-- 作者:shuerdd
-- 发布时间:2014/7/29 11:23:39
-- 哈哈
//最小变动价位: zx:DYNAINFO(208),LINETHICK0; //zx是最小变动价位,实际中为2个,除以2再乘以y,则可以实现y为最小一个变动价位。 n:=(zx/2)*y; DK:=ZIG(4,n/10),LINETHICK2; hk:=VALUEWHEN(dk<=ref(dk,1) and ref(DK,1)>REF(DK,2),REF(DK,1)*(1-N/1000)-0.0001); Lk:=VALUEWHEN(dk>=ref(dk,1) and ref(DK,1)<REF(DK,2),REF(DK,1)*(1+N/1000)+0.0001); HD:IF(DK<=ref(DK,1) AND DK>HK,HK,DK),LINETHICK2,COLORGREEN; LD:iF(DK>=REF(DK,1) AND DK<LK,LK,DK),LINETHICK2,COLORRED; {买开,卖开条件} MC1:=IF(DK>=REF(DK,1) AND REF(DK,1)<REF(DK,2) AND l>LK,1,0); MC2:=IF(DK>=REF(DK,1) AND CROSS(l,LK),1,0); MR1:=IF(DK<=REF(DK,1) AND REF(DK,1)>REF(DK,2) AND h<HK,1,0); MR2:=IF(DK<=REF(DK,1) AND CROSS(HK,h),1,0); {买入卖出条件} Mc:=if(MC1=1 OR MC2=1,1,0); Mr:=IF(MR1=1 OR MR2=1,1,0); pd:=MR;//平多条件 kd:=MC;//开多条件 PK:=Mc;//开空条件 KK:=Mr;//平空条件
//以下为平仓反手时的语法,先开多,后平空; //注意,用 LIMITR语句仍未下一个开盘成交,用limit怎么样? if kd then begin sellshort(holding<0,0,MARKET); buy(holding=0 and kd ,1,MARKET); end if kk then begin sell(holding>0,0,MARKET); buyshort(holding=0 and kk,1,MARKET); end
|