写一个交易策略的基本框架
A framework to a trading strategy
1. 仓位个数
MaxSpread > 0 && (ASK - BID) > MaxSpread
CalculationModel !=0 && isNewBar
if(MultiOrder) maxOrder =1
2. 条件
filter condition
execution condition
if ( condition)
{
buy
}
写一个交易策略的基本框架
A framework to a trading strategy
1. 仓位个数
MaxSpread > 0 && (ASK - BID) > MaxSpread
CalculationModel !=0 && isNewBar
if(MultiOrder) maxOrder =1
2. 条件
filter condition
execution condition
if ( condition)
{
buy
}