5分钟周期,轮询模式下,IF TIME>=185955 THEN BEGIN
平空:SELLSHORT(1,HOLDING,MARKETR); //平空信号
平多:SELL(1,HOLDING,MARKETR); //平多信号
END
这样写能否实现收盘前5秒钟市价平仓?
N:=5;
abb:=timetot0(CLOSETIME(0))-time0,NODRAW;//当前K线时间距离收盘K线结束倒计时
abb3:=timetot0(CLOSETIME(0))-timetot0(dynainfo(207)),NODRAW;//当前时间距离收盘K时间
IF (abb<N and abb>=0 and (not(ISLASTBAR))) or (ISLASTBAR and abb3>=0 and abb3<N) THEN //兼顾实际交易时候的信号和历史回测信号
begin
sell(holding>0,holding,market);
sellshort(holding<0,holding,market);
end