这种交易依赖于第一笔单,请问第一笔单是开盘第一张单吗?如果是夜盘,是不是夜盘开始下的第一张单呢?
IF BARPOS<=4 THEN//开盘第4根线,下完第一笔单之后,自动下10笔限价单
BEGIN
IF type(1)=1 THEN
BEGIN
BUY(1,1,LIMITR,ENTERPRICE-2);
BUY(1,1,LIMITR,ENTERPRICE-4);
BUY(1,1,LIMITR,ENTERPRICE-6);
BUY(1,1,LIMITR,ENTERPRICE-8);
BUY(1,1,LIMITR,ENTERPRICE-10);
SELL(1,1,LIMITR,ENTERPRICE+2);
SELL(1,1,LIMITR,ENTERPRICE+4);
SELL(1,1,LIMITR,ENTERPRICE+6);
SELL(1,1,LIMITR,ENTERPRICE+8);
SELL(1,1,LIMITR,ENTERPRICE+10);
END;
IF type(1)=2 THEN
BEGIN
BUY(1,1,LIMITR,EXITPRICE-2);
BUY(1,1,LIMITR,EXITPRICE-4);
BUY(1,1,LIMITR,EXITPRICE-6);
BUY(1,1,LIMITR,EXITPRICE-8);
BUY(1,1,LIMITR,EXITPRICE-10);
SELL(1,1,LIMITR,EXITPRICE+2);
SELL(1,1,LIMITR,EXITPRICE+4);
SELL(1,1,LIMITR,EXITPRICE+6);
SELL(1,1,LIMITR,EXITPRICE+8);
SELL(1,1,LIMITR,EXITPRICE+10);
END;
END;
IF BARPOS>4 THEN //开盘4根K线后开始程序化交易
BEGIN
IF type(1)=1 THEN
BEGIN
SELL(1,1,LIMITR,ENTERPRICE+2);
IF TREMAINQTY(1,'','')<=5 THEN
BEGIN
BUY(1,1,LIMITR,ENTERPRICE-10);
end;
END;
IF type(1)=2 THEN
BEGIN
IF TREMAINQTY(2,'','')<=5 THEN
BEGIN
SELL(1,1,LIMITR,EXITPRICE+10);
end;
BUY(1,1,LIMITR,EXITPRICE-2);
END;
END;