开拓者期货期权程序化系统交易论坛

标题: 高手请进:限时交易与信号消失处理 [打印本页]

作者: yiyideer    时间: 2015-1-29 14:47:31     标题: 高手请进:限时交易与信号消失处理

TIMING=
           (currentTIME>0.09593 AND currentTIME<0.10)
        OR (currentTIME>0.10593 AND currentTIME<0.11)
        OR (currentTIME>0.11291 AND currentTIME<0.1130)
        OR (currentTIME>0.13593 AND currentTIME<0.14)
        OR (currentTIME >0.14591 AND TIME<0.15)
        OR (currentTIME >0.21593 AND currentTIME <0.22)
        OR (currentTIME >0.22593 AND currentTIME <0.23)
        OR (currentTIME >0.23291 AND currentTIME <0.2330)
       
        OR (BarStatus<2)

        ;
        TIMING2=
           (currentTIME>0.09595 AND currentTIME<0.10)
        OR (currentTIME>0.10595 AND currentTIME<0.11)
        OR (currentTIME>0.11293 AND currentTIME<0.1130)
        OR (currentTIME>0.13595 AND currentTIME<0.14)
        OR (currentTIME >0.14593 AND TIME<0.15)
        OR (currentTIME >0.21595 AND currentTIME <0.22)
        OR (currentTIME >0.22595 AND currentTIME <0.23)
        OR (currentTIME >0.23293 AND currentTIME <0.2330)

if(timing==true)
{
       
        If(conditionbpk==true )
        {
        if  (data1.marketposition==0)    Data1.Buy(nnn,Data1.c);
        if  (Data1.marketposition==-1)   Data1.BuyToCover(ooo,Data1.c) and Data1.Buy(nnn,data1.c);
        }
      
   If(conditionspk==true)
        {
        if (data1.MarketPosition==0)   data1.SellShort(nnn,data1.c);
        if (data1.marketposition==1)   data1.sell(ooo,data1.c) and data1.SellShort(nnn,data1.c);
        }                                             
}   

//--------------信号消失处理,
if(timing2==true)
{


  If(conditionbpk==false
and data1.marketposition[1]==-1 and data1.marketposition==1)
data1.sell(ooo,data1.c) and data1.SellShort(nnn,data1.c);

if(conditionspk==false
and data1.marketposition[1]==1 and data1.marketposition==-1)
data1.BuyToCover(ooo,data1.c) AND data1.Buy(nnn,data1.c);

执行的时候信号消失的时候并没有平掉按信号新开的仓不知问题出在哪





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