[PEL] 复制代码 INPUT:con(1,1,3,1);
XD:=1 ;//这里修改开仓数量;
tCOND:=BARSSINCE2(TIMEZONECONVER(090000)<time,TODAYBAR) ;
AA:VALUEWHEN(WEEKDAY=con AND tCOND=0,CLOSE);
COND1:not(WEEKDAY=1 and TIME<130000);
COND2:not(WEEKDAY=1 or (WEEKDAY=2 and TIME<130000));
COND3:not(WEEKDAY<=2 or (WEEKDAY=3 and TIME<130000));
if con=1 then cond:=cond1;
if con=2 then cond:=cond2;
if cond=3 then cond:=cond3;
//n_time:185000,185100;
n_time:=184500;
timecond:TIME<n_time;
if CROSS(close,AA)=1 THEN BEGIN
SELLSHORT(HOLDING<0,XD,MARKET);
BUY(HOLDING=0 and COND=1 AND timecond=1,XD,MARKET);
END
if CROSS(AA,close)=1 THEN BEGIN
SELL(HOLDING>0,XD,MARKET);
BUYSHORT(HOLDING=0 and COND=1 AND timecond=1,XD,MARKET);
END
//**************************【以下代码适合3分钟和5分钟的周五平仓】**************************
if WEEKDAY=5 and time=n_time then BEGIN
SELLSHORT(HOLDING<0,HOLDING,MARKET);//周五的2.45全平
SELL(HOLDING>0,HOLDING,MARKET);
END
if WEEKDAY=5 and time=185000 then BEGIN
SELLSHORT(HOLDING<0,HOLDING,MARKET);//周五的2.50全平
SELL(HOLDING>0,HOLDING,MARKET);
END
新增了一个参数con ,con 从1-3表示初始开仓的周几。不用写好几个模型了。 |