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编写了一个套利模型，心里没谱，测试感觉有点问题，求帮看一眼

整体思路就是，第一单，到时间开仓

然后

两个品种一共盈利一定程度（参数）止盈结束，不做了

两个品种一共亏损一定程度（参数）反手，在做循环，一共有10档。

fangxiang:=1;

shijian:=111500;

riqi:=210202;

zhiying:=4000;

ctshoushu1:=1;

ctshoushu2:=2;

ctshoushu3:=3;

ctshoushu4:=4;

ctshoushu5:=5;

ctshoushu6:=6;

ctshoushu7:=7;

ctshoushu8:=8;

ctshoushu9:=9;

ctshoushu10:=10;

ctzhisun1:=10000;

ctzhisun2:=10000;

ctzhisun3:=10000;

ctzhisun4:=10000;

ctzhisun5:=10000;

ctzhisun6:=10000;

ctzhisun7:=10000;

ctzhisun8:=10000;

ctzhisun9:=10000;

ctzhisun10:=10000;

GLOBALVARIABLE:ct:=1;//默认从1开始

GLOBALVARIABLE:ctshoushu:=1;

GLOBALVARIABLE:ctzhisun:=1;

GLOBALVARIABLE:fangxiangs:=0;

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

账户:'1000';

套利品种1:'IF11';

套利品种2:'IF12';

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

dyk1:=dynainfo2(7,套利品种1)-TAVGENTERPRICEEX2('',套利品种1,0);//多盈亏

dyk2:=dynainfo2(7,套利品种2)-TAVGENTERPRICEEX2('',套利品种1,0);//多盈亏

kyk1:=TAVGENTERPRICEEX2('',套利品种1,1)-dynainfo2(7,套利品种1);//空盈亏

kyk2:=TAVGENTERPRICEEX2('',套利品种2,1)-dynainfo2(7,套利品种2);//空盈亏

yingkui:=dyk1+dyk2+kyk1+kyk2;

if ct=1 then

begin

ctzhisun=ctzhisun1;

ctshoushu=ctshoushu1;

end

if riqi>date-1000000 or (riqi=date-1000000 and shijian>=time) and fangxiangs=0 then

begin

if fangxiang=1 then

begin

TBUYSHORT(1,ctshoushu,MKT ,0,0,账户,套利品种1);

TBUY(1,ctshoushu,MKT ,0,0,账户,套利品种2);

fangxiangs=1;

end

if fangxiang=-1 then

begin

TBUYSHORT(1,ctshoushu,MKT ,0,0,账户,套利品种2);

TBUY(1,ctshoushu,MKT ,0,0,账户,套利品种1);

fangxiangs=-1;

end

if yingkui>zhiying then

begin

TSELL(1,ct,MKT ,0,0,账户,套利品种1);

TSELL(1,ct,MKT ,0,0,账户,套利品种2);

TSELLSHORT(1,ct,MKT ,0,0,账户,套利品种1);

TSELLSHORT(1,ct,MKT ,0,0,账户,套利品种2);

ct:=1;//连续止损中断的地方，务必重置全局变量CT。这里是止盈的地方重置了，你如果还有其他地方要终止连续止损的统计，同样也要重置这个全局变量

fangxiangs:=2;

end

if yingkui<ctzhisun then

begin

//平仓语句

ct:=ct+1;//止损的地方累计这个全局变量的值

//在反手的语句里，可以直接用ct作为反手下单的手数

if ct=2 then

begin

ctzhisun=ctzhisun2;

ctshoushu=ctshoushu2;

end

if ct=3 then

begin

ctzhisun=ctzhisun3;

ctshoushu=ctshoushu3;

end

if ct=4 then

begin

ctzhisun=ctzhisun4;

ctshoushu=ctshoushu4;

end

if ct=5 then

begin

ctzhisun=ctzhisun5;

ctshoushu=ctshoushu5;

end

if ct=6 then

begin

ctzhisun=ctzhisun6;

ctshoushu=ctshoushu6;

end

if ct=7 then

begin

ctzhisun=ctzhisun7;

ctshoushu=ctshoushu7;

end

if ct=8 then

begin

ctzhisun=ctzhisun8;

ctshoushu=ctshoushu8;

end

if ct=9 then

begin

ctzhisun=ctzhisun9;

ctshoushu=ctshoushu9;

end

if ct=10 then

begin

ctzhisun=ctzhisun10;

ctshoushu=ctshoushu10;

end

if fangxiangs=1 then

begin

TBUYSHORT(1,ctshoushu,MKT ,0,0,账户,套利品种1);

TBUY(1,ctshoushu,MKT ,0,0,账户,套利品种2);

fangxiangs=-1;

end

if fangxiangs=-1 then

begin

TBUYSHORT(1,ctshoushu,MKT ,0,0,账户,套利品种2);

TBUY(1,ctshoushu,MKT ,0,0,账户,套利品种1);

fangxiangs=1;

end

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