sell(holding>0 and 平多 or 清倉時(shí)間,0,LIMIT,c),orderqueue,IGNORECHECKPRICE;;
sellshort(holding<0 and 平空 or 清倉時(shí)間,0,LIMIT,c),orderqueue,IGNORECHECKPRICE;;
buy(holding=0 and 開多 and 開倉時(shí)間,1,LIMIT,c),orderqueue,IGNORECHECKPRICE;;
buyshort(holding=0 and 開空 and 開倉時(shí)間,1,LIMIT,c),orderqueue,IGNORECHECKPRICE;;
求管理將清倉時(shí)間變量改成中午11:28分清倉和下午2:58分清倉 開倉時(shí)間為早9:00分和下午1:30分
我現(xiàn)在使用機(jī)構(gòu)版交易對(duì)后臺(tái)交易不是太了解,想將以上交易代碼改成后臺(tái)程序化,品種默認(rèn)自選,注:這個(gè)策略是以超短線1分鐘圖表交易
再幫助寫一下2分鐘之內(nèi)發(fā)生交易掛單未成交撤單
清倉時(shí)間:= time>=112800 and time<=113000 or (time>=145800 and time<=150000);
開車時(shí)間:=time>090000 and time<112800 or (time>133000 and time<145800);
tsell(tholding>0 and 平多 or 清倉時(shí)間,0,lmtc),orderqueue;
tsellshort(tholding<0 and 平空 or 清倉時(shí)間,0,lmt,c),orderqueue;
tbuy(tholding=0 and 開多 and 開倉時(shí)間,1,Lmt,c),orderqueue;
tbuyshort(tholding=0 and 開空 and 開倉時(shí)間,1,Lmt,c),orderqueue;
后面的撤單需求,按照當(dāng)前的后臺(tái)函數(shù),是檢測不了多少時(shí)間的未成交單,只能檢測當(dāng)前是否有未成交單
實(shí)在是感謝至極