咨詢內(nèi)容： 一個策略里面有兩套系統(tǒng)，其中一套要求條件(long1/short1)一觸發(fā)就下單，而另外一套要求條件(long2/short2)觸發(fā)后在K線走完前提前N秒下單，圖表交易時用“固定時間間隔1秒”輪詢模式，下面代碼是否正確？請老師指點：tqxiadan:=(time0-timetot0(dynainfo(207))<=N) or not(islastbar);//提前下單秒數(shù)//開多 if long1 then begin sellshort(holding < 0 , ss,limitr,close),ignorecheckprice,orderqueue; buy(holding = 0, ss,limitr,close),ignorecheckprice,orderqueue; end //開空 if short1 then begin sell(holding > 0, ss,limitr,close),ignorecheckprice,orderqueue; buyshort(holding = 0, ss,limitr,close),ignorecheckprice,orderqueue; end if tqxiadan then begin //開多 if long2 then begin sellshort(holding < 0 , ss,limitr,close),ignorecheckprice,orderqueue; buy(holding = 0, ss,limitr,close),ignorecheckprice,orderqueue; end //開空 if short2 then begin sell(holding > 0, ss,limitr,close),ignorecheckprice,orderqueue; buyshort(holding = 0, ss,limitr,close),ignorecheckprice,orderqueue; endend
網(wǎng)友回復(fù)： 一個策略里面有兩套系統(tǒng)，其中一套要求條件(long1/short1)一觸發(fā)就下單，而另外一套要求條件(long2/short2)觸發(fā)后在K線走完前提前N秒下單，圖表交易時用“固定時間間隔1秒”輪詢模式，下面代碼是否正確？請老師指點：tqxiadan:=(time0-timetot0(dynainfo(207))<=N) or not(islastbar);//提前下單秒數(shù)//開多 if long1 then begin sellshort(holding < 0 , ss,limitr,close),ignorecheckprice,orderqueue; buy(holding = 0, ss,limitr,close),ignorecheckprice,orderqueue; end //開空 if short1 then begin sell(holding > 0, ss,limitr,close),ignorecheckprice,orderqueue; buyshort(holding = 0, ss,limitr,close),ignorecheckprice,orderqueue; end if tqxiadan then begin //開多 if long2 then begin sellshort(holding < 0 , ss,limitr,close),ignorecheckprice,orderqueue; buy(holding = 0, ss,limitr,close),ignorecheckprice,orderqueue; end //開空 if short2 then begin sell(holding > 0, ss,limitr,close),ignorecheckprice,orderqueue; buyshort(holding = 0, ss,limitr,close),ignorecheckprice,orderqueue; endend
打印本文
關(guān)閉窗口