主题：请高手帮看看，不胜感激

引用某个品种本周期的开盘价,要用双引号,注意,公式代码的书写,都要在英文状态下,您的有的地方的写法,不是英文状态输入

YOPEN:="IF01$OPEN";
POPEN:="IF03$OPEN";

另:同一个下单语句的条件,不要有交叉.把红色标识的地方,等号去掉,类似情况下,等号也去掉

TSELLSHORT(YOPEN-POPEN<=MEAN,LOT1,lmt,YOPEN,0,'','IF12');

TSELLSHORT(YOPEN-POPEN>=MEAN,LOT2,lmt,POPEN,0,'','IF03');

完全按4楼5楼的建议改写,没有新的改写.

一根K线上没有频繁开仓,只是会不成交,有未成交委托.

逻辑相关问题,自行修改完善.

注意本地,(1)IF01和IF03的1分钟K线有数据.(2)只监测品种IF01

INPUT:M(10,1,100,1);
INPUT:a(1.67,1,100,1);
INPUT:N(75,1,100,1);
INPUT:num(1,1,10,1);

runmode:0;
YOPEN:="IF01$OPEN";
POPEN:="IF03$OPEN";
o1:YOPEN-POPEN,noaxis;
MEAN:MA(o1,M),noaxis;
vd:=std(o1,N);
UPPERBAND:MEAN+a*vd,noaxis;
LOWERBAND:MEAN-a*vd,noaxis;

IF NOT(ISLASTBAR) THEN EXIT;

//做空价差
IF TBUYHOLDINGEX('xx','IF01',0)=0 AND TBUYHOLDINGEX('xx','IF03',0)=0 AND TSELLHOLDINGEX('xx','IF01',0)=0 AND TSELLHOLDINGEX('xx','IF03',0)=0 THEN
BEGIN
TBUYSHORT(o1>=UPPERBAND,num,lmt,YOPEN,0,'xx','IF01');
TBUY(o1>=UPPERBAND,num,lmt,POPEN,0,'xx','IF03');
END

//做空套利平仓
IF TSELLHOLDINGEX('xx','IF01',0)>0 AND TBUYHOLDINGEX('xx','IF03',0)>0 and tenterbars>0 THEN
BEGIN
TSELLSHORT(o1<MEAN,num,lmt,YOPEN,0,'xx','IF01');
TSELL(o1<MEAN,num,lmt,POPEN,0,'xx','IF03');
END

//做多套利平仓
IF TBUYHOLDINGEX('xx','IF01',0)>0 AND TSELLHOLDINGEX('xx','IF03',0)>0 and tenterbars>0 THEN
BEGIN
TSELL(o1>MEAN,num,lmt,YOPEN,0,'xx','IF01');
TSELLSHORT(o1>MEAN,num,lmt,POPEN,0,'xx','IF03');
END