收盤前一分鐘平倉

作者：文華財經來源：cxh99.com 發布時間：2023年03月16日

咨詢內容： 請教一下以下策略，我想著是2:59分達到標準就開或平倉的，但我加載進模擬賬戶上，為什么是晚上9點才開或平倉的？
N44:=IF(BARPOS<26,BARPOS,26);TR : =MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));ATR : MA(TR,N44),COLORMAGENTA;SHORT:=12;LONG:=26;M:=9;DIFF := EMA(CLOSE,SHORT) - EMA(CLOSE,LONG);DEA? := EMA(DIFF,M);MACD:=2*(DIFF-DEA),COLORSTICK;
N:=3000/UNIT/ATR;N1:=ROUND(N,1);N2:=IF(N1<1,1,N1);N3:INTPART(N2);
MA10:MA(C,10);MA20:MA(C,20);MA30:MA(C,30);
CROSS(MACD>0 AND MA10>MA30 AND C>MA10,0.5)? AND CLOSEMINUTE1=1,BK(N3);
CROSS(C<MA20 AND? MACD<0,0.5)&&BKVOL>0? AND CLOSEMINUTE1=1,CLOSEOUT;
CROSS(MACD<0 AND MA10<MA30 AND C<MA10,0.5)? AND CLOSEMINUTE1=1,SK(N3);
CROSS(C>MA20 AND? MACD>0,0.5)&&SKVOL>0? AND CLOSEMINUTE1=1,CLOSEOUT
MULTSIG_MIN(0,0,1);
TRADE_OTHER('UTO'; //自動換合約
?
?來源:程序化99
文華技術人員： ?來源:程序化99
文華技術人員：您說的2:59分，?是想在第一小節收盤清倉吧，參考：
N44:=IF(BARPOS<26,BARPOS,26);TR : =MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));ATR : MA(TR,N44),COLORMAGENTA;SHORT:=12;LONG:=26;M:=9;DIFF := EMA(CLOSE,SHORT) - EMA(CLOSE,LONG);DEA? := EMA(DIFF,M);MACD:=2*(DIFF-DEA),COLORSTICK;
N:=3000/UNIT/ATR;N1:=ROUND(N,1);N2:=IF(N1<1,1,N1);N3:INTPART(N2);
MA10:MA(C,10);MA20:MA(C,20);MA30:MA(C,30);
CROSS(MACD>0 AND MA10>MA30 AND C>MA10,0.5)? AND CLOSEMINUTE1=1,BK(N3);
CROSS(C<MA20 AND? MACD<0,0.5)&&BKVOL>0? AND CLOSEMINUTEEVERY1(1)<=1,CLOSEOUT;
CROSS(MACD<0 AND MA10<MA30 AND C<MA10,0.5)? AND CLOSEMINUTE1=1,SK(N3);
CROSS(C>MA20 AND? MACD>0,0.5)&&SKVOL>0? AND CLOSEMINUTEEVERY1(1)<=1,CLOSEOUT;
MULTSIG_MIN(0,0,1);
TRADE_OTHER('UTO';?