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//股指期货自动交易程序（净单交易）

//编制

//日期：

r1:=barslast(date<>ref(date,1));

//********************************

rr1:=stkindiex('if00','qq25.持仓',0,22,65,400);

rr2:=stkindiex('if00','qq25.持仓',0,22,80,400);

rr3:=stkindiex('if00','qq25.持仓',0,22,85,400);

rr4:=stkindiex('if00','qq25.持仓',0,22,90,400);

rr5:=stkindiex('if00','qq25.持仓',0,22,115,400);

rr6:=stkindiex('if00','qq25.持仓',0,22,125,400);

rr7:=stkindiex('if00','qq25.持仓',0,22,185,400);

r12:=rr1+rr2+rr3+rr4+rr5+rr6+rr7;

//***************第一遍***************

if holding=0 and r12>0 then buy(1,r12,limitr,c);

if holding=0 and r12<0 then buyshort(1,abs(r12),limitr,c);

if holding>0 and r12>0 and holding>r12 then sell(1,holding-r12,limitr,c);

if holding>0 and r12>0 and holding<r12 then buy(1,r12-holding,limitr,c);

if holding>0 and r12<0 then

begin

sell(1,holding,limitr,c);

buyshort(1,abs(r12),limitr,c);

end

if holding<0 and r12<0 and holding>r12 then buyshort(1,holding-r12,limitr,c);

if holding<0 and r12<0 and holding<r12 then sellshort(1,r12-holding,limitr,c);

if holding<0 and r12>0 then

begin

sellshort(1,holding,limitr,c);

buy(1,r12,limitr,c);

end

if r12=0 and holding>0 then sell(holding>0,holding,limitr,c);

if r12=0 and holding<0 then sellshort(holding<0,abs(holding),limitr,c);

//***************第2遍***************

if holding=0 and r12>0 then buy(1,r12,limitr,c);

if holding=0 and r12<0 then buyshort(1,abs(r12),limitr,c);

if holding>0 and r12>0 and holding>r12 then sell(1,holding-r12,limitr,c);

if holding>0 and r12>0 and holding<r12 then buy(1,r12-holding,limitr,c);

if holding>0 and r12<0 then

begin

sell(1,holding,limitr,c);

buyshort(1,abs(r12),limitr,c);

end

if holding<0 and r12<0 and holding>r12 then buyshort(1,holding-r12,limitr,c);

if holding<0 and r12<0 and holding<r12 then sellshort(1,r12-holding,limitr,c);

if holding<0 and r12>0 then

begin

sellshort(1,holding,limitr,c);

buy(1,r12,limitr,c);

end

if r12=0 and holding>0 then sell(holding>0,holding,limitr,c);

if r12=0 and holding<0 then sellshort(holding<0,abs(holding),limitr,c);

//***************第3遍***************

if holding=0 and r12>0 then buy(1,r12,limitr,c);

if holding=0 and r12<0 then buyshort(1,abs(r12),limitr,c);

if holding>0 and r12>0 and holding>r12 then sell(1,holding-r12,limitr,c);

if holding>0 and r12>0 and holding<r12 then buy(1,r12-holding,limitr,c);

if holding>0 and r12<0 then

begin

sell(1,holding,limitr,c);

buyshort(1,abs(r12),limitr,c);

end

if holding<0 and r12<0 and holding>r12 then buyshort(1,holding-r12,limitr,c);

if holding<0 and r12<0 and holding<r12 then sellshort(1,r12-holding,limitr,c);

if holding<0 and r12>0 then

begin

sellshort(1,holding,limitr,c);

buy(1,r12,limitr,c);

end

if r12=0 and holding>0 then sell(holding>0,holding,limitr,c);

if r12=0 and holding<0 then sellshort(holding<0,abs(holding),limitr,c);

//********************************

盈亏:asset-1000000,colorred,linethick1,noaxis;

日盈亏:asset-ref(asset,todaybar),noaxis,colorred,linethick0;

持仓:holding,linethick0;

注意：1.信号不要闪，否则会来回交易；

2.最好是用专业版tbuy,tsell.....;

3.如果是标准版引用了3个程序的holding，最好是执行3遍。

[此贴子已经被作者于2015/2/10 15:33:25编辑过]

主题：金字塔能不能把3个模型股指的多、空持仓相抵后再下单