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? 在期貨日內(nèi)交易中，有時(shí)需求不持倉(cāng)過(guò)夜，在收盤前清空所持有的倉(cāng)位。下面分別就兩種日內(nèi)平倉(cāng)的需求進(jìn)行范例演示：

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???? 一 、收盤提前1分鐘清倉(cāng)（在最后一根K線上清倉(cāng)）。???????

??????? //此范例適用于圖表程序化交易,適用于分鐘周期

????????//該演示模型用于3分鐘周期

????????//使用固定輪詢模式
??????? //此范例僅供演示，請(qǐng)勿直接使用入市交易。

??????? N:BARSLAST(DATE<>REF(DATE,1))+1;????????????????????????????????????????????????????????//當(dāng)日K線數(shù)量
??????? CONKD:H>=HHV(H,2) AND C>=HHV(C,2) AND N>=3 AND TIME<=185700;??//開(kāi)多條件，最后一根K線上不開(kāi)倉(cāng)，加上時(shí)間控制，避免清倉(cāng)后又再次開(kāi)倉(cāng)
??????? CONKK:L<=LLV(L,2) AND C<=LLV(C,2) AND N>=3 AND TIME<=185700;??????//開(kāi)空條件
??????? CONPD:C<REF(L,1);????????????????????????????????????????????????????????????????????????????? ?????//平多條件
??????? CONPK:C>REF(H,1);??????????????????????????????????????????????????????????????????????????? ???????//平空條件

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??????? SELL(CONPD AND HOLDING>0,HOLDING,MARKET);
??????? SELLSHORT(CONPK AND HOLDING<0,HOLDING,MARKET);
??????? BUY(CONKD,1,MARKET);
??????? BUYSHORT(CONKK,1,MARKET);

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?????? IF?(ISLASTBAR AND?T0TOTIME(TIMETOT0(CLOSETIME(0))-60)<=DYNAINFO(207))?OR (TIME=CLOSETIME(0) AND NOT(ISLASTBAR))?THEN???BEGIN???
??????????? SELL(1,HOLDING,MARKET);????????????
??????????? SELLSHORT(1,HOLDING,MARKET);??????????????????????????????????????????????????????????//提前1分鐘清倉(cāng)
??????????? END

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?????二、收盤提前3分鐘清倉(cāng)（不是在最后一根K線上清倉(cāng)）。??

???????? //不是最后一根K線上清倉(cāng)，可以直接用time函數(shù)（K線時(shí)間）來(lái)控制

??????? //演示范例運(yùn)行在1分鐘K線周期

???????? N:BARSLAST(DATE<>REF(DATE,1))+1;???????????????????????????????????????????????????? //當(dāng)日K線數(shù)量
??????? ?CONKD:H>=HHV(H,2) AND C>=HHV(C,2) AND N>=3 AND TIME<185700;??//開(kāi)多條件，加上時(shí)間控制，避免清倉(cāng)后又再次開(kāi)倉(cāng)
???????? CONKK:L<=LLV(L,2) AND C<=LLV(C,2) AND N>=3 AND TIME<185700;?????//開(kāi)空條件
???????? CONPD:C<REF(L,1);?????????????????????????????????????????????????????????????????????????????? //平多條件
???????? CONPK:C>REF(H,1);?????????????????????????????????????????????????????????????????????? ???? ? //平空條件

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???????? SELL(CONPD AND HOLDING>0,HOLDING,MARKET);
???????? SELLSHORT(CONPK AND HOLDING<0,HOLDING,MARKET);
???????? BUY(CONKD,1,MARKET);
???????? BUYSHORT(CONKK,1,MARKET);

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????????IF?TIME>185700 AND TIME<190000??THEN BEGIN?????????????????????????????????? //提前3分鐘清倉(cāng)
?????????? SELL(1,HOLDING,MARKET);
?????????? SELLSHORT(1,HOLDING,MARKET);
?????????? END

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