交易策略发布专区-[分享]不平今控制日交易次数。金字塔客服中心 - 专业程序化交易软件提供商

//不平日内开仓,且控制日内开仓不超过10手。

r1:=todaybar-1;

tn:=1;//每次交易手数，要和主程序的一致

r4:=stkindiex(\'if00\',\'qq24xz.持仓(2)\',0,21,5,0),linethick0;//

r6:r4,linethick0;

rr:r6-ref(r6,1),noaxis;

//re:sum(abs(rr),r1+1),noaxis;

k1:=tbuyholding(0)=0;

k2:=tsellholding(0)=0;

r10:=tbuyholding(1);

r11:=abs(tsellholding(1));

//********************

GLOBALVARIABLE:a1=0;

if r1=0 then a1:=0;

//********************

if rr>0 and k2 then

begin

if r11>=rr then

begin

tsellshort(1,rr,lmt,c);

end

if r11<rr and r11>0 then

begin

tsellshort(1,r11,lmt,c);

tbuy(1,rr-r11,lmt,c);

a1:=a1+rr-r11;

end

if r11=0 then

begin

tbuy(1,rr,lmt,c);

a1:=a1+rr;

end

if rr<0 and k1 then

begin

if r10>=abs(rr) then

begin

tsell(1,abs(rr),lmt,c);

end

if r10<abs(rr) and r10>0 then

begin

tsell(1,r10,lmt,c);

tbuyshort(1,abs(rr)-r10,lmt,c);

a1:=a1+abs(rr)-r10;

end

if r10=0 then

begin

tbuyshort(1,abs(rr),lmt,c);

a1:=a1+abs(rr);

end

//************************

if rr>0 and not(k2) and a1<10-rr then

begin

tbuy(1,rr,lmt,c);

a1:=a1+rr;

end

if rr>0 and not(k2) and a1>=10-rr and a1<10 then

begin

r13:=max(10-a1,1);

tbuy(1,r13,lmt,c);

a1:=10;

end

//---------------------------

if rr<0 and not(k1) and a1<10-abs(rr) then

begin

tbuyshort(1,abs(rr),lmt,c);

a1:=a1+abs(rr);

end

if rr<0 and not(k1) and a1>=10-abs(rr) and a1<10 then

begin

r14:=max(10-a1,1);

tbuyshort(1,r14,lmt,c);

a1:=10;

end

//------每天将10限制交易完（这个可以不做）----------------

r20:=intpart((10-a1)/2);

if currenttime>145955 and r20>0 then

begin

tbuy(1,r20,mkt);

tbuyshort(1,r20,mkt);

a1:=10;

end