o1:valuewhen(date<>ref(date,1),o);
if time>090100 and time <145500 then begin
if c>o+120*mindiff then begin
sellshort(holding<0,0,market);
buy(holding=0,1,market);
end
if c<o-120*mindiff then begin
sell(holding>0,0,market);
buyshort(holding=0,1,market);
end
end
if time>145500 and time<=150000 then begin
sellshort(1,0,market);
sell(1,0,market);
end
o1:valuewhen(date<>ref(date,1),o);
if time>090100 and time <145500 then begin
if c>o+120 then begin
sellshort(holding<0,0,market);
buy(holding=0,1,market);
end
if c<o-120 then begin
sell(holding>0,0,market);
buyshort(holding=0,1,market);
end
end
if time>145500 and time<=150000 then begin
sellshort(1,0,market);
sell(1,0,market);
end
开盘价加减120个点,至少是ru这样的合约