-- 作者:klc
-- 发布时间:2013/3/24 19:26:27
-- 分享一个判断主力合约的代码
参考了之前jinzhe的代码,写了一个判断主力合约的代码:
//判断主力合约,作为走势判断依据 v0:=callstock(\'if00\',vtopenint,6,-1); v1:=callstock(\'if01\',vtopenint,6,-1); v2:=callstock(\'if02\',vtopenint,6,-1); v3:=callstock(\'if03\',vtopenint,6,-1); v4:=callstock(\'if04\',vtopenint,6,-1); v5:=callstock(\'if05\',vtopenint,6,-1); v6:=callstock(\'if06\',vtopenint,6,-1); v7:=callstock(\'if07\',vtopenint,6,-1); v8:=callstock(\'if08\',vtopenint,6,-1); v9:=callstock(\'if09\',vtopenint,6,-1); v10:=callstock(\'if10\',vtopenint,6,-1); v11:=callstock(\'if11\',vtopenint,6,-1); v12:=callstock(\'if12\',vtopenint,6,-1); nn:=if(v1>v12*0.85 and v1>v0*0.85 and v1>v2,\'IF01\',if(v2>v1*0.85 and v2>v0*0.85 and v2>v3,\'IF02\',if(v3>v2*0.85 and v3>v0*0.85 and v3>v4,\'IF03\',if(v4>v3*0.85 and v4>v0*0.85 and v4>v5,\'IF04\',if(v5>v4*0.85 and v5>v0*0.85 and v5>v6,\'IF05\',if(v6>v5*0.85 and v6>v0*0.85 and v6>v7,\'IF06\',if(v7>v6*0.85 and v7>v0*0.85 and v7>v8,\'IF07\',if(v8>v7*0.85 and v8>v0*0.85 and v8>v9,\'IF08\',if(v9>v8*0.85 and v9>v0*0.85 and v9>v10,\'IF09\',if(v10>v9*0.85 and v10>v0*0.85 and v10>v11,\'IF10\',if(v11>v10*0.85 and v11>v0*0.85 and v11>v12,\'IF11\',if(v12>v11*0.85 and v12>v0*0.85 and v12>v1,\'IF12\',\'IF00\'))))))))))));
原理就是用昨日收盘持仓量来判断,持仓量最大的或下一月份持仓量即将超过本月持仓量时,就选取为主力合约。
nn就是主力合约的代码。可以用来在公式里面用callstock等函数来分析,一般用持仓量最大的主力合约来作交易信号分析比较有效,因为主力和约持仓量交易量都大,一般不容易出现小概率的极端行情。
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