//說(shuō)明：此策略為后臺(tái)自動(dòng)移倉(cāng)策略

//使用說(shuō)明：后臺(tái)加載此策略，時(shí)間可設(shè)置為每10分鐘檢測(cè)一次，當(dāng)持有的倉(cāng)位不是主力合約時(shí)自動(dòng)換到主力合約。

variable:AccountID=’800000′;  //指定交易賬戶

M1:=MONTH();
HY1:=’IF’ + If(M1>9,M1,’0′+numtostr(M1,0));  //當(dāng)前月合約
HY2:=’IF’ + If(M1+1>9,M1+1,’0′+numtostr(M1+1,0));//下月合約
HY0:=’IF00′;

VHY0:CALLSTOCK(HY0,VTVOL,6,0),linethick0;
VHY1:CALLSTOCK(HY1,VTVOL,6,0),linethick0;
VHY2:CALLSTOCK(HY2,VTVOL,6,0),linethick0;

if VHY1=VHY0 then CurMonth:=Month();
if VHY2=VHY0 then CurMonth:=Month()+1;
主力:CurMonth,linethick0;
if CurMonth>M1 then begin
PreBuyHold:tbuyholdingex(AccountID,HY1,1),linethick0; //上月買入持倉(cāng)
PreSellHold:tsellholdingex(AccountID,HY1,1),linethick0; //上月賣出持倉(cāng)
if PreBuyHold>0 then begin  //多單移倉(cāng)
tSell(1,PreBuyHold,mkt,0,0,AccountID,HY1);
tbuy(1,PreBuyHold,mkt,0,0,AccountID,HY2);
end
if PreSellHold>0 then begin  //空單移倉(cāng) www.tumamayizhan.com
tSellShort(1,PreSellHold,mkt,0,0,AccountID,HY1);
tbuyShort(1,PreSellHold,mkt,0,0,AccountID,HY2);
end
end

//這個(gè)策略專門針對(duì)股指來(lái)實(shí)現(xiàn)的，如果需要用于商品，應(yīng)做些修改