[原創(chuàng)]主力跟蹤交易(大部分品種都可以) [金字塔]
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說明:這個(gè)是用RB作為代表的,只要是1——12合約的品種,只要直接用代碼替換RB即可,如“CU”替換“RB”,其他的都不用動的。
具體后臺交易的時(shí)候,最好監(jiān)控相對應(yīng)的品種指數(shù),如這里監(jiān)控RB指數(shù)。
input:手?jǐn)?shù)(1,1,1000);
//螺紋合約信息
//rb01
rb01close:="rb01$close";
rb01OPENINT:="rb01$OPENINT";
//rb02
rb02close:="rb02$close";
rb02OPENINT:="rb02$OPENINT";
//rb03
rb03close:="rb03$close";
rb03OPENINT:="rb03$OPENINT";
//rb04
rb04close:="rb04$close";
rb04OPENINT:="rb04$OPENINT";
//rb05
rb05close:="rb05$close";
rb05OPENINT:="rb05$OPENINT";
//rb06
rb06close:="rb06$close";
rb06OPENINT:="rb06$OPENINT";
//rb07
rb07close:="rb07$close";
rb07OPENINT:="rb07$OPENINT";
//rb08
rb08close:="rb08$close";
rb08OPENINT:="rb08$OPENINT";
//rb09
rb09close:="rb09$close";
rb09OPENINT:="rb09$OPENINT";
//rb10
rb10close:="rb10$close";
rb10OPENINT:="rb10$OPENINT";
//rb11
rb11close:="rb11$close";
rb11OPENINT:="rb11$OPENINT";
//rb12
rb12close:="rb12$close";
rb12OPENINT:="rb12$OPENINT";
//判斷主力合約
maxOPENINT:=
MAX(rb01OPENINT ,
MAX(rb02OPENINT ,
MAX(rb03OPENINT ,
MAX(rb04OPENINT ,
MAX(rb05OPENINT ,
MAX(rb06OPENINT ,
MAX(rb07OPENINT ,
MAX(rb08OPENINT ,
MAX(rb09OPENINT ,
MAX(rb10OPENINT ,
MAX(rb11OPENINT ,
rb12OPENINT) ) ) ) ) ) ) ) ) ) );
yf:=if(rb01OPENINT=maxOPENINT,1,
if(rb02OPENINT=maxOPENINT,2,
if(rb03OPENINT=maxOPENINT,3,
if(rb04OPENINT=maxOPENINT,4,
if(rb05OPENINT=maxOPENINT,5,
if(rb06OPENINT=maxOPENINT,6,
if(rb07OPENINT=maxOPENINT,7,
if(rb08OPENINT=maxOPENINT,8,
if(rb09OPENINT=maxOPENINT,9,
if(rb10OPENINT=maxOPENINT,10,
if(rb11OPENINT=maxOPENINT,11,
12))))))))))),LINETHICK0;
//主力合約代碼字符串
if yf<10 then
begin
dm:=NUMTOSTR(yf,0);
hy:=STRCAT('0',dm);
end
else
hy:=NUMTOSTR(yf,0);
zlhy:=STRCAT('RB',hy);
DRAWTEXTEX(close>0,0,2,0,zlhy);
//買賣價(jià)格
mxclose:=if(rb01OPENINT=maxOPENINT,rb01close,
if(rb02OPENINT=maxOPENINT,rb02close,
if(rb03OPENINT=maxOPENINT,rb03close,
if(rb04OPENINT=maxOPENINT,rb04close,
if(rb05OPENINT=maxOPENINT,rb05close,
if(rb06OPENINT=maxOPENINT,rb06close,
if(rb07OPENINT=maxOPENINT,rb07close,
