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顺大逆小
Author:
量价时空, Date: 2020-07-15 20:51:52
Tags:
C++
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();
auto records = exchange.GetRecords(xiao);
auto records1 = exchange.GetRecords(da);
auto a = records[records.size() - 1].Open- records[records.size() - 1].Close;
auto b = records1[records1.size() - 1].Open- records1[records1.size() - 1].Close;
auto records2 = exchange.GetRecords(3);
auto c = records2[records2.size() - 1].High - records2[records2.size() - 1].Low;
if(c<0){
c=-c;
}
if ((position.size() > 0) && !(orders.size() > 0)) {
if (!position[0].Type) {
if (position[0].Profit > y || position[0].Profit < -k) {
exchange.SetContractType(Symbol);
exchange.SetDirection("closebuy_today");
exchange.Sell(ticker.Buy - 1000, 1);
}
}
if (position[0].Type) {
if (position[0].Profit > y || position[0].Profit < -k) {
exchange.SetContractType(Symbol);
exchange.SetDirection("closesell_today");
exchange.Buy(ticker.Sell + 1000, 1);
}
}
} else if(!(orders.size() > 0)) {
if (b>200 && a<-50 && c<20 ) {
exchange.SetContractType(Symbol);
exchange.SetDirection("buy");
exchange.Buy((ticker.Buy + 1000), 1);
} else if (b < -200 && a>50 && c<20) {
exchange.SetContractType(Symbol);
exchange.SetDirection("sell");
exchange.Sell((ticker.Sell - 1000), 1);
}
}
}
else {
LogStatus(_D(), "未连接CTP ！");
Sleep(1000);
}
}
}
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