金字塔VBA日內交易策略源碼

dim ss
    ss = 1
''''''''''多頭止損系數
dim n1
    n1 = 10
''''''''''空頭止損系數
dim n2
    n2 = 10
   
'''''''''   
dim n3
    n3 = 4
   
dim LastHigh
dim LastLow
dim LastClose
dim Icode
dim Imarket
sub application_vbastart()
    call MarketData.RegReportNotify("if03","zj")
end sub
// www.tumamayizhan.com
sub MarketData_ReportNotify(ReportData)
    set ReportData = MarketData.GetReportData("if03","zj")
    NewPrice = ReportData.NewPrice
    LastHigh = ReportData.LastHigh
    'call application.MsgOut(LastHigh&" "&NewPrice)
   
    '''''''''''''''''持倉信息
    dim BuyHoding
    dim SellHoding
    dim BuyCost
    'dim SellHoding
    call order.HoldingInfoByCode2("if03","zj", BuyHoding, BuyCost, BuyTodayHoding, SellHoding, SellCost, SellTodayHoding, PNL, UseMargin,Account)
    ''''''''''''''''品種信息
    dim MinTick
    call order.Contract("if03","zj", Multipliter, MinTick, ShortPercent, LongPercent)
'''''''''''''''''''''多頭
'BuyHoding=0 and SellHolding=0 and
    if Hour(Time) >09 and Hour(Time) <14 and    NewPrice>LastHigh and BuyHolding = 0 then
       call application.MsgOut("多頭開！")
       call order.buy(1,ss,0,0,"if03","zj","",0)
    end if
'''''''''''''''''''''空頭
'BuyHoding=0 and SellHolding=0 and
    if  Hour(Time) >09 and Hour(Time) <14 and   NewPrice<LastHigh and SellHolding = 0 then
       // cxh99.com
       call application.MsgOut("空頭開！")
       call order.buyshort(1,ss,0,0,"if03","zj","",0)
    end if
'''''''''''''''''''''多止損
    if BuyHoding>0 and NewPrice<BuyCost-n1*MinTick and Hour(Time) >09 and Hour(Time) <14 then
       call application.MsgOut("多頭止損！")      
       call order.Sell(1,BuyHolding,0,0,"if03","zj","",0)
    end if
'''''''''''''''''''''空止損
    if SellHoding>0 and NewPrice>BuyCost+n2*MinTick and Hour(Time) >09 and Hour(Time) <14 then
       call application.MsgOut("空頭開！")   
       call order.SellShort(1,SellHolding,0,0,"if03","zj","",0)
    end if
'''''''''''''''''''''日內平倉
    if Hour(Time) >= 14 and Hour(Time) <=15 then
       call application.MsgOut("收盤全平！")
       call order.Sell(1,BuyHolding,0,0,Icode,Imarket,"",1)
       call order.SellShort(1,SellHolding,0,0,"if03","zj","",1)
    end if
End Sub

Sub UserForm1_CommandButton1_Click()
    call application.MsgOut(LastHigh&" "&NewPrice)
End Sub