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

This commit is contained in:
chenxy123 2016-07-28 22:16:33 +08:00
parent ab9d99d725
commit c2a1a8be0c

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@ -204,7 +204,7 @@ class AtrRsiStrategy(CtaTemplate):
self.short(bar.close-5, 1)
# 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
self.intraTradeHigh = max(self.intraTradeHigh, bar.high)
self.intraTradeLow = bar.low
@ -215,7 +215,7 @@ class AtrRsiStrategy(CtaTemplate):
self.orderList.append(orderID)
# 持有空头仓位
elif self.pos == -1:
elif self.pos < 0:
self.intraTradeLow = min(self.intraTradeLow, bar.low)
self.intraTradeHigh = bar.high