def on_15min_bar(self, bar: BarData):
""""""
self.cancel_all()
am = self.am
am.update_bar(bar)
if not am.inited:
return
self.boll_up, self.boll_down = am.boll(self.boll_window, self.boll_dev)
self.boll_mid = am.sma(self.boll_window)
if self.pos == 0:
self.buy(self.boll_up, self.fixed_size, True)
self.short(self.boll_down, self.fixed_size, True)
self.long_entry = self.boll_up
self.short_entry = self.boll_down
elif self.pos > 0:
if bar.close_price <= self.boll_mid:
self.sell(bar.close_price - 5, abs(self.pos))
self.long_sl = self.long_entry - self.fixed_sl
self.sell(self.long_sl, abs(self.pos), True)
elif self.pos < 0:
if bar.close_price >= self.boll_mid:
self.cover(bar.close_price + 5, abs(self.pos))
self.short_sl = self.short_entry + self.fixed_sl
self.cover(self.short_sl, abs(self.pos), True)
self.put_event()
请问在持仓为0的时候，要同时buy 和 short, 即开多又开空
