开拓者期货期权程序化系统交易论坛

标题: nopain管理员 [打印本页]

作者: zyxsir 时间: 2012-5-2 08:37:52 标题: nopain管理员

能否请nopain管理员帮助编一个if主力合约的日线程序，最好换合约的跳空能消除，如果不能除权，能否标示？自己编了很久，还是不能解决。谢谢！
请参见http://bbs.tradeblazer.net/thread-4274-1-1.html

作者: zyxsir 时间: 2012-5-2 11:01:16

我以前做日内，只需在主力连续合约测试就可以了。如果要做长线，888或000都不能接近实盘，需要做主力连续合约，并消除跳空才能准确测试，为何不能完善888合约？

作者: zyxsir 时间: 2012-5-3 07:11:01

//------------------------------------------------------------------------
// 简称: 1zlhy
// 名称: 主力合约
// 类别: 公式应用
// 类型: 用户应用
//------------------------------------------------------------------------

Vars

Numeric Major(0);

NumericSeries Con0;

NumericSeries Con1;

NumericSeries Con2;

NumericSeries Con3;

NumericSeries Con4;

NumericSeries Con5;

NumericSeries Con6;

NumericSeries Con7;

NumericSeries Con8;

NumericSeries Con9;

NumericSeries Con10;

NumericSeries Con11;

Numeric MyOpen;

Numeric MyHigh;

Numeric MyLow;

Numeric MyClose;

Numeric myvol;

Numeric myopenint;

Begin

CON0=DATA0.OPENINT;

CON1=DATA1.OPENINT;

CON2=DATA2.OPENINT;

CON3=DATA3.OPENINT;

CON4=DATA4.OPENINT;

CON5=DATA5.OPENINT;

CON6=DATA6.OPENINT;

CON7=DATA7.OPENINT;

CON8=DATA8.OPENINT;

CON9=DATA9.OPENINT;

CON10=DATA10.OPENINT;

CON11=DATA11.OPENINT;

If(Con0[1] > Major*1.1)

{

      Major = Con0[1];

      MyOpen = Data0.Open;

      MyHigh = Data0.High;

      MyLow = Data0.Low;

      MyClose = Data0.Close;

myvol = Data0.Vol;

myopenint = Data0.OpenInt;

}

If(Con1[1] > Major*1.1)

{

      Major = Con1[1];

      MyOpen = Data1.Open;

      MyHigh = Data1.High;

      MyLow = Data1.Low;

      MyClose = Data1.Close;

myvol = Data1.Vol;

myopenint = Data1.OpenInt;

}

If(Con2[1] > Major*1.1)

{

      Major = Con2[1];

      MyOpen = Data2.Open;

      MyHigh = Data2.High;

      MyLow = Data2.Low;

      MyClose = Data2.Close;

myvol = Data2.Vol;

myopenint = Data2.OpenInt;

}

If(Con3 [1]> Major*1.1)

{

      Major = Con3[1];

      MyOpen = Data3.Open;

      MyHigh = Data3.High;

      MyLow = Data3.Low;

      MyClose = Data3.Close;

myvol = Data3.Vol;

myopenint = Data3.OpenInt;

}

If(Con4[1] > Major*1.1)

{

      Major = Con4[1];

      MyOpen = Data4.Open;

      MyHigh = Data4.High;

      MyLow = Data4.Low;

      MyClose = Data4.Close;

myvol = Data4.Vol;

myopenint = Data4.OpenInt;

}

If(Con5[1] > Major*1.1)

{

      Major = Con5[1];

      MyOpen = Data5.Open;

      MyHigh = Data5.High;

      MyLow = Data5.Low;

      MyClose = Data5.Close;

myvol = Data5.Vol;

myopenint = Data5.OpenInt;

}

If(Con6[1] > Major*1.1)

{

      Major = Con6[1];

      MyOpen = Data6.Open;

      MyHigh = Data6.High;

      MyLow = Data6.Low;

      MyClose = Data6.Close;

myvol = Data6.Vol;

myopenint = Data6.OpenInt;

}

If(Con7[1] > Major*1.1)

{

      Major = Con7[1];

      MyOpen = Data7.Open;

      MyHigh = Data7.High;

      MyLow = Data7.Low;

      MyClose = Data7.Close;

myvol = Data7.Vol;

myopenint = Data7.OpenInt;

}

If(Con8[1] > Major*1.1)

{

      Major = Con8[1];

      MyOpen = Data8.Open;

      MyHigh = Data8.High;

      MyLow = Data8.Low;

      MyClose = Data8.Close;

myvol = Data8.Vol;

myopenint = Data8.OpenInt;

}

If(Con9[1] > Major*1.1)

{

      Major = Con9[1];

      MyOpen = Data9.Open;

      MyHigh = Data9.High;

      MyLow = Data9.Low;

      MyClose = Data9.Close;

myvol = Data9.Vol;

myopenint = Data9.OpenInt;

}

If(Con10 [1]> Major*1.1)

{

      Major = Con10[1];

      MyOpen = Data10.Open;

      MyHigh = Data10.High;

      MyLow = Data10.Low;

      MyClose = Data10.Close;

myvol = Data10.Vol;

myopenint = Data10.OpenInt;

}

If(Con11[1] > Major*1.1)

{

      Major = Con11[1];

      MyOpen = Data11.Open;

      MyHigh = Data11.High;

      MyLow = Data11.Low;

      MyClose = Data11.Close;

myvol = Data11.Vol;

myopenint = Data11.OpenInt;

}

PlotNumeric("Open",MyOpen);

PlotNumeric("High",MyHigh);

PlotNumeric("Low",MyLow);

PlotNumeric("Close",MyClose);

Commentary("myvol"+Text(myvol));

Commentary("myopenint"+Text(myopenint));

End
//------------------------------------------------------------------------
// 编译版本 GS2010.12.08
// 用户版本 2012/04/30 07:20
// 版权所有 zyxsir
// 更改声明 TradeBlazer Software保留对TradeBlazer平台
// 每一版本的TrabeBlazer公式修改和重写的权利
//------------------------------------------------------------------------

作者: zyxsir 时间: 2012-5-3 07:14:53

我希望能在换合约的时候计算出跳空，并消除跳空。如果不好编译，能否在换合约时在图上作出标记，能知道是在哪一根K线换的合约，请帮助将上面的代码做修改！谢谢！

作者: zyxsir 时间: 2012-5-3 12:12:16

请问管理员在吗？能帮我解决吗？盼望回复！谢谢！

作者: zyxsir 时间: 2012-5-4 05:55:34

怎么没人理，还在休假吗？

作者: jixieshi 时间: 2013-8-30 09:32:42

很有意思，支持

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