标题：求好心人帮忙改为金字塔公式~

之前用文华，换了期货公司，只支持金字塔，现在求帮我改为金字塔公式，感激不尽！！！

思路是这样：用在1分钟，PTA指数测试，只做日内，限制每日开仓次数，参考9：29的价格，在9：59判断开多还是开空，持仓半小时（因为10:15~10:30休息）后在10:13根据9：59的时候PTA价格判断开多还是开空，平掉相反的仓位；持仓半小时后在10:59根据10：29的时候PTA价格判断开多还是开空、加仓，平掉相反的仓位，如此类推，在14:58平掉所有仓位~

RR0929:VALUEWHEN(TIME=0929,C);
TIME=0959 && C<=RR0929+17.03,BK(1);
TIME=0959 && C>=RR0929-17.03,SK(1);
RR0959:VALUEWHEN(TIME=0959,C);
TIME=1013 && C>=RR0959-17.03,SP(BUYVOL);
TIME=1013 && C<=RR0959+17.03,BP(SELLVOL);
TIME=1013 && C<=RR0959+17.03,BK(1);
TIME=1013 && C>=RR0959-17.03,SK(1);
RR1013:VALUEWHEN(TIME=1013,C);
TIME=1059 && C>=RR1013-17.03,SP(BUYVOL);
TIME=1059 && C<=RR1013+17.03,BP(SELLVOL);
TIME=1059 && C<=RR1013+17.03,BK(1);
TIME=1059 && C>=RR1013-17.03,SK(1);
RR1059:VALUEWHEN(TIME=1059,C);
TIME=1128 && C>=RR1059-17.03,SP(BUYVOL);
TIME=1128 && C<=RR1059+17.03,BP(SELLVOL);
TIME=1128 && C<=RR1059+17.03,BK(1);
TIME=1128 && C>=RR1059-17.03,SK(1);
RR1128:VALUEWHEN(TIME=1128,C);
TIME=1359 && C>=RR1128-17.03,SP(BUYVOL);
TIME=1359 && C<=RR1128+17.03,BP(SELLVOL);
TIME=1359 && C<=RR1128+17.03,BK(1);
TIME=1359 && C>=RR1128-17.03,SK(1);
RR1359:VALUEWHEN(TIME=1359,C);
TIME=1429 && C>=RR1359-17.03,SP(BUYVOL);
TIME=1429 && C<=RR1359+17.03,BP(SELLVOL);
TIME=1429 && C<=RR1359+17.03,BK(1);
TIME=1429 && C>=RR1359-17.03,SK(1);
TIME=1458,SP(BUYVOL);
TIME=1458,BP(SELLVOL);

 

问题正在解决中

SP(BUYVOL);

BP(SELLVOL);
这两个是什么意思,

 

BK(1);--是买开仓?

仅供参考

ss:=REFDATE(CLOSE,date,092900);
if time=095900 then
begin
buy(holding=0 and C<=ss+17.03,1,market);
buyshort(holding=0 and C>=ss-17.03,0,market);
end
ss:=REFDATE(CLOSE,date,095900);
if time=101300 then
begin
sellshort(holding<0 and  C>=ss-17.03,0,market);
sell(holding>0 and C<=ss+17.03,0,market);
buy(holding=0 and C<=ss+17.03,1,market);
buyshort(holding=0 and C>=ss-17.03,1,market);
end
ss:=REFDATE(CLOSE,date,101300);
if time=105900 then
begin
sellshort(holding<0 and  C>=ss-17.03,0,market);
sell(holding>0 and C<=ss+17.03,0,market);
buy(holding=0 and C<=ss+17.03,1,market);
buyshort(holding=0 and C>=ss-17.03,1,market);
end
ss:=REFDATE(CLOSE,date,105900);
if time=112800 then
begin
sellshort(holding<0 and  C>=ss-17.03,0,market);
sell(holding>0 and C<=ss+17.03,0,market);
buy(holding=0 and C<=ss+17.03,1,market);
buyshort(holding=0 and C>=ss-17.03,1,market);
end
ss:=REFDATE(CLOSE,date,112800);
if time=135900 then
begin
sellshort(holding<0 and  C>=ss-17.03,0,market);
sell(holding>0 and C<=ss+17.03,0,market);
buy(holding=0 and C<=ss+17.03,1,market);
buyshort(holding=0 and C>=ss-17.03,1,market);
end
ss:=REFDATE(CLOSE,date,135900);
if time=142900 then
begin
sellshort(holding<0 and  C>=ss-17.03,0,market);
sell(holding>0 and C<=ss+17.03,0,market);
buy(holding=0 and C<=ss+17.03,1,market);
buyshort(holding=0 and C>=ss-17.03,1,market);
end

if time=145800 then
begin
sellshort(holding<0 ,0,market);
sell(holding>0 ,0,market);
end

SP(BUYVOL)=平多头仓位 BP(SELLVOL)=平空头仓位 BK(1),开一手仓位，是文华WH3的语句~

谢谢楼上几个好心人！！！

BUYVOL这个,按我的理解是---主动性买单量,不知是否正确?????

SP(BUYVOL),我知道是平多头仓位,但是里面含的这个参数BUYVOL,不知道什么意思

                   是按对手价平多头仓???

请教，你这个的在9:59的开仓，为什么不是只开一手呢？

时间过滤的模型 不知道效果怎么样