又不少隔夜的单子~
集合竞价开盘价一出来预警就触发了
这时候下单会被拒成为废单...
如何让此类预警等到开盘后立即发出去？
勾选只在交易时段进行程序化家交易
或者使用DYNAINFO(207)这个函数.
以下是一个避开集合竞价时间发委托的该函数的简单示例(图表程序化),希望对您有帮助.
runmode:0;
ma60:ma(close,60);
//建立多头进场条件
long:=h>ma60 AND ma60>ref(ma60,1);
if (long and not(islastbar)) or (long and islastbar and dynainfo(207)>opentime(1)) then
begin
sellshort(holding < 0, 0, market);
buy(holding = 0, 1, market);
end
//建立空头进场条件
short:=l<ma60 AND ma60<ref(ma60,1);
if (short and not(islastbar)) or (short and islastbar and dynainfo(207)>opentime(1)) then
begin
sell(holding > 0, 0, market);
buyshort(holding = 0, 1, market);
end
if (holding>0 and not(islastbar)) or (holding>0 and islastbar and dynainfo(207)>opentime(1)) then
sell(l<=ma60 and enterbars>0,0,market);
if (holding<0 and not(islastbar)) or (holding<0 and islastbar and dynainfo(207)>opentime(1)) then
sellshort(h>=ma60 and enterbars>0,0,market);