VARIABLE:FRIDAYNUM=0;
VARIABLE:HYCOUNT=0;
variable:evdycha=0;
{global}variable:onlyonce=0;
variable:rcs=0;//日交易次数
WARNING_DISABLE:9;
v1:=1;//交易量
IF MONTH<>REF(MONTH,1) THEN BEGIN
FRIDAYNUM:=0;
END
thismon:=NUMTOSTR(MONTH,0);
nextmon:=if(month=12,NUMTOSTR(1,0),NUMTOSTR(MONTH+1,0));
IF MONTH<9 THEN BEGIN
PZ:=STRLEFT(STKLABEL,3);
PD:=STRLEFT(STKLABEL,3);
END
IF MONTH=9 THEN BEGIN
PZ:=STRLEFT(STKLABEL,3);
PD:=STRLEFT(STKLABEL,2);
END
IF MONTH>9 and MONTH<12 THEN BEGIN
PZ:=STRLEFT(STKLABEL,2);
PD:=STRLEFT(STKLABEL,2);
END
IF MONTH=12 THEN BEGIN
PZ:=STRLEFT(STKLABEL,2);
PD:=STRLEFT(STKLABEL,3);
END
DY:=STRCAT(PZ,thismon); //当月合约
CY:=STRCAT(PD,nextmon); //次月合约
zz500:callstock('SH905',VTCLOSE,6,0);
DYMIN1:CALLSTOCK(DY,VTCLOSE,1,0);
CYMIN1:CALLSTOCK(CY,VTCLOSE,1,0);
cq:=split(0);
cqr:=cq<>ref(cq,1),noaxis;
cha:CYMIN1-DYMIN1,noaxis;
nday:=4;
chaav:=if(cqr,ma(cha,nday*240),0),NOAXIS;
//头一根k线建多头
if {date=1150416 and}c<zz500 and c>0 and onlyonce=0 and tholding=0 then BEGIN
tbuy(1,20,lmt,dymin1,0,'',DY);
//buy(1,20,limit,c);
onlyonce:=1;
end
持仓:HOLDING,NOAXIS;
//前一日差价均值
ma240:=ma(cha,240);
if time=150000 then begin
evdycha:=ma240;
rcs:=0;
end
//evdycha0:evdycha,noaxis;
kg:backset(cqr,nday*240),noaxis;
if CYMIN1<zz500 and kg and cha<=evdycha and time>093100 and time<145800 and rcs<7 and tbuyholdingex('',1,DY)>0 then BEGIN
tsell(1,1,lmt,dymin1,0,'',DY);
//buy(1,1,limit,c);
tbuy(1,1,lmt,cymin1,0,'',CY);
rcs:=rcs+1;
end
if cqr and time=145900 and tbuyholdingex('',1,DY)>0 then tsell(1,0,lmt,c,0,'',DY);
//rcs0:rcs,noaxis;
//bset:backset(cqr,500),noaxis;