VARIABLE:止损值=0,aa=0;
交易数量:=1;
做多条件:=VBuy;
做空条件:=VSell;
IF 做多条件 AND aa=0 and time >= 092700 and time <= 150000 THEN
BEGIN
SELLSHORT(HOLDING<0,HOLDING, limitr, open),ORDERQUEUE; //平空
BUY(HOLDING=0,交易数量, limitr, open),ORDERQUEUE;//开多
Price:=AVGENTERPRICE;//持仓价位
止损值:=Price*0.9977;
aa:=1;
END
//画出多头的止损线
partline(holding>0,Price*0.9977,colorred);
IF 做空条件 AND aa=0 and time >= 092700 and time <= 150000 THEN
BEGIN
SELL(HOLDING>0,HOLDING,limitr, open),ORDERQUEUE;//平多
BUYSHORT(HOLDING=0 ,交易数量,limitr, open),ORDERQUEUE;//开空
Price:=AVGENTERPRICE;//持仓价位
止损值:=Price*1.0027;
aa:=2;
END
//画出空头的止损线
partline(holding<0, Price*1.0027, colorgreen);
输出:止损值,linethick0;
IF aa=1 AND CLOSE<=止损值 THEN //多头止损
BEGIN
多止损:SELL(HOLDING>0,HOLDING,MARKET),ORDERQUEUE;
BUYSHORT(HOLDING=0 ,交易数量,MARKET),ORDERQUEUE;
止损值:=0;
aa:=0;
END
IF aa=2 AND CLOSE>=止损值 THEN //空头止损
BEGIN
空止损:SELLSHORT(HOLDING<0,HOLDING,MARKET),ORDERQUEUE; //平空
BUY(HOLDING=0 ,交易数量,MARKET),ORDERQUEUE;//开多
止损值:=0;
aa:=0;
END
//收盘前5分钟平仓
if time >= 151200 then
begin
sell(holding > 0, 0, limitr, open);
sellshort(holding < 0, 0, limitr, open);
end
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楼主你的代码没问题