[原創(chuàng)]主力跟蹤交易（大部分品種都可以）　[金字塔]

說明：這個是用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:賬戶(0,0,999999999999);
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——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——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——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

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。