文華買賣權(quán)平價策略代碼源碼

Data
	CODC0:"m2209-C-4200"; //看漲期權(quán)
	CODP0:"m2209-P-4200"; //看跌期權(quán)
	CODC1:"m2209-C-4150"; //看漲期權(quán)
	CODP1:"m2209-P-4150"; //看跌期權(quán)
	CODC2:"m2209-C-4100"; //看漲期權(quán)
	CODP2:"m2209-P-4100"; //看跌期權(quán)
	CODC3:"m2209-C-4050"; //看漲期權(quán)
	CODP3:"m2209-P-4050"; //看跌期權(quán)
	CODC4:"m2209-C-4000"; //看漲期權(quán)
	CODP4:"m2209-P-4000"; //看跌期權(quán)
	COD:"m2209"; //標(biāo)的期貨
Vars
	StringArray CODC; //看漲期權(quán)
	StringArray CODP; //看跌期權(quán)
	String CODF; //標(biāo)的期貨
	Numeric CDN; //期權(quán)合約數(shù)量
	Numeric N; //下單手?jǐn)?shù)
	Numeric X; //循環(huán)變量
	Numeric T; //時間間隔
	Numeric D; //日期間隔
	Numeric TOD; //當(dāng)前日期
	Numeric NOW; //當(dāng)前時間
	Numeric NEWPF; //F最新價
	Numeric OPFLG; //模型處理標(biāo)志
	NumericArray STP; //行權(quán)價
	NumericArray NEWPC; //C最新價
	NumericArray NEWPP; //P最新價
	NumericArray EPDC; //C行權(quán)日期
	NumericArray EPDP; //P行權(quán)日期
	NumericArray RTSC; //C距行權(quán)日剩余天數(shù)
	NumericArray RTSP; //P距行權(quán)日剩余天數(shù)
	NumericArray RLPC,FLPC; //C漲跌停價
	NumericArray RLPP,FLPP; //P漲跌停價
	NumericArray BIDPC,ASKPC; //C買賣一價
	NumericArray BIDPP,ASKPP; //P買賣一價
	NumericArray BRPC,SRPC; //C多空頭可用持倉
	NumericArray BRPP,SRPP; //P多空頭可用持倉
	NumericArray BKDFLGC,SKDFLGC; //C開倉處理標(biāo)志
	NumericArray BPDFLGC,SPDFLGC; //C開倉處理標(biāo)志
	NumericArray BKDFLGP,SKDFLGP; //P開倉處理標(biāo)志
	NumericArray BPDFLGP,SPDFLGP; //P開倉處理標(biāo)志
	Global_NumericArray KCFLG; //開倉處理標(biāo)志
	Global_NumericArray KPFLG; //開平處理標(biāo)志
	Global_NumericArray BKIDC,SKIDC; //C開倉委托
	Global_NumericArray BPIDC,SPIDC; //C平倉委托
	Global_NumericArray BKIDP,SKIDP; //P開倉委托
	Global_NumericArray BPIDP,SPIDP; //P平倉委托
	Global_NumericArray BKFLGC,SKFLGC; //C開倉標(biāo)志
	Global_NumericArray BPFLGC,SPFLGC; //C平倉標(biāo)志
	Global_NumericArray BKFLGP,SKFLGP; //P開倉標(biāo)志
	Global_NumericArray BPFLGP,SPFLGP; //P平倉標(biāo)志
	Global_NumericArray BKDELC,SKDELC; //C開倉撤單標(biāo)志
	Global_NumericArray BKDELP,SKDELP; //P開倉撤單標(biāo)志
	Global_NumericArray BKMC,SKMC; //C開倉委托手?jǐn)?shù)
	Global_NumericArray BPMC,SPMC; //C平倉委托手?jǐn)?shù)
	Global_NumericArray BKMP,SKMP; //P開倉委托手?jǐn)?shù)
	Global_NumericArray BPMP,SPMP; //P平倉委托手?jǐn)?shù)
	Global_NumericArray BKPC,SKPC; //C開倉委托價格
