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 等级: 新手上路 
注册: 2021-8-23曾用名:  | 
 
| //***************************** 账户:'1000';
 套利品种1:'IF11';
 套利品种2:'IF12';
 
 //定义DMI指标
 P:=14;
 N:=6;
 M:=7;
 TR1:= SUM(MAX(MAX(HIGH-LOW,ABS(HIGH-REF(CLOSE,1))),ABS(LOW-REF(CLOSE,1))),P);
 HD:= HIGH-REF(HIGH,1);
 LD:= REF(LOW,1)-LOW;
 DMP:= SUM(IF(HD>0 AND HD>LD,HD,0),P);
 DMM:= SUM(IF(LD>0 AND LD>HD,LD,0),P);
 PDI: DMP*100/TR1;
 MDI: DMM*100/TR1;
 ADX: MA(ABS(MDI-PDI)/(MDI+PDI)*100,200);
 ADXR:(ADX+REF(ADX,M))/2;
 
 //开仓
 IF ALL(c>o ,3 )  THEN BEGIN
 TBUYSHORT(1,1,MKT ,0,0,1000,IF11);
 TBUY(1,1,MKT ,0,0,1000,IF12);
 END
 
 //清仓
 IF (OPENPROFIT-2*TACCOUNT(31))>50  THEN   BEGIN
 SELL(1,HOLDING,MARKET);
 SELLSHORT(1,HOLDING,MARKET);
 END
 
 另外加一行程序
 
 以上作为整个循环,如果没有循环完成不进入下一次循环
 
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