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- 2022-2-16
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楼主 |
发表于 2022-3-4 09:23
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开多条件:=( (AAA>均30) ) AND C>AAA;
平多条件:=PP<CC1 AND CD AND 日开;
开空条件:= (CROSS(均30,SS上) ) AND C<CC1;
平空条件:=PP>CC1 AND CD AND 日开;
手数:=1;
平空:SELLSHORT(平空条件 AND holding<0,手数,MARKET);
开多:BUY(开多条件 AND holding=0,手数,MARKET);
平多:SELL(平多条件 AND holding>0,手数,MARKET);
开空:BUYSHORT(开空条件 AND holding=0,手数,MARKET);
If stklabel = 'RB00' then AA:=AVGENTERPRICE-C>40*MINDIFF;
if stklabel = 'PTA00' then BB:=AVGENTERPRICE-C>40*MINDIFF;
if stklabel = 'EG00' then DD1:=AVGENTERPRICE-C>40*MINDIFF;
if stklabel = 'SA05' then CC:=AVGENTERPRICE-C>110*MINDIFF;
IF AA OR CC OR BB OR DD1 THEN
多止损:SELL(手数 ,HOLDING,MARKET);
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