【阿火秘笈】股指期货后台自动锁仓和换月移仓的代码，实现全自动化交易。

阿火

由于股指期货日内平仓手续费高昂，且基本每个月要移仓，在此分享本人使用多年的全自动化锁仓和移仓的后台代码。感兴趣的塔友们可根据此编程思路自行调整（注意：完全吸收理解的基础上，再去调整）：

[PEL] 复制代码

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//后台加载在股指连续合约上即可。 globalvariable:abb=0;   //在此以双均线模型为例,大家用自己的模型替换双均线模型即可。 variable:hold1=0; ma1:=ma(c,10); ma2:=ma(c,20); if hold1>0 and ma1<ma2 then hold1:=0; if hold1<0 and ma1>ma2 then hold1:=0; if hold1=0 and ma1>ma2 then hold1:=1; if hold1=0 and ma1<ma2 then hold1:=-1;   zongcc:=ref(hold1,1);//最终的模型信号赋值给zongcc   if not(islastbar) or workmode<>1 then exit; dnsj:=currenttime; tm:=mod(dnsj,100); flow:=2;//单次最多下单量 daima:='IF'; ac:='10002351';//改成自己的实盘账号 pinzhong:=daima&numtostrex(newcang,0,2);//参数1 newcang(最新的主力合约) laststk:=daima&numtostrex(oldcang,0,2);//参数2 oldcang（即将被替代的合约）   xdtm:=30;//每分钟同步的时间点 if abb=2 and tm>=xdtm-3 and tm<xdtm then begin         abb:=0;         tcancelex(1,0,ac,pinzhong);         tcancelex(1,0,ac,laststk); end   if abb=0 and tm>=xdtm and tm<xdtm+10 then begin         huadian:=1*mindiff;           orderbuy:=dynainfo2(20,pinzhong);//新仓的委买价         ordersell:=dynainfo2(21,pinzhong);//新仓的委卖价         lastorderbuy:=dynainfo2(20,laststk);//旧仓的委买价         lastordersell:=dynainfo2(21,laststk);//旧仓的委卖价                          lastbuyhold:=tbuyholdingex(ac,laststk,1);         lastsellhold:=tsellholdingex(ac,laststk,1);         buyhold0:=tbuyholdingex(ac,pinzhong,0);         sellhold0:=tsellholdingex(ac,pinzhong,0);         buyhold:=tbuyholdingex(ac,pinzhong,1);         sellhold:=tsellholdingex(ac,pinzhong,1);                   dingdan0:=zongcc-(buyhold-sellhold)-(lastbuyhold-lastsellhold);         dingdan:=sgn(dingdan0)*min(flow,abs(dingdan0));         //新、旧合约合并考虑。要平仓的话，先平旧合约；开新仓的话，开到新合约。         if dingdan>0.5 then begin                 pc1:=min(dingdan,lastsellhold);                 pc2:=if(sellhold0>0.5,0,min(dingdan-pc1,sellhold));                 kc:=dingdan-pc1-pc2;                 if pc1>0.5 then begin                         if lastorderbuy>1 and lastordersell>1 then tsellshort(1,pc1,lmt,lastorderbuy+huadian,0,ac,laststk),allowrepeat;                 end                 if orderbuy>1 and ordersell>1 then begin                         if pc2>0.5 then tsellshort(1,pc2,lmt,orderbuy+huadian,0,ac,pinzhong),allowrepeat;                         if kc>0.5 then tbuy(1,kc,lmt,orderbuy+huadian,0,ac,pinzhong),allowrepeat;                 end         end         if dingdan<-0.5 then begin                 pc1:=min(-dingdan,lastbuyhold);                 pc2:=if(buyhold0>0.5,0,min(-dingdan-pc1,buyhold));                 kc:=-dingdan-pc1-pc2;                 if pc1>0.5 then begin                         if lastorderbuy>1 and lastordersell>1 then tsell(1,pc1,lmt,lastordersell-huadian,0,ac,laststk),allowrepeat;                 end                 if orderbuy>1 and ordersell>1 then begin                                if pc2>0.5 then tsell(1,pc2,lmt,ordersell-huadian,0,ac,pinzhong),allowrepeat;                         if kc>0.5 then tbuyshort(1,kc,lmt,ordersell-huadian,0,ac,pinzhong),allowrepeat;                 end         end         if dingdan=0 and time>=143000 and (lastbuyhold>0.5 or lastsellhold>0.5) then begin//14:30启动移仓                 lastdingdan0:=0-(lastbuyhold-lastsellhold);                 lastdingdan:=sgn(lastdingdan0)*min(flow,abs(lastdingdan0));                 if lastdingdan<-0.5 then begin                         pc2:=-lastdingdan;                         if lastorderbuy>1 and lastordersell>1 then tsell(1,pc2,lmt,lastordersell-huadian,0,ac,laststk),allowrepeat;                         if orderbuy>1 and ordersell>1 then tbuy(1,pc2,lmt,orderbuy+huadian,0,ac,pinzhong),allowrepeat;                 end                 if lastdingdan>0.5 then begin                         pc2:=lastdingdan;                         if lastorderbuy>1 and lastordersell>1 then tsellshort(1,pc2,lmt,lastordersell+huadian,0,ac,laststk),allowrepeat;                         if orderbuy>1 and ordersell>1 then tbuyshort(1,pc2,lmt,orderbuy-huadian,0,ac,pinzhong),allowrepeat;                 end                        if lastdingdan=0 and lastbuyhold>0.5 then begin                         pc1:=min(flow,lastbuyhold);                         chaju:=lastordersell-lastorderbuy;                         xx:=if(chaju>0.5,1,0);                         if lastorderbuy>1 and lastordersell>1 then begin                                 tsellshort(1,pc1,lmt,lastorderbuy+xx*0.2,0,ac,laststk),allowrepeat;                                 tsell(1,pc1,lmt,lastordersell-xx*0.2,0,ac,laststk),allowrepeat;                         end                 end                       end           abb:=2; end

雩觉澜

J339666

请问大佬如果只需要主力合约变更移时自动仓是需要那一段代码

飞雪