	Global_NumericArray BPPC,SPPC; //C平倉委托價格
	Global_NumericArray BKPP,SKPP; //P開倉委托價格
	Global_NumericArray BPPP,SPPP; //P平倉委托價格
	Global_NumericArray BKTC,SKTC; //C開倉委托時間
	Global_NumericArray BKTP,SKTP; //P開倉委托時間
Begin
	//------------------------處理開啟------------------------//
	If(1) //處理開啟
	{
		CODC[0] = "m2209-C-4200"; //看漲期權(quán)
		CODP[0] = "m2209-P-4200"; //看跌期權(quán)
		CODC[1] = "m2209-C-4150"; //看漲期權(quán)
		CODP[1] = "m2209-P-4150"; //看跌期權(quán)
		CODC[2] = "m2209-C-4100"; //看漲期權(quán)
		CODP[2] = "m2209-P-4100"; //看跌期權(quán)
		CODC[3] = "m2209-C-4050"; //看漲期權(quán)
		CODP[3] = "m2209-P-4050"; //看跌期權(quán)
		CODC[4] = "m2209-C-4000"; //看漲期權(quán)
		CODP[4] = "m2209-P-4000"; //看跌期權(quán)
		CDN = GetStringArraySize(CODC); //期權(quán)合約數(shù)量
		CODF = "m2209"; //標(biāo)的期貨
		OPFLG = 1; //開啟模型處理
		If(CODF.A_IsExchangeOpen() != 1) //如果非開盤狀態(tài)
		{
			OPFLG = 2; //關(guān)閉模型處理
		}
		For X = 0 To CDN - 1 //遍歷期權(quán)合約
		{
			If(CODC[X].A_IsExchangeOpen() != 1 || CODP[X].A_IsExchangeOpen() != 1) //如果非開盤狀態(tài)
			{
				OPFLG = 2; //關(guān)閉模型處理
			}
		}
	}
	//------------------------變量賦值------------------------//
	If(OPFLG == 1) //變量賦值
	{
		N = 1; //下單手?jǐn)?shù)
		T = 15; //時間間隔
		D = 5; //日期間隔
		TOD = CurrentDate(); //當(dāng)前日期
		NOW = CurrentTime(); //當(dāng)前時間
		NEWPF = CODF.Price("New"); //F最新價
		For X = 0 To CDN - 1 //遍歷期權(quán)合約
		{
			NEWPC[X] = CODC[X].Price("New"); //C最新價
			NEWPP[X] = CODP[X].Price("New"); //P最新價
			BIDPC[X] = CODC[X].Price("Bid1"); //C買一價
			ASKPC[X] = CODC[X].Price("Ask1"); //C賣一價
			BIDPP[X] = CODP[X].Price("Bid1"); //P買一價
			ASKPP[X] = CODP[X].Price("Ask1"); //P賣一價
			RLPC[X] = CODC[X].Price("RiseLimit"); //C漲停價
			FLPC[X] = CODC[X].Price("FallLimit"); //C跌停價
			RLPP[X] = CODP[X].Price("RiseLimit"); //P漲停價
			FLPP[X] = CODP[X].Price("FallLimit"); //P跌停價
			BIDPC[X] = IIF(BIDPC[X] == 0 && NEWPC[X] == FLPC[X],FLPC[X],BIDPC[X]); //C買一價
			ASKPC[X] = IIF(ASKPC[X] == 0 && NEWPC[X] == RLPC[X],RLPC[X],ASKPC[X]); //C賣一價
			BIDPP[X] = IIF(BIDPP[X] == 0 && NEWPP[X] == FLPP[X],FLPP[X],BIDPP[X]); //P買一價
			ASKPP[X] = IIF(ASKPP[X] == 0 && NEWPP[X] == RLPP[X],RLPP[X],ASKPP[X]); //P賣一價
			STP[X] = CODC[X].Price("StrikePrice"); //行權(quán)價
