程序化交易实盘俱乐部-如何在信号确立后，每隔20秒执行一次开仓命令？金字塔客服中心 - 专业程序化交易软件提供商

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----  如何在信号确立后，每隔20秒执行一次开仓命令？  (http://weistock.com/bbs/dispbbs.asp?boardid=9&id=167514)

--  作者：15024973998
--  发布时间：2019/1/4 11:42:21
--  如何在信号确立后，每隔20秒执行一次开仓命令？
在实际开仓过程中，为避免一次性委托所带来的过大点差，应该采取分成5次开仓，每次1/5仓，但是在程序执行开仓时，应该如何设置编程？望解答，万分感谢

--  作者：风度翩翩
--  发布时间：2019/5/27 16:43:54
--

abb1:=(time0-timetot0(dynainfo(207)))<=30*60-20*TN OR NOT(ISLASTBAR);
IF TN<5 AND abb1 THEN begin

if holding>0 then buy(1,0.2*手数,thisclose);
if holding<0 then buyshort(1,0.2*手数,thisclose);
TN:=TN+1
end

30分钟K图表上，轮询模式中间隔1秒轮询1次

[此贴子已经被作者于2019/5/27 16:45:30编辑过]

--  作者：风度翩翩
--  发布时间：2019/5/27 17:13:59
--

B1:=0;B2:=0;B3:=0;B4:=0;B5:=0;TN:=1;

abb1:=(time0-timetot0(dynainfo(207)))<=30*60-20*TN OR NOT(ISLASTBAR);
IF TN<5 AND abb1 THEN begin

if B1=0 AND holding>0 then BEGIN buy(1,0.2*手数,thisclose); B1:=1; TN:=TN+1; END
if B1=0 AND holding<0 then BEGIN buyshort(1,0.2*手数,thisclose);B1:=1; TN:=TN+1; END
if B2=0 AND holding>0 then BEGIN buy(1,0.2*手数,thisclose); B2:=1; TN:=TN+1; END
if B2=0 AND holding<0 then BEGIN buyshort(1,0.2*手数,thisclose);B2:=1; TN:=TN+1; END
if B3=0 AND holding>0 then BEGIN buy(1,0.2*手数,thisclose); B3:=1; TN:=TN+1; END
if B3=0 AND holding<0 then BEGIN buyshort(1,0.2*手数,thisclose);B3:=1; TN:=TN+1; END
if B4=0 AND holding>0 then BEGIN buy(1,0.2*手数,thisclose); B4:=1; TN:=TN+1; END
if B4=0 AND holding<0 then BEGIN buyshort(1,0.2*手数,thisclose);B4:=1; TN:=TN+1; END
if B5=0 AND holding>0 then BEGIN buy(1,0.2*手数,thisclose); B5:=1; TN:=TN+1; END
if B5=0 AND holding<0 then BEGIN buyshort(1,0.2*手数,thisclose);B5:=1; TN:=TN+1; END

end

30分钟K图表上，轮询模式中间隔1秒轮询1次

--  作者：风度翩翩
--  发布时间：2019/5/27 18:25:07
--

TN:=1;
//M1:TIME0-TIMETOT0(DYNAINFO(207)),LINETHICK0;//剩余秒数

abb1:=(time0-timetot0(dynainfo(207)))<=TIME0-20 OR NOT(ISLASTBAR);
IF TN=1 AND abb1 THEN begin
if holding>0 then BEGIN buy(1,0.2*手数,thisclose); TN:=TN+1; END
if holding<0 then BEGIN buyshort(1,0.2*手数,thisclose);TN:=TN+1; END
end

abb2:=(time0-timetot0(dynainfo(207)))<=TIME0-40 OR NOT(ISLASTBAR);
IF TN=2 AND abb2 THEN begin
if holding>0 then BEGIN buy(1,0.2*手数,thisclose); TN:=TN+1; END
if holding<0 then BEGIN buyshort(1,0.2*手数,thisclose); TN:=TN+1; END
end

abb3:=(time0-timetot0(dynainfo(207)))<=TIME0-60 OR NOT(ISLASTBAR);
IF TN=3 AND abb3 THEN begin
if holding>0 then BEGIN buy(1,0.2*手数,thisclose); TN:=TN+1; END
if holding<0 then BEGIN buyshort(1,0.2*手数,thisclose); TN:=TN+1; END
end

abb4:=(time0-timetot0(dynainfo(207)))<=TIME0-80 OR NOT(ISLASTBAR);
IF TN=4 AND abb4 THEN begin
if holding>0 then BEGIN buy(1,0.2*手数,thisclose); TN:=TN+1; END
if holding<0 then BEGIN buyshort(1,0.2*手数,thisclose); TN:=TN+1; END
end

abb5:=(time0-timetot0(dynainfo(207)))<=TIME0-100 OR NOT(ISLASTBAR);
IF TN=5 AND abb5 THEN begin
if holding>0 then BEGIN buy(1,0.2*手数,thisclose); TN:=TN+1; END
if holding<0 then BEGIN buyshort(1,0.2*手数,thisclose); TN:=TN+1; END
end

30分钟K图表上，轮询模式中间隔1秒轮询1次

--  作者：风度翩翩
--  发布时间：2019/5/27 18:34:42
--

TN:=1;T0:=REF(TIME0,1);

//M1:TIME0-TIMETOT0(DYNAINFO(207)),LINETHICK0;//剩余秒数

abb1:=timetot0(dynainfo(207))>=T0+20 OR NOT(ISLASTBAR);
IF TN=1 AND abb1 THEN begin
if holding>0 then BEGIN buy(1,0.2*手数,thisclose); TN:=TN+1; END
if holding<0 then BEGIN buyshort(1,0.2*手数,thisclose);TN:=TN+1; END
end

abb2:=timetot0(dynainfo(207))>=T0+40 OR NOT(ISLASTBAR);
IF TN=2 AND abb2 THEN begin
if holding>0 then BEGIN buy(1,0.2*手数,thisclose); TN:=TN+1; END
if holding<0 then BEGIN buyshort(1,0.2*手数,thisclose); TN:=TN+1; END
end

abb3:=timetot0(dynainfo(207))>=T0+60 OR NOT(ISLASTBAR);
IF TN=3 AND abb3 THEN begin
if holding>0 then BEGIN buy(1,0.2*手数,thisclose); TN:=TN+1; END
if holding<0 then BEGIN buyshort(1,0.2*手数,thisclose); TN:=TN+1; END
end

abb4:=timetot0(dynainfo(207))>=T0+80 OR NOT(ISLASTBAR);
IF TN=4 AND abb4 THEN begin
if holding>0 then BEGIN buy(1,0.2*手数,thisclose); TN:=TN+1; END
if holding<0 then BEGIN buyshort(1,0.2*手数,thisclose); TN:=TN+1; END
end

abb5:=timetot0(dynainfo(207))>=T0+100 OR NOT(ISLASTBAR);
IF TN=5 AND abb5 THEN begin
if holding>0 then BEGIN buy(1,0.2*手数,thisclose); TN:=TN+1; END
if holding<0 then BEGIN buyshort(1,0.2*手数,thisclose); TN:=TN+1; END
end

30分钟K图表上，轮询模式中间隔1秒轮询1次

--  作者：风度翩翩
--  发布时间：2019/5/29 12:03:13
--
我实现了。。。