VBA做的移动止损 - 高级功能研发区 - 金字塔客服中心 - 专业程序化交易软件提供商

Sub APPLICATION_VBAStart()
'设置一个定时器
call Application.SetTimer(2,5000)
End Sub

Sub APPLICATION_Timer(ID)

'得到指定的CTP帐户信息，
dim Cash'现金余额
dim Guaranteemoney'占用保证金
dim Money'当前可用资金

Cash = Order.Account2(3)
Guaranteemoney = Order.Account2(28)
Money=Order.Account2(19)
'MsgBox Cash
'MsgBox Guaranteemoney
'MsgBox Money

'返回持仓数量,成本等
dim BuyHoding
dim BuyCost
dim BuyTodayHoding
dim SellHoding
dim SellCost
dim SellTodayHoding
dim PNL
dim UseMargin
dim Code
dim Market

'取第一个当前默认帐户持仓品种
Result = Order.HoldingInfo2(0,BuyHoding,BuyCost,BuyTodayHoding,SellHoding,SellCost,SellTodayHoding,PNL,UseMargin ,Code,Market)
If Result <> 1 Then
Exit Sub
End If

'显示当前的买入持仓量
MsgBox BuyCost
'msgbox BuyHoding
'MsgBox Market
'MsgBox code

'取指定品种的和约信息
dim Multipliter, MinTick, ShortPercent, LongPercent'该品种的乘数/单位（也就是交易单位），该品种的最小变动单位，该品种的空头保证金，该品种的多头保证金
Result2 = Order.Contract(Code, Market, Multipliter, MinTick, ShortPercent, LongPercent)
If Result2 <> 1 Then
Exit Sub
End If
'MsgBox Market
'MsgBox code
'MsgBox Multipliter
'msgbox MinTick
'MsgBox ShortPercent
'MsgBox LongPercent

'取au1011的最新动态行情数据
'set Report1 = marketdata.GetReportData("SRX00","ZQ")
set Report1 = marketdata.GetReportData(code,Market)
    'msgbox Report1.NewPrice '显示最新价

Pre=BuyCost/Multipliter/BuyHoding'买入成本价
NewPrice= Report1.NewPrice'最新价格
ZF = (Pre - NewPrice) /Pre * 100
Highprice=BuyCost

'1///////////////////如果直接下跌的话直接止损
if NewPrice-pre<0 then
  If Zf >=5 then'亏损超过5%止损

  order.OrderQueue = 1
  call order.sell(1,BuyHoding,0,0,"code","Market","",0)
  End if
  End if
  '2//////////////////如果涨了的话实现移动止损
  if NewPrice-pre>0 then
   if Highprice-NewPrice<0 then
    Highprice=NewPrice
   else
    Highprice=Highprice

   End if
  End if

  if NewPrice-pre>0 and Highprice-NewPrice>0 then
  xf = (Highprice - NewPrice) /Highprice * 100
  If xf >=5 then'和最高盈利价相比亏损超过5%止损

  order.OrderQueue = 1
  call order.sell(1,BuyHoding,0,0,"code","Market","",0)

  End if
  End if
End Sub

主题：VBA做的移动止损