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[此贴子已经被作者于2015/7/8 10:30:18编辑过]
我用的图表模式,分两个窗口交易不同的产品。A程序:
PZA:='IF07';
PZB:='IH07';
wmin:=1; //3分钟周期
a1:=STKINDI(PZA ,'rsi' ,0, 21,wmin);
a2:=STKINDI(PZB ,'rsi' ,0 ,21,wmin);
a3:=a1-a2;
//JC:="IF07$CLOSE"-"IH07$CLOSE";
//交易系统
//突破0轴
up:=CROSS(a3,0);//上升
down:=cross(a3,0);//下降
if up then
begin
平空:SELLSHORT(HOLDING<0,1,MARKET);
开多:=BUY(HOLDING=0,1,MARKETR,DYNAINFO2(7,PZA));
end
IF down THEN
BEGIN
平多:SELL(HOLDING>0,1,MARKET);
开空:BUYSHORT(holding=0,1,MARKET,DYNAINFO2(7,PZA));
END
//持仓:holding,linethick0;
//资产:asset,noaxis;
//可用多头现金:cash(0),linethick0;
//可用空头现金:cash(1),linethick0;
//收盘平仓
T2:=TIME>=145500;
收盘平多:SELL(T2 AND HOLDING>0,0,MARKET) ;
收盘平空:SELLSHORT(T2 AND HOLDING<0,0,MARKET) ;
============
B程序:
PZA:='IF07';
PZB:='IH07';
wmin:=1; //3分钟周期
a1:=STKINDI(PZA ,'rsi' ,0, 21,wmin);
a2:=STKINDI(PZB ,'rsi' ,0 ,21,wmin);
a3:=a1-a2;
JC:="IF07$CLOSE"-"IH07$CLOSE";
//交易系统
//突破0轴
up:=CROSS(a3,0);//上升
down:=cross(a3,0);//下降
if up then
begin
平多:SELL(HOLDING>0,1,MARKET);
开空:BUYSHORT(holding=0,1,MARKET,DYNAINFO2(7,PZB));
end
IF down THEN
BEGIN
平空:SELLSHORT(HOLDING<0,1,MARKET);
开多:=BUY(HOLDING=0,1,MARKETR,DYNAINFO2(7,PZB));
END
//持仓:holding,linethick0;
//资产:asset,noaxis;
//可用多头现金:cash(0),linethick0;
//可用空头现金:cash(1),linethick0;
//收盘平仓
T2:=TIME>=145500;
收盘平多:SELL(T2 AND HOLDING>0,0,MARKET) ;
收盘平空:SELLSHORT(T2 AND HOLDING<0,0,MARKET) ;
开空:BUYSHORT(holding=0,1,MARKET,DYNAINFO2(7,PZB));
开多:=BUY(HOLDING=0,1,MARKETR,DYNAINFO2(7,PZB));
marketr后边不能加东西了,后边的去掉后再试试,把日志勾上,还不行的话贴日志