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- 2024-4-23
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楼主 |
发表于 2024-5-20 11:15
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SS:ROUND((10000000)/(CLOSE*MULTIPLIER));
DAYN:=BARSLAST(DATE<>REF(DATE,1))+1;
N1:=REF(SUMBARS(DAYN=1,P),DAYN);
A1:HHV(C,N1);
A2:LLV(C,N1);
A3:(A1+A2)/2;
KDF:=THOLDING<0 AND CLOSE=A1;//反手平空条件
KKF:=THOLDING>0 AND CLOSE=A2;//反手平多条件
PD1:=THOLDING>0 AND CLOSE<A3;//平多条件
PK1:=THOLDING<0 AND CLOSE>A3;//平空条件
tSELLSHORT(KDF,abs(THOLDING),lmt,close);
tSELLSHORT(PK1,abs(THOLDING),lmt,close);
tSELL(KKF,abs(THOLDING),lmt,close);
tSELL(PD1,abs(THOLDING),lmt,close);
tBUY(abs(THOLDING)=0 AND CLOSE=A1,SS,lmt,close);
tBUYSHORT(abs(THOLDING)=0 AND CLOSE=A2,SS,lmt,close);
openMin:=30*60; //开盘30分钟(30*60秒)时,移仓换月
opent30:=TIMETOT0(DYNAINFO(207))-TIMETOT0(opentime(1)) -openMin;
tbuyh:=TBUYHOLDINGex('',STKLABEL,1);//多头可用持仓
tsellh:=TsellHOLDINGex('',STKLABEL,1);//空头可用持仓
//多头,非主力合约,平掉老合约持仓,开新主力合约仓位
if DYNAINFO(228)=0 and opent30>0 and tbuyh>0 then
begin
tsell(1,tbuyh,mkt);
tbuy(1,tbuyh,mkt,0,0,'',DYNAINFO(210));
end
//空头,非主力合约,平掉老合约持仓,开新主力合约仓位
if DYNAINFO(228)=0 and opent30>0 and tsellh>0 then
begin
tsellshort(1,tsellh,mkt);
tbuyshort(1,tsellh,mkt,0,0,'',DYNAINFO(210));
end |
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