			EPDC[X] = CODC[X].Price("ExpirationDate"); //C行權(quán)日期
			EPDP[X] = CODP[X].Price("ExpirationDate"); //P行權(quán)日期
			RTSC[X] = DateDiff(TOD,EPDC[X] ); //C距行權(quán)日剩余天數(shù)
			RTSP[X] = DateDiff(TOD,EPDP[X] ); //P距行權(quán)日剩余天數(shù)
			BRPC[X] = CODC[X].F_BuyRemainPosition(); //C多頭可用持倉
			SRPC[X] = CODC[X].F_SellRemainPosition(); //C空頭可用持倉
			BRPP[X] = CODP[X].F_BuyRemainPosition(); //P多頭可用持倉
			SRPP[X] = CODP[X].F_SellRemainPosition(); //P空頭可用持倉
			BRPC[X] = Min(BRPC[X],CODC[X].A_BuyRemainPosition()); //C多頭可用持倉
			SRPC[X] = Min(SRPC[X],CODC[X].A_SellRemainPosition()); //C空頭可用持倉
			BRPP[X] = Min(BRPP[X],CODP[X].A_BuyRemainPosition()); //P多頭可用持倉
			SRPP[X] = Min(SRPP[X],CODP[X].A_SellRemainPosition()); //P空頭可用持倉
		}
	}
	//------------------------成交判斷------------------------//
	If(OPFLG == 1) //成交判斷
	{
		For X = 0 To CDN - 1 //遍歷期權(quán)合約
		{
			If(BKFLGC[X] == 1) //如果有C買開委托
			{
				If(F_OrderStatus(BKIDC[X]) == Enum_Filled) //如果C買開委托成交
				{
					Commentary("【多頭開倉：C買開委托" + Text(X + 1) + "成交！】");
					BKFLGC[X] = 0; //C買開標(biāo)志歸0
					BKDELC[X] = 0; //C買開撤單標(biāo)志歸0
				}
				Else If(F_OrderStatus(BKIDC[X]) == Enum_Canceled) //如果C買開委托已撤
				{
					Commentary("【多頭開倉：C買開委托" + Text(X + 1) + "已撤！】");
					If(F_OrderFilledLot(BKIDC[X]) > 0) //如果C買開委托部分成交
					{
						BKMC[X] = BKMC[X] - F_OrderFilledLot(BKIDC[X]); //C買開委托手?jǐn)?shù)
					}
					If(BKMC[X] > 0) //如果C買開委托手?jǐn)?shù)大于0
					{
						BKPC[X] = RLPC[X]; //C買開委托價格
						Commentary("【多頭開倉：C買開委托" + Text(X + 1) + "發(fā)出！】");
						BKIDC[X] = CODC[X].A_SendOrder(Enum_Buy,Enum_Entry,BKMC[X],BKPC[X]); //發(fā)出C買開委托
					}
					BKDELC[X] = 0; //C買開撤單標(biāo)志歸0
				}
				Else If(F_OrderStatus(BKIDC[X]) == Enum_Declared || F_OrderStatus(BKIDC[X]) == Enum_FillPart) //如果C買開委托掛單
				{
					If(BKDELC[X] == 0) //如果未撤單
					{
						If(TimeDiff(BKTC[X],NOW) >= T && BKPC[X] != RLPC[X]) //如果時間間隔T秒
						{
							Commentary("【多頭開倉：C買開委托" + Text(X + 1) + "撤單！】");
							CODC[X].A_DeleteOrder(F_OrderContractNo(BKIDC[X])); //撤掉C買開委托掛單
							BKDELC[X] = 1; //已發(fā)出撤掉C買開委托掛單
						}
					}
				}
				Else If(F_OrderStatus(BKIDC[X]) == Enum_Deleted) //如果C買開委托廢單
				{
