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如题,假设有个一小时频率的策略,每当前一根一小时bar走完,如果当前有交易信号,就立刻设置限价单为前一根一小时bar的收盘价为指定交易的价格,目的是为了减少滑点(牺牲掉有可能出现的交易进不去的情况)。
有大牛知道如何用麦语言写这种条件单吗?或者任何能够有点启发的麦语言的写条件单的代码,谢谢!
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