以文本方式查看主题 - 金字塔客服中心 - 专业程序化交易软件提供商 (http://weistock.com/bbs/index.asp) -- 公式模型编写问题提交 (http://weistock.com/bbs/list.asp?boardid=4) ---- [原创]合约信息公式 (http://weistock.com/bbs/dispbbs.asp?boardid=4&id=4677) |
-- 作者:z7c9 -- 发布时间:2011/1/1 15:35:03 -- [原创]合约信息公式 ContractInfo:
以下内容为程序代码:
1 runmode:1; 2 3 if stricmp(marketlabel,\'sq\')=0 then 4 label:=strleft(stklabel,2); 5 6 if stricmp(marketlabel,\'dq\')=0 then 7 label:=strleft(stklabel,1); 8 9 if stricmp(marketlabel,\'zq\')=0 then 10 label:=strleft(stklabel,2); 11 12 if stricmp(marketlabel,\'zj\')=0 then 13 label:=strleft(stklabel,2); 14 15 minmove:mindiff,linethick0; 16 17 bigpoint:multiplier,linethick0; 18 19 commission:if(stricmp(label,\'cu\')=0,0.03, 20 if(stricmp(label,\'al\')=0,6, 21 if(stricmp(label,\'zn\')=0,12, 22 if(stricmp(label,\'ru\')=0,0.025, 23 if(stricmp(label,\'au\')=0,45, 24 if(stricmp(label,\'fu\')=0,3, 25 if(stricmp(label,\'rb\')=0,0.015, 26 if(stricmp(label,\'wr\')=0,0.015, 27 if(stricmp(label,\'a\')=0,6, 28 if(stricmp(label,\'b\')=0,6, 29 if(stricmp(label,\'c\')=0,3, 30 if(stricmp(label,\'m\')=0,5, 31 if(stricmp(label,\'y\')=0,8, 32 if(stricmp(label,\'l\')=0,12, 33 if(stricmp(label,\'p\')=0,6, 34 if(stricmp(label,\'v\')=0,12, 35 if(stricmp(label,\'wt\')=0,3, 36 if(stricmp(label,\'ws\')=0,3, 37 if(stricmp(label,\'er\')=0,3, 38 if(stricmp(label,\'cf\')=0,12, 39 if(stricmp(label,\'sr\')=0,6, 40 if(stricmp(label,\'ta\')=0,8, 41 if(stricmp(label,\'ro\')=0,6, 42 if(stricmp(label,\'if\')=0,0.008,0)))))))))))))))))))))))),linethick0; 43 44 marginratio:if(stricmp(label,\'cu\')=0,0.16, 45 if(stricmp(label,\'al\')=0,0.14, 46 if(stricmp(label,\'zn\')=0,0.17, 47 if(stricmp(label,\'ru\')=0,0.18, 48 if(stricmp(label,\'au\')=0,0.14, 49 if(stricmp(label,\'fu\')=0,0.16, 50 if(stricmp(label,\'rb\')=0,0.16, 51 if(stricmp(label,\'wr\')=0,0.15, 52 if(stricmp(label,\'a\')=0,0.15, 53 if(stricmp(label,\'b\')=0,0.15, 54 if(stricmp(label,\'c\')=0,0.14, 55 if(stricmp(label,\'m\')=0,0.15, 56 if(stricmp(label,\'y\')=0,0.15, 57 if(stricmp(label,\'l\')=0,0.16, 58 if(stricmp(label,\'p\')=0,0.16, 59 if(stricmp(label,\'v\')=0,0.16, 60 if(stricmp(label,\'wt\')=0,0.15, 61 if(stricmp(label,\'ws\')=0,0.14, 62 if(stricmp(label,\'er\')=0,0.16, 63 if(stricmp(label,\'cf\')=0,0.17, 64 if(stricmp(label,\'sr\')=0,0.17, 65 if(stricmp(label,\'ta\')=0,0.16, 66 if(stricmp(label,\'ro\')=0,0.16, 67 if(stricmp(label,\'if\')=0,0.2,0)))))))))))))))))))))))),linethick0; 68 69 margin:rounds(close*multiplier*marginratio,2),linethick0; 70 71 slippage:0,linethick0; |
-- 作者:董小球 -- 发布时间:2011/1/4 15:36:52 -- 哇 要是有代码作用说明就好了 |