参考如下代码:
IF (ISLASTBAR AND T0TOTIME(TIMETOT0(CLOSETIME(0))-60*5)<=DYNAINFO(207)) OR (TIME=CLOSETIME(0) AND NOT(ISLASTBAR)) THEN BEGIN
SELL(1,HOLDING,MARKET);
SELLSHORT(1,HOLDING,MARKET); //15:00提前5分钟清仓
END
IF (ISLASTBAR AND T0TOTIME(TIMETOT0(CLOSETIME(1))-60*5)<=DYNAINFO(207)) OR (TIME=CLOSETIME(1) AND NOT(ISLASTBAR)) THEN BEGIN
SELL(1,HOLDING,MARKET);
SELLSHORT(1,HOLDING,MARKET); //23:00提前5分钟清仓
END