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- 区间突破法
区间突破法
Author:
量价时空, Date: 2020-07-10 15:54:24
Tags:
突破
void main() {
Sleep(10000);
Log(exchange.GetAccount());
while (1) {
if (exchange.IO("status") == 1) {
exchange.SetContractType(Symbol);
auto ticker = exchange.GetTicker();
auto position = exchange.GetPosition();
auto orders = exchange.GetOrders();
if ((position.size() > 0) && !(orders.size() > 0)) {
if (!position[0].Type) {
if (position[0].Profit > 200 || position[0].Profit < -70) {
exchange.SetContractType(Symbol);
exchange.SetDirection("closebuy_today");
exchange.Sell(ticker.Buy - 10, 1);
Sleep(500);
}
}
if (position[0].Type) {
if (position[0].Profit > 200 || position[0].Profit < -70) {
exchange.SetContractType(Symbol);
exchange.SetDirection("closesell_today");
exchange.Buy(ticker.Sell + 10, 1);
Sleep(500);
}
}
} else if(!(orders.size() > 0)) {
auto records = exchange.GetRecords(60 * 20);
auto records1 = exchange.GetRecords(60 * 20 * 5);
auto r = exchange.GetRecords(60);
auto ma = TA.MA(r, 20);
auto a = ma[ma.size() - 1];
auto r1 = exchange.GetRecords(60);
auto ma1 = TA.MA(r1, 120);
auto c = ma1[ma1.size() - 1];
/* double a = 0, b = 0;
int c = 0;
a = records[records.size() - 1].High - records[records.size() - 1].Low;
b = records1[records1.size() - 1].High - records1[records1.size() - 1].Low;
c = (int)(a * 100 / b); */
if (a > c && ticker.Sell > records[records.size() - 1].High - 3) {
exchange.SetContractType(Symbol);
exchange.SetDirection("buy");
exchange.Buy((ticker.Buy + 10), 1);
Sleep(500);
} else if (a < c && ticker.Buy < (records[records.size() - 1].Low + 3)) {
exchange.SetContractType(Symbol);
exchange.SetDirection("sell");
exchange.Sell((ticker.Sell - 10), 1);
Sleep(500);
}
}
}
else {
LogStatus(_D(), "未连接CTP ！");
Sleep(1000);
}
}
}
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