLow = min(self.intraTradeLow, bar.low) self.intraTradeLow = min(self.intraTradeLow, bar.low)
self.intraTradeHigh = bar.high self.intraTradeHigh = bar.high