菲阿里四价(VBA 版) - 交易策略发布专区 - 金字塔客服中心 - 专业程序化交易软件提供商

在此提供个vba交易模板由菲阿里四价pel版改写过来，希望高手们也可以慷慨提供更多的vba模板供金字塔用户使用

''''''''''手数
dim ss
ss = 1

''''''''''多头止损系数
dim n1
n1 = 10

'''''''''空头止损系数
dim n2
    n2 = 10

'''''''''
dim n3
    n3 = 4

dim LastHigh
dim LastLow
dim LastClose
dim Icode
dim Imarket

sub application_vbastart()
call MarketData.RegReportNotify("if03","zj")
end sub

sub MarketData_ReportNotify(ReportData)
    set ReportData = MarketData.GetReportData("if03","zj")
    NewPrice = ReportData.NewPrice
    LastHigh = ReportData.LastHigh
    'call application.MsgOut(LastHigh&" "&NewPrice)

    '''''''''''''''''持仓信息
    dim BuyHoding
    dim SellHoding
    dim BuyCost
    'dim SellHoding
    call order.HoldingInfoByCode2("if03","zj", BuyHoding, BuyCost, BuyTodayHoding, SellHoding, SellCost, SellTodayHoding, PNL, UseMargin,Account)
    ''''''''''''''''品种信息
    dim MinTick
    call order.Contract("if03","zj", Multipliter, MinTick, ShortPercent, LongPercent)

'''''''''''''''''''''多头
'BuyHoding=0 and SellHolding=0 and
    if Hour(Time) >09 and Hour(Time) <14 and    NewPrice>LastHigh and BuyHolding = 0 then
       call application.MsgOut("多头开！")
       call order.buy(1,ss,0,0,"if03","zj","",0)
    end if

'''''''''''''''''''''空头
'BuyHoding=0 and SellHolding=0 and
    if Hour(Time) >09 and Hour(Time) <14 and   NewPrice<LastHigh and SellHolding = 0 then
       call application.MsgOut("空头开！")
       call order.buyshort(1,ss,0,0,"if03","zj","",0)
    end if
'''''''''''''''''''''多止损

    if BuyHoding>0 and NewPrice<BuyCost-n1*MinTick and Hour(Time) >09 and Hour(Time) <14 then
       call application.MsgOut("多头止损！")
       call order.Sell(1,BuyHolding,0,0,"if03","zj","",0)
    end if

'''''''''''''''''''''空止损

    if SellHoding>0 and NewPrice>BuyCost+n2*MinTick and Hour(Time) >09 and Hour(Time) <14 then
       call application.MsgOut("空头开！")
       call order.SellShort(1,SellHolding,0,0,"if03","zj","",0)
    end if
'''''''''''''''''''''日内平仓

    if Hour(Time) >= 14 and Hour(Time) <=15 then
       call application.MsgOut("收盘全平！")
       call order.Sell(1,BuyHolding,0,0,Icode,Imarket,"",1)
       call order.SellShort(1,SellHolding,0,0,"if03","zj","",1)
    end if
End Sub

Sub UserForm1_CommandButton1_Click()
call application.MsgOut(LastHigh&" "&NewPrice)
End Sub

主题：菲阿里四价(VBA 版)