					Commentary("【多頭開倉：C買開委托" + Text(X + 1) + "廢單！】");
					BKFLGC[X] = 0; //C買開標(biāo)志歸0
				}
			}
			If(SPFLGC[X] == 1) //如果有C賣平委托
			{
				If(F_OrderStatus(SPIDC[X]) == Enum_Filled) //如果C賣平委托成交
				{
					Commentary("【多頭平倉：C賣平委托" + Text(X + 1) + "成交！】");
					SPFLGC[X] = 0; //C賣平標(biāo)志歸0
				}
				Else If(F_OrderStatus(SPIDC[X]) == Enum_Deleted) //如果C賣平委托廢單
				{
					Commentary("【多頭平倉：C賣平委托" + Text(X + 1) + "廢單！】");
					SPFLGC[X] = 0; //C賣平標(biāo)志歸0
				}
			}
			If(SKFLGC[X] == 1) //如果有C賣開委托
			{
				If(F_OrderStatus(SKIDC[X]) == Enum_Filled) //如果C賣開委托成交
				{
					Commentary("【空頭開倉：C賣開委托" + Text(X + 1) + "成交！】");
					SKFLGC[X] = 0; //C賣開標(biāo)志歸0
					SKDELC[X] = 0; //C賣開撤單標(biāo)志歸0
				}
				Else If(F_OrderStatus(SKIDC[X]) == Enum_Canceled) //如果C賣開委托已撤
				{
					Commentary("【空頭開倉：C賣開委托" + Text(X + 1) + "已撤！】");
					If(F_OrderFilledLot(SKIDC[X]) > 0) //如果C賣開委托部分成交
					{
						SKMC[X] = SKMC[X] - F_OrderFilledLot(SKIDC[X]); //C賣開委托手?jǐn)?shù)
					}
					If(SKMC[X] > 0) //如果C賣開委托手?jǐn)?shù)大于0
					{
						SKPC[X] = FLPC[X]; //C賣開委托價格
						Commentary("【空頭開倉：C賣開委托" + Text(X + 1) + "發(fā)出！】");
						SKIDC[X] = CODC[X].A_SendOrder(Enum_Sell,Enum_Entry,SKMC[X],SKPC[X]); //發(fā)出C賣開委托
					}
					SKDELC[X] = 0; //C賣開撤單標(biāo)志歸0
				}
				Else If(F_OrderStatus(SKIDC[X]) == Enum_Declared || F_OrderStatus(SKIDC[X]) == Enum_FillPart) //如果C賣開委托掛單
				{
					If(SKDELC[X] == 0) //如果未撤單
					{
						If(TimeDiff(SKTC[X],NOW) >= T && SKPC[X] != FLPC[X]) //如果時間間隔T秒
						{
							Commentary("【空頭開倉：C賣開委托" + Text(X + 1) + "撤單！】");
							CODC[X].A_DeleteOrder(F_OrderContractNo(SKIDC[X])); //撤掉C賣開委托掛單
							SKDELC[X] = 1; //已發(fā)出撤掉C賣開委托掛單
						}
					}
				}
				Else If(F_OrderStatus(SKIDC[X]) == Enum_Deleted) //如果C賣開委托廢單
				{
					Commentary("【空頭開倉：C賣開委托" + Text(X + 1) + "廢單！】");
					SKFLGC[X] = 0; //C賣開標(biāo)志歸0
				}
			}
			If(BPFLGC[X] == 1) //如果有C買平委托
			{
				If(F_OrderStatus(BPIDC[X]) == Enum_Filled) //如果C買平委托成交
				{
					Commentary("【空頭平倉：C買平委托" + Text(X + 1) + "成交！】");
					BPFLGC[X] = 0; //C買平標(biāo)志歸0
				}
				Else If(F_OrderStatus(BPIDC[X]) == Enum_Deleted) //如果C買平委托廢單
				{
					Commentary("【空頭平倉：C買平委托" + Text(X + 1) + "廢單！】");