if(rb08OPENINT=maxOPENINT,rb08close,
if(rb09OPENINT=maxOPENINT,rb09close,
if(rb10OPENINT=maxOPENINT,rb10close,
if(rb11OPENINT=maxOPENINT,rb11close,
rb12close))))))))))),LINETHICK0;
//策略
dt:=cross(ma(close,10),ma(close,30));
kt:=cross(ma(close,30),ma(close,10));
//----------------交易指令開始---------------//
//沒有持有該品種時(shí)——買賣指令
if TSELLHOLDINGEX(賬戶,zlhy,1)=0 and TBUYHOLDINGEX(賬戶,zlhy,1)=0 then
begin
TBUY(dt,手?jǐn)?shù),lmt,(mxclose+MINDIFF*10),賬戶,zlhy);
TBUYSHORT(kt,手?jǐn)?shù),lmt,(mxclose+MINDIFF*10),賬戶,zlhy);
end
//持有該品種多單時(shí)——買賣指令
if TSELLHOLDINGEX(賬戶,zlhy,1)=0 and TBUYHOLDINGEX(賬戶,zlhy,1)>0 then
begin
TSELL(kt,TBUYHOLDINGEX(賬戶,zlhy,1),lmt,(mxclose-MINDIFF*10),賬戶,zlhy);
if TBUYHOLDINGEX(賬戶,zlhy,1)<手?jǐn)?shù) then TBUY(dt,(手?jǐn)?shù)-TBUYHOLDINGEX(賬戶,zlhy,1)),lmt,(mxclose+MINDIFF*10),賬戶,zlhy);
end
//持有該品種空單時(shí)——買賣指令
if TSELLHOLDINGEX(賬戶,zlhy,1)>0 and TBUYHOLDINGEX(賬戶,zlhy,1)=0 then
begin
TSELLSHORT(dt,TBUYHOLDINGEX(賬戶,zlhy,1),lmt,(mxclose+MINDIFF*10),賬戶,zlhy);
if TSELLHOLDINGEX(賬戶,zlhy,1)<手?jǐn)?shù) then TBUYSHORT(kt,(手?jǐn)?shù)-TBUYHOLDINGEX(賬戶,zlhy,1)),lmt,(mxclose-MINDIFF*10),賬戶,zlhy);
end
//多空單子同時(shí)持有——買賣指令
if TSELLHOLDINGEX(賬戶,zlhy,1)>0 and TBUYHOLDINGEX(賬戶,zlhy,1)>0 then
begin
TSELL(kt,TBUYHOLDINGEX(賬戶,zlhy,1),lmt,(mxclose-MINDIFF*10),賬戶,zlhy);
TSELLSHORT(dt,TSELLHOLDINGEX(賬戶,zlhy,1),lmt,(mxclose+MINDIFF*10),賬戶,zlhy);
if TBUYHOLDINGEX(賬戶,zlhy,1)<手?jǐn)?shù) then TBUY(dt,(手?jǐn)?shù)-TBUYHOLDINGEX(賬戶,zlhy,1)),lmt,(mxclose+MINDIFF*10),賬戶,zlhy);
if TSELLHOLDINGEX(賬戶,zlhy,1)<手?jǐn)?shù) then TBUYSHORT(kt,(手?jǐn)?shù)-TSELLHOLDINGEX(賬戶,zlhy,1)),lmt,(mxclose-MINDIFF*10),賬戶,zlhy);
end [此貼子已經(jīng)被作者于2010-10-14 14:40:33編輯過] - 金字塔客服:
不錯(cuò) 這個(gè)加精~~~感謝明心
- 用戶回復(fù):
交易指令部分好像還有點(diǎn)問題,稍后補(bǔ)充一下。不好意思。剛寫好,就發(fā)上來了,還沒有來得及完善呢。呵呵
- 網(wǎng)友回復(fù):
感謝共享,支持加精
- 網(wǎng)友回復(fù):
從交易指令開始的部分換成以下內(nèi)容,就可以在圖表上顯示了。
buy(dt);sell(kt);buyshort(kt);sellshort(dt);
圖表交易中好像不能指定品種交易的把。
[此貼子已經(jīng)被作者于2010-10-14 23:57:58編輯過]
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