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移动平滑
Author:
量价时空, Date: 2020-07-16 10:23:11
Tags:
C++均线
void main() {
Sleep(10000);
Log(exchange.GetAccount());
auto id=0;
while (1) {
if (exchange.IO("status") == 1) {
exchange.SetContractType(Symbol);
auto r = exchange.GetRecords(zhouqi);
auto ma = TA.MA(r, xiao);
auto a = ma[ma.size() - 1];
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 >l || position[0].Profit<-k ){
exchange.SetContractType(Symbol);
exchange.SetDirection("closebuy_today");
exchange.Sell(ticker.Sell - 1000, 1);
exchange.SetContractType(Symbol);
}
}
if (position[0].Type) {
if(position[0].Profit >l || position[0].Profit<-k){
exchange.SetContractType(Symbol);
exchange.SetDirection("closesell_today");
exchange.Buy(ticker.Buy + 1000, 1);
}
}
} else if( !(orders.size() > 0)) {
auto position1 = exchange.GetPosition();
auto ticker = exchange.GetTicker();
if (!(position1.size() > 0)){
if (ticker.Sell < a) {
exchange.SetContractType(Symbol);
exchange.SetDirection("sell");
exchange.Sell(ticker.Sell - 1000, 1);
continue;
} else if ( ticker.Sell > a ) {
exchange.SetContractType(Symbol);
exchange.SetDirection("buy");
exchange.Buy(ticker.Buy + 1000, 1);
continue;
}
}
}
} else {
LogStatus(_D(), "未连接CTP ！");
Sleep(1000);
}
}
}
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