					BPFLGC[X] = 0; //C買平標(biāo)志歸0
				}
			}
			If(BKFLGP[X] == 1) //如果有P買開委托
			{
				If(F_OrderStatus(BKIDP[X]) == Enum_Filled) //如果P買開委托成交
				{
					Commentary("【多頭開倉：P買開委托" + Text(X + 1) + "成交！】");
					BKFLGP[X] = 0; //P買開標(biāo)志歸0
					BKDELP[X] = 0; //P買開撤單標(biāo)志歸0
				}
				Else If(F_OrderStatus(BKIDP[X]) == Enum_Canceled) //如果P買開委托已撤
				{
					Commentary("【多頭開倉：P買開委托" + Text(X + 1) + "已撤！】");
					If(F_OrderFilledLot(BKIDP[X]) > 0) //如果P買開委托部分成交
					{
						BKMP[X] = BKMP[X] - F_OrderFilledLot(BKIDP[X]); //P買開委托手?jǐn)?shù)
					}
					If(BKMP[X] > 0) //如果P買開委托手?jǐn)?shù)大于0
					{
						BKPP[X] = RLPP[X]; //P買開委托價格
						Commentary("【多頭開倉：P買開委托" + Text(X + 1) + "發(fā)出！】");
						BKIDP[X] = CODP[X].A_SendOrder(Enum_Buy,Enum_Entry,BKMP[X],BKPP[X]); //發(fā)出P買開委托
					}
					BKDELP[X] = 0; //P買開撤單標(biāo)志歸0
				}
				Else If(F_OrderStatus(BKIDP[X]) == Enum_Declared || F_OrderStatus(BKIDP[X]) == Enum_FillPart) //如果P買開委托掛單
				{
					If(BKDELP[X] == 0) //如果未撤單
					{
						If(TimeDiff(BKTP[X],NOW) >= T && BKPP[X] != RLPP[X]) //如果時間間隔T秒
						{
							Commentary("【多頭開倉：P買開委托" + Text(X + 1) + "撤單！】");
							CODP[X].A_DeleteOrder(F_OrderContractNo(BKIDP[X])); //撤掉P買開委托掛單
							BKDELP[X] = 1; //已發(fā)出撤掉P買開委托掛單
						}
					}
				}
				Else If(F_OrderStatus(BKIDP[X]) == Enum_Deleted) //如果P買開委托廢單
				{
					Commentary("【多頭開倉：P買開委托" + Text(X + 1) + "廢單！】");
					BKFLGP[X] = 0; //P買開標(biāo)志歸0
				}
			}
			If(SPFLGP[X] == 1) //如果有P賣平委托
			{
				If(F_OrderStatus(SPIDP[X]) == Enum_Filled) //如果P賣平委托成交
				{
					Commentary("【多頭平倉：P賣平委托" + Text(X + 1) + "成交！】");
					SPFLGP[X] = 0; //P賣平標(biāo)志歸0
				}
				Else If(F_OrderStatus(SPIDP[X]) == Enum_Deleted) //如果P賣平委托廢單
				{
					Commentary("【多頭平倉：P賣平委托" + Text(X + 1) + "廢單！】");
					SPFLGP[X] = 0; //P賣平標(biāo)志歸0
				}
			}
			If(SKFLGP[X] == 1) //如果有P賣開委托
			{
				If(F_OrderStatus(SKIDP[X]) == Enum_Filled) //如果P賣開委托成交
				{
					Commentary("【空頭開倉：P賣開委托" + Text(X + 1) + "成交！】");
					SKFLGP[X] = 0; //P賣開標(biāo)志歸0
					SKDELP[X] = 0; //P賣開撤單標(biāo)志歸0
				}
				Else If(F_OrderStatus(SKIDP[X]) == Enum_Canceled) //如果P賣開委托已撤
				{
					Commentary("【空頭開倉：P賣開委托" + Text(X + 1) + "已撤！】");
