2010年5月18日 星期二

CDP 當沖程式 From TSTS星人

Target: Port TS 2 Our RealDDE Advantages : 1. flexible (NO TS, Met Server...) 2. Faster (Direct Link in Fubon DDE Server) 3. Memory (Memory Size Define by User) 4. replaceable (user can replace the entry rule easily) Disadvantages: 1. Cracker Fubon DDE Server is not stable, we should rerun it by hand. No automatic run. 2. CPU time / Memory if the Memory Size is so Deep, that would influence our performance and throughput. Sample Case: 分成兩大部分, RealDDE, TS->RealDDE(portable) RealDDE: 請參考 http://funningboy.blogspot.com/2010/05/real-4-fubon-dde.html TS->RealDDE(portable): 是用 TSTS星人所寫的 CDP 當沖程式(TS),改寫成我們的Format,且能跟RealDDE做結合. 可參考 TSTS 星人所寫的 CDP當沖程式跟原理. http://ts8.blogspot.com/2009/09/cdp.html?showComment=1273498372696#c4508543946141294345
PS: 回測績效請參考 TSTS星人用 (TS)跑的回測,這邊我們只是做Map的教學, 讓使用者能夠寫策略跟RealDDE做Link. Result:
PS: 本系統不俱自動下單功能,只有提示跟警示功能.

2 則留言:

  1. Bugs report
    1. OpenD ,
    LowD ,
    CloseD, tied to "HighD"

    2. INX 2 Arr loc

    all the bugs have be update
    i put the new link here,thx

    http://sites.google.com/site/funningboy/perl_code/TSTS.pm?attredirects=0&d=1

    回覆刪除