DK: 多开条件;
KK: 空开条件;
DP: 多平条件;
KP: 空平条件;
ZC:总仓位手数
ZS:止损点数
XD:下单手数
if TBUYHOLDINGEX('801000','IF04',1)<ZC AND TSELLHOLDINGEX('801000','IF04',1)=0 then
begin;
如果多持仓小于总总仓位手数且无空持仓
TBUY(DK AND TBUYHOLDINGEX('801000','IF04',1)<ZC,XD,MKT,0,0,'801000','IF04'),allowrepeat;
END 每次按下单手数买多
if TBUYHOLDINGEX('801000','IF04',1)=0 AND TSELLHOLDINGEX('801000','IF04',1)<ZC then begin;
如果空持仓小于总总仓位手数且无多持仓
TBUYSHORT(KK AND TSELLHOLDINGEX('801000','IF04',1)<ZC,XD,MKT,0,0,'801000','IF04'),allowrepeat;
END每次按下单手数卖空
if TBUYHOLDINGEX('801000','IF04',1)>0 AND TSELLHOLDINGEX('801000','IF04',1)=0 then begin;
如果有多持仓且无空持仓
TSELL(DP AND TBUYHOLDINGEX('801000','IF04',1)<>0 ,XD,MKT,0,0,'801000','IF04'),allowrepeat;
TSELL(TAVGENTERPRICEEX2('801000','IF04',0)-C>=ZS AND TBUYHOLDINGEX('801000','IF04',1)<>0 ,XD,MKT,0,0,'801000','IF04'),allowrepeat;
每次按下单手数平多
end
if TBUYHOLDINGEX('801000','IF04',1)=0 AND TSELLHOLDINGEX('801000','IF04',1)>0 then begin;
如果有空持仓且无多持仓
TSELLSHORT(KP AND TSELLHOLDINGEX('801000','IF04',1)<>0,XD,MKT,0,0,'801000','IF04'),allowrepeat;
TSELLSHORT(C-TAVGENTERPRICEEX2('801000','IF04',1)>=ZS AND TSELLHOLDINGEX('801000','IF04',1)<>0,XD,MKT,0,0,'801000','IF04'),allowrepeat;
end每次按下单手数平空