[PEL] 复制代码 cond:BARSSINCE2(TIMEZONECONVER(090000)<time,TODAYBAR);
AA:VALUEWHEN(WEEKDAY=1 AND cond=0,CLOSE);
//判断是否为周一夜盘。取反后表示非周一夜盘
COND2:not(WEEKDAY=1 and time<130000);
//尾盘时间过滤,因为应用于3、5,10分钟周期上,这里建议将3分钟和(5,10)分开处理。因为k先时间
//在3分钟上没有18:50:00这个节点。这里采用18:51:00
//n_time:185000,185100;
n_time:185000;
timecond:TIME<n_time;
if CROSS(close,AA)=1 THEN BEGIN
SELLSHORT(HOLDING<0,1,MARKET);
BUY(HOLDING=0 and COND2=1 AND timecond=1,1,MARKET);
END
if CROSS(AA,close)=1 THEN BEGIN
SELL(HOLDING>0,1,MARKET);
BUYSHORT(HOLDING=0 and COND2=1 AND timecond=1,1,MARKET);
END
if time=n_time then BEGIN
SELLSHORT(HOLDING<0,HOLDING,MARKET);
SELL(HOLDING>0,HOLDING,MARKET);
END
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