主题：提前下单问题

以下是引用jinzhe在2014/12/12 17:05:19的发言：

ABB:=((TIME0-TIMETOT0(DYNAINFO(207))<5) AND ISLASTBAR AND (TIME=101500 OR TIME=113000 OR TIME=150000)) OR NOT(ISLASTBAR);

//平多

IF 平多条件 AND ABB THEN SELL(HOLDING>0,0,MARKET);

//平空

IF 平空条件AND ABB THEN SELLSHORT(HOLDING<0,0,MARKET);

//开多

IF 开多条件AND ABB THEN

BEGIN

         SELLSHORT(HOLDING<0,0,MARKET);

         BUY(HOLDING>=0,10,MARKET);

END;

//开空

IF 开空条件AND ABB THEN

BEGIN

         SELL(HOLDING>0,0,MARKET);

         BUYSHORT(HOLDING<=0,10,MARKET);

END;

 

IF ref(开多条件,1) AND time<>101500 and time<>113000 and time<>150000 THEN

BEGIN

         SELLSHORT(HOLDING<0,0,MARKET);

         BUY(HOLDING>=0,10,MARKET);

END;

//开空

IF ref(开空条件,1)AND time<>101500 and time<>113000 and time<>150000  THEN

BEGIN

         SELL(HOLDING>0,0,MARKET);

         BUYSHORT(HOLDING<=0,10,MARKET);

END;