相關(guān)標簽:

對沖模型策略源碼一：runmode:0; holding1:=stkindi(stklabel,\'f1a.持倉\',0,dataperiod,0); holding2:=stkindi(stklabel,\'f2a.持倉\',0,dataperiod,0); targetholding:=holding1+holding2; if holding<> targetholding then begin if holding=0 then begin if targetholding>0 then buy(1,targetholding,limitr,close); if targetholding<0 then buyshort(1,-targetholding,limitr,close); end\\m.weiqiv.net.cn if holding>0 then begin if targetholding=0 then sell(1,holding,limitr,close); if targetholding>0 then begin if targetholding>holding then buy(1,targetholding-holding,limitr,close); if targetholding<holding then sell(1,holding-targetholding,limitr,close); end if targetholding<0 then begin sell(1,holding,limitr,close); buyshort(1,targetholding,limitr,close); end end if holding<0 then begin if targetholding=0 then sellshort(1,holding,limitr,close); \\m.weiqiv.net.cn if targetholding>0 then begin sellshort(1,holding,limitr,close); buy(1,targetholding,limitr,close); end if targetholding<0 then begin if targetholding>holding then sellshort(1,targetholding-holding,limitr,close); \\m.weiqiv.net.cn if targetholding<holding then buyshort(1,holding-targetholding,limitr,close); end end end
點擊復制上述代碼粘貼到到公式管理器

對沖模型策略源碼二：runmode:0; variable:currentholding=0; holding1:=stkindi(stklabel,\'f1a.持倉\',0,dataperiod,0); holding2:=stkindi(stklabel,\'f2a.持倉\',0,dataperiod,0); targetholding:=holding1+holding2; if targetholding=0 then begin if currentholding>0 then sell(1,currentholding,limitr,close); if currentholding<0 then sellshort(1,-currentholding,limitr,close); end \\m.weiqiv.net.cn if targetholding>0 then begin if currentholding=0 then buy(1,targetholding,limitr,close); if currentholding>0 then begin if targetholding>currentholding then buy(1,targetholding-currentholding,limitr,close); if targetholding<currentholding then sell(1,currentholding-targetholding,limitr,close); end \\m.weiqiv.net.cn if currentholding<0 then begin sellshort(1,-currentholding,limitr,close); buy(1,targetholding,limitr,close); end end if targetholding<0 then begin if currentholding=0 then buyshort(1,-targetholding,limitr,close); if currentholding>0 then begin sell(1,currentholding,limitr,close); buyshort(1,-targetholding,limitr,close); end if currentholding<0 then begin if targetholding>currentholding then sellshort(1,targetholding-currentholding,limitr,close); if targetholding<currentholding then buyshort(1,currentholding-targetholding,limitr,close); end end currentholding:=targetholding; 倉位:holding,noaxis,linethick0; 收益:asset-500000,noaxis,colormagenta,linethick2;
點擊復制上述代碼粘貼到到公式管理器

{別忘了將本網(wǎng)告訴您身邊的朋友，向朋友傳達有用資料，也是一種人情，你朋友會感謝你的。}