					If(F_OrderFilledLot(SKIDP[X]) > 0) //如果P賣開委托部分成交
					{
						SKMP[X] = SKMP[X] - F_OrderFilledLot(SKIDP[X]); //P賣開委托手?jǐn)?shù)
					}
					If(SKMP[X] > 0) //如果P賣開委托手?jǐn)?shù)大于0
					{
						SKPP[X] = FLPP[X]; //P賣開委托價格
						Commentary("【空頭開倉：P賣開委托" + Text(X + 1) + "發(fā)出！】");
						SKIDP[X] = CODP[X].A_SendOrder(Enum_Sell,Enum_Entry,SKMP[X],SKPP[X]); //發(fā)出P賣開委托
					}
					SKDELP[X] = 0; //P賣開撤單標(biāo)志歸0
				}
				Else If(F_OrderStatus(SKIDP[X]) == Enum_Declared || F_OrderStatus(SKIDP[X]) == Enum_FillPart) //如果P賣開委托掛單
				{
					If(SKDELP[X] == 0) //如果未撤單
					{
						If(TimeDiff(SKTP[X],NOW) >= T && SKPP[X] != FLPP[X]) //如果時間間隔T秒
						{
							Commentary("【空頭開倉：P賣開委托" + Text(X + 1) + "撤單！】");
							CODP[X].A_DeleteOrder(F_OrderContractNo(SKIDP[X])); //撤掉P賣開委托掛單
							SKDELP[X] = 1; //已發(fā)出撤掉P賣開委托掛單
						}
					}
				}
				Else If(F_OrderStatus(SKIDP[X]) == Enum_Deleted) //如果P賣開委托廢單
				{
					Commentary("【空頭開倉：P賣開委托" + Text(X + 1) + "廢單！】");
					SKFLGP[X] = 0; //P賣開標(biāo)志歸0
				}
			}
			If(BPFLGP[X] == 1) //如果有P買平委托
			{
				If(F_OrderStatus(BPIDP[X]) == Enum_Filled) //如果P買平委托成交
				{
					Commentary("【空頭平倉：P買平委托" + Text(X + 1) + "成交！】");
					BPFLGP[X] = 0; //P買平標(biāo)志歸0
				}
				Else If(F_OrderStatus(BPIDP[X]) == Enum_Deleted) //如果P買平委托廢單
				{
					Commentary("【空頭平倉：P買平委托" + Text(X + 1) + "廢單！】");
					BPFLGP[X] = 0; //P買平標(biāo)志歸0
				}
			}
		}
	}
	//------------------------開平處理------------------------//
	If(OPFLG == 1) //開平處理
	{
		For X = 0 To CDN - 1 //遍歷期權(quán)合約
		{
			If(BKFLGC[X] == 0 && SPFLGC[X] == 0 && SKFLGC[X] == 0 && BPFLGC[X] == 0 &&
				BKFLGP[X] == 0 && SPFLGP[X] == 0 && SKFLGP[X] == 0 && BPFLGP[X] == 0) //如果沒有開平倉委托
			{
				If(RTSC[X] > D && RTSC[X] > D) //如果滿足開平倉條件
				{
					If(KCFLG[X] == 0) //如果未執(zhí)行平倉處理
					{
						If(KPFLG[X] == 0 || KPFLG[X] == 2) //如果未執(zhí)行開平處理1
						{
							If(NEWPC[X] - NEWPP[X] > NEWPF - STP[X]) //如果滿足平倉條件
							{
								SPDFLGC[X] = 1; //開啟C賣平處理
								BPDFLGP[X] = 1; //開啟P買平處理
								KPFLG[X] = 1; //已執(zhí)行開平處理1
								KCFLG[X] = 1; //已執(zhí)行平倉處理
							}
						}
						If(KPFLG[X] == 0 || KPFLG[X] == 1) //如果未執(zhí)行開平處理2
						{
							If(NEWPC[X] - NEWPP[X] < NEWPF - STP[X]) //如果滿足平倉條件
