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-- 公式模型编写问题提交 (http://weistock.com/bbs/list.asp?boardid=4)
---- [求助]求助，这个如何限制只开一手 (http://weistock.com/bbs/dispbbs.asp?boardid=4&id=9180)
-- 发布时间：2011/11/29 21:51:13
-- [求助]求助，这个如何限制只开一手
模型如下，9:59:00这个时间开的仓位如何才能固定只开一手呢？其他时间的开仓都固定了一手，就是这个位置不行啊？
ss:=REFDATE(CLOSE,date,092900);
if time=095900 then
begin
buy(holding=0 and C<=ss+17.03,1,market);
buyshort(holding=0 and C>=ss-17.03,0,market);
end
ss:=REFDATE(CLOSE,date,095900);
if time=101300 then
begin
sellshort(holding<0 and C>=ss-17.03,0,market);
sell(holding>0 and C<=ss+17.03,0,market);
buy(holding=0 and C<=ss+17.03,1,market);
buyshort(holding=0 and C>=ss-17.03,1,market);
end
ss:=REFDATE(CLOSE,date,101300);
if time=105900 then
begin
sellshort(holding<0 and C>=ss-17.03,0,market);
sell(holding>0 and C<=ss+17.03,0,market);
buy(holding=0 and C<=ss+17.03,1,market);
buyshort(holding=0 and C>=ss-17.03,1,market);
end
ss:=REFDATE(CLOSE,date,105900);
if time=112800 then
begin
sellshort(holding<0 and C>=ss-17.03,0,market);
sell(holding>0 and C<=ss+17.03,0,market);
buy(holding=0 and C<=ss+17.03,1,market);
buyshort(holding=0 and C>=ss-17.03,1,market);
end
ss:=REFDATE(CLOSE,date,112800);
if time=135900 then
begin
sellshort(holding<0 and C>=ss-17.03,0,market);
sell(holding>0 and C<=ss+17.03,0,market);
buy(holding=0 and C<=ss+17.03,1,market);
buyshort(holding=0 and C>=ss-17.03,1,market);
end
ss:=REFDATE(CLOSE,date,135900);
if time=142900 then
begin
sellshort(holding<0 and C>=ss-17.03,0,market);
sell(holding>0 and C<=ss+17.03,0,market);
buy(holding=0 and C<=ss+17.03,1,market);
buyshort(holding=0 and C>=ss-17.03,1,market);
end
if time=145800 then
begin
sellshort(holding<0 ,0,market);
sell(holding>0 ,0,market);
end
-- 发布时间：2011/11/29 21:59:23
--
奇怪了 仓位固定为1啊
if time=095900 then
begin
buy(holding=0 and C<=ss+17.03,1,market);
buyshort(holding=0 and C>=ss-17.03,1,market);
end
-- 发布时间：2011/11/29 22:03:06
--
如图，9:59开的仓位是6手啊？怎样改为只开一手？
-- 发布时间：2011/11/29 22:47:19
--
终于搞掂了，呵呵！
-- 发布时间：2012/11/4 21:11:17
--
终于搞掂了，呵呵！
怎么搞定的，具体说说吧