 
等级: 超级版主
- 注册:
- 2021-5-18
- 曾用名:
- gxx978
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参考如下代码逻辑:
RSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;
K:=SMA(RSV,3,1);
D:=SMA(K,3,1);
J:=3*K-2*D;
手数:=1;
//交易条件
开多平空条件:=CROSS(J,0);//开多平空条件
开空平多条件:=CROSS(100,J);//开空平多条件
//交易系统
平空:SELLSHORT(开多平空条件,手数,MARKET);
平多:SELL(开空平多条件,手数,MARKET);
开多:BUY(开多平空条件,手数,MARKET);
开空:BUYSHORT(开空平多条件,手数,MARKET);
YP1:T0TOTIME(TIMETOT0(CLOSETIME(1))-60)<=DYNAINFO(207) OR T0TOTIME(TIMETOT0(CLOSETIME(2))-60)<=DYNAINFO(207) OR T0TOTIME(TIMETOT0(CLOSETIME(3))-60)<=DYNAINFO(207) OR T0TOTIME(TIMETOT0(CLOSETIME(0))-60)<=DYNAINFO(207);
YP2:TIME=CLOSETIME(1) OR TIME=CLOSETIME(2) OR TIME=CLOSETIME(3) OR TIME=CLOSETIME(0);
BP1:T0TOTIME(TIMETOT0(CLOSETIME(1))-60)<=DYNAINFO(207) OR T0TOTIME(TIMETOT0(CLOSETIME(2))-60)<=DYNAINFO(207) OR T0TOTIME(TIMETOT0(CLOSETIME(0))-60)<=DYNAINFO(207);
BP2:TIME=CLOSETIME(1) OR TIME=CLOSETIME(2) OR TIME=CLOSETIME(0);
IF CLOSETIME(0)=CLOSETIME(4) THEN BEGIN
IF (ISLASTBAR AND YP1) OR (YP2 AND NOT(ISLASTBAR)) THEN BEGIN
SELL(1,HOLDING,MARKET);
SELLSHORT(1,HOLDING,MARKET); //夜盘品种各小节提前1分钟清仓
END
END
IF NOT(CLOSETIME(0)=CLOSETIME(4)) THEN BEGIN
IF (ISLASTBAR AND BP1) OR (BP2 AND NOT(ISLASTBAR)) THEN BEGIN
SELL(1,HOLDING,MARKET);
SELLSHORT(1,HOLDING,MARKET); //无夜盘品种各小节提前1分钟清仓
END
END
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