							{
								BPDFLGC[X] = 1; //開啟C買平處理
								SPDFLGP[X] = 1; //開啟P賣平處理
								KPFLG[X] = 2; //已執(zhí)行開平處理2
								KCFLG[X] = 1; //已執(zhí)行平倉處理
							}
						}
					}
					Else If(KCFLG[X] == 1) //如果已執(zhí)行平倉處理
					{
						If(KPFLG[X] == 1) //如果已執(zhí)行開平處理1
						{
							SKDFLGC[X] = 1; //開啟C賣開處理
							BKDFLGP[X] = 1; //開啟P買開處理
						}
						Else If(KPFLG[X] == 2) //如果已執(zhí)行開平處理2
						{
							BKDFLGC[X] = 1; //開啟C買開處理
							SKDFLGP[X] = 1; //開啟P賣開處理
						}
						KCFLG[X] = 0; //開倉處理標(biāo)志歸0
					}
				}
				Else If(RTSC[X] <= D || RTSP[X] <= D) //如果滿足清倉條件
				{
					If(KPFLG[X] == 1) //如果已執(zhí)行開平處理1
					{
						BPDFLGC[X] = 1; //開啟C買平處理
						SPDFLGP[X] = 1; //開啟P賣平處理
						KCFLG[X] = 0; //開倉處理標(biāo)志歸0
						KPFLG[X] = 0; //開平處理標(biāo)志歸0
					}
					Else If(KPFLG[X] == 2) //如果已執(zhí)行開平處理2
					{
						SPDFLGC[X] = 1; //開啟C賣平處理
						BPDFLGP[X] = 1; //開啟P買平處理
						KCFLG[X] = 0; //開倉處理標(biāo)志歸0
						KPFLG[X] = 0; //開平處理標(biāo)志歸0
					}
				}
			}
		}
	}
	//------------------------委托處理------------------------//
	If(OPFLG == 1) //委托處理
	{
		For X = 0 To CDN - 1 //遍歷期權(quán)合約
		{
			If(BKDFLGC[X] == 1) //如果已開啟C買開處理
			{
				If(BKFLGC[X] == 0) //如果沒有C買開委托
				{
					BKMC[X] = N; //C買開委托手?jǐn)?shù)
					BKPC[X] = ASKPC[X]; //C買開委托價格
					Commentary("【多頭開倉：C買開委托" + Text(X + 1) + "發(fā)出！】");
					BKIDC[X] = CODC[X].A_SendOrder(Enum_Buy,Enum_Entry,BKMC[X],BKPC[X]); //發(fā)出C買開委托
					BKTC[X] = NOW; //C買開委托時間
					BKFLGC[X] = 1; //已發(fā)出C買開委托
				}
			}
			If(SPDFLGC[X] == 1) //如果已開啟C賣平處理
			{
				If(SPFLGC[X] == 0) //如果沒有C賣平委托
				{
					If(BRPC[X] >= N) //如果C多頭可用持倉達(dá)到N手
					{
						SPMC[X] = N; //C賣平委托手?jǐn)?shù) www.tumamayizhan.com
						SPPC[X] = BIDPC[X]; //C賣平委托價格
						Commentary("【多頭平倉：C賣平委托" + Text(X + 1) + "發(fā)出！】");
						SPIDC[X] = CODC[X].A_SendOrder(Enum_Sell,Enum_Exit,SPMC[X],SPPC[X]); //發(fā)出C賣平委托
						SPFLGC[X] = 1; //已發(fā)出C賣平委托
					}
				}
			}
			If(SKDFLGC[X] == 1) //如果已開啟C賣開處理
			{
				If(SKFLGC[X] == 0) //如果沒有C賣開委托
				{
					SKMC[X] = N; //C賣開委托手?jǐn)?shù)
					SKPC[X] = BIDPC[X]; //C賣開委托價格
					Commentary("【空頭開倉：C賣開委托" + Text(X + 1) + "發(fā)出！】");
