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//05 测试交易控制符

runmode:0;

variable:cc=0,zs=0,zy=0,daywindot=0,kcj=0;

exittime:=time>=145400;

closetime1:=time>=150500;

{ 信号输出需要添加的代码 --- BEGIN }

{ 变量（writeFileFlag + 3） --- 3是代表策略编号，不同策略编号唯一；

writeFileFlag3 指的是开仓方向： 1-开多 2-平多 3-开空 4-平空 }

globalvariable:writeFileFlag3=0,longFlag=0,shortFlag=0,initFlag=0;

if ISLASTBAR and initFlag = 0 then BEGIN

if holding > 0 then begin longFlag := 1; end

if holding < 0 then begin shortFlag := 1; end

initFlag := 1;

end

{ 信号输出需要添加的代码 --- END }

A:MA(C,M);

B:MA(C,N);

bb:=REF(C,1)>REF(B,1);{bb - 开多条件}

pd:=REF(C,1)<REF(A,1);{pd - 平多条件}

ss:=REF(C,1)<REF(A,1);{ss - 开空条件}

pk:=REF(C,1)>REF(B,1);{pk - 平空条件}

if cc>0 and pd then begin cc:=0; end //平多单 drawtext(1,o,\'2\',colorred,4);

if cc<0 and pk then begin cc:=0; end //平空单

//平空

if holding<0 and cc>=0 then begin

sellshort(1,1,market);

debugfile(\'d:\\jzt\\sinnal14.txt\',\'运行了1次平空，holding是%.2f\',holding);

pcj:=o;

//drawtext(1,o,\'4\',colorgreen,4);

if islastbar && writeFileFlag3 <> 4 && shortFlag = 1 then begin

shortFlag := 0;

writeFileFlag3 := 4;

debugfile2(\'D:\\jzt\\signal3.txt\', numtostr(date+19000000,0) + \',\' + numtostr(time,3) + \',\' + numtostr(writeFileFlag3,0) + \',\'+ \'%.2f\', pcj,0);

debugfile2(\'D:\\jzt\\signal3copy.txt\', numtostr(date+19000000,0) + \',\' + numtostr(time,3) + \',\' + numtostr(writeFileFlag3,0) + \',\'+ \'%.2f\', pcj,0);

end

//开空单

if cc=0 and ss then begin

cc:=-1;

zs:=c+c*30/10000;//空单止损条件

zy:=c-c*30*100/10000;//多单止盈条件

end

if exittime then begin

cc:=0;

end

//开空单

if holding=0 and cc<0 then begin

buyshort(1,1,market);

debugfile(\'d:\\jzt\\sinnal14.txt\',\'运行了1次开空，holding是%.2f\',holding);

kcj:=open;

//drawtext(1,o,\'3\',colorgreen,4);

if islastbar && writeFileFlag3 <> 3 && shortFlag = 0 then begin

shortFlag := 1;

writeFileFlag3 := 3;

debugfile2(\'D:\\jzt\\signal3.txt\', numtostr(date+19000000,0) + \',\' + numtostr(time,3) + \',\' + numtostr(writeFileFlag3,0) + \',\' + \'%.2f\', kcj,0);

debugfile2(\'D:\\jzt\\signal3copy.txt\', numtostr(date+19000000,0) + \',\' + numtostr(time,3) + \',\' + numtostr(writeFileFlag3,0) + \',\' + \'%.2f\', kcj,0);

end

if closetime1 then begin cc:=0; end