					SKIDC[X] = CODC[X].A_SendOrder(Enum_Sell,Enum_Entry,SKMC[X],SKPC[X]); //發(fā)出C賣開委托
					SKTC[X] = NOW; //C賣開委托時間
					SKFLGC[X] = 1; //已發(fā)出C賣開委托
				}
			}
			If(BPDFLGC[X] == 1) //如果已開啟C買平處理
			{
				If(BPFLGC[X] == 0) //如果沒有C買平委托
				{
					If(SRPC[X] >= N) //如果C空頭可用持倉達(dá)到N手
					{
						BPMC[X] = N; //C買平委托手?jǐn)?shù)
						BPPC[X] = ASKPC[X]; //C買平委托價格
						Commentary("【空頭平倉：C買平委托" + Text(X + 1) + "發(fā)出！】");
						BPIDC[X] = CODC[X].A_SendOrder(Enum_Buy,Enum_Exit,BPMC[X],BPPC[X]); //發(fā)出C買平委托
						BPFLGC[X] = 1; //已發(fā)出C買平委托
					}
				}
			}
			If(BKDFLGP[X] == 1) //如果已開啟P買開處理
			{
				If(BKFLGP[X] == 0) //如果沒有P買開委托
				{
					BKMP[X] = N; //P買開委托手?jǐn)?shù) www.tumamayizhan.com
					BKPP[X] = ASKPP[X]; //P買開委托價格
					Commentary("【多頭開倉：P買開委托" + Text(X + 1) + "發(fā)出！】");
					BKIDP[X] = CODP[X].A_SendOrder(Enum_Buy,Enum_Entry,BKMP[X],BKPP[X]); //發(fā)出P買開委托
					BKTP[X] = NOW; //P買開委托時間
					BKFLGP[X] = 1; //已發(fā)出P買開委托
				}
			}
			If(SPDFLGP[X] == 1) //如果已開啟P賣平處理
			{
				If(SPFLGP[X] == 0) //如果沒有P賣平委托
				{
					If(BRPP[X] >= N) //如果P多頭可用持倉達(dá)到N手
					{
						SPMP[X] = N; //P賣平委托手?jǐn)?shù)
						SPPP[X] = BIDPP[X]; //P賣平委托價格
						Commentary("【多頭平倉：P賣平委托" + Text(X + 1) + "發(fā)出！】");
						SPIDP[X] = CODP[X].A_SendOrder(Enum_Sell,Enum_Exit,SPMP[X],SPPP[X]); //發(fā)出P賣平委托
						SPFLGP[X] = 1; //已發(fā)出P賣平委托
					}
				}
			}
			If(SKDFLGP[X] == 1) //如果已開啟P賣開處理
			{
				If(SKFLGP[X] == 0) //如果沒有P賣開委托
				{
					SKMP[X] = N; //P賣開委托手?jǐn)?shù)HTTP://www.tumamayizhan.com
					SKPP[X] = BIDPP[X]; //P賣開委托價格
					Commentary("【空頭開倉：P賣開委托" + Text(X + 1) + "發(fā)出！】");
					SKIDP[X] = CODP[X].A_SendOrder(Enum_Sell,Enum_Entry,SKMP[X],SKPP[X]); //發(fā)出P賣開委托
					SKTP[X] = NOW; //P賣開委托時間
					SKFLGP[X] = 1; //已發(fā)出P賣開委托
				}
			}
			If(BPDFLGP[X] == 1) //如果已開啟P買平處理
			{
				If(BPFLGP[X] == 0) //如果沒有P買平委托
				{
					If(SRPP[X] >= N) //如果P空頭可用持倉達(dá)到N手
					{
						BPMP[X] = N; //P買平委托手?jǐn)?shù)
						BPPP[X] = ASKPP[X]; //P買平委托價格
						Commentary("【空頭平倉：P買平委托" + Text(X + 1) + "發(fā)出！】");
						BPIDP[X] = CODP[X].A_SendOrder(Enum_Buy,Enum_Exit,BPMP[X],BPPP[X]); //發(fā)出P買平委托
						BPFLGP[X] = 1; //已發(fā)出P買平委托
					}
				}
			}
		}
	}
End