- Square
- 整数突破
整数突破
Author:
量价时空, Date: 2020-07-08 21:36:41
Tags:
Breakthrough
void main() {
Sleep(10000);
Log(exchange.GetAccount());
auto a=xia;
auto b=shang;
while (1) {
if(exchange.IO("status") == 1){
exchange.SetContractType(Symbol);
auto ticker = exchange.GetTicker();
auto position = exchange.GetPosition();
if (position.size() > 0) {
if (position[0].Type == 0 && (ticker.Last < b-20 || ticker.Last > b+960)) {
exchange.SetContractType(Symbol);
exchange.SetDirection("closebuy_today");
exchange.Sell(ticker.Last - 1000, 1);
Sleep(800);
continue;
}
if (position[0].Type == 1 && (ticker.Last < a-960 || ticker.Last > a+20)) {
exchange.SetContractType(Symbol);
exchange.SetDirection("closesell_today");
exchange.Buy(ticker.Last + 1000, 1);
Sleep(800);
continue;
}
if (position[0].Type == 2 && (ticker.Last < b-20 || ticker.Last > b+960) ) {
exchange.SetContractType(Symbol);
exchange.SetDirection("closebuy");
exchange.Sell(ticker.Last - 1000, 1);
Sleep(800);
continue;
}
if (position[0].Type == 3 && (ticker.Last < a-960 || ticker.Last > a+20)) {
exchange.SetContractType(Symbol);
exchange.SetDirection("closesell");
exchange.Buy(ticker.Last + 1000, 1);
Sleep(800);
continue;
}
} else if(!(position.size() > 0)) {
exchange.SetContractType(Symbol);
auto ticker = exchange.GetTicker();
auto records = exchange.GetRecords(10);
b = (((int) records[records.size() - 1].Low) / 1000 + 1) * 1000; // 得到整数区间值
a = (((int) records[records.size() - 1].High) / 1000) * 1000;
if(ticker.Last > b){
exchange.SetContractType(Symbol);
exchange.SetDirection("buy");
exchange.Buy(ticker.Buy + 1000, 1);
}
if( ticker.Last < a ){
exchange.SetContractType(Symbol);
exchange.SetDirection("sell");
exchange.Sell(ticker.Sell - 1000, 1);
}
}
} else {
LogStatus(_D(), "未连接CTP ！");
Sleep(1000);
}
}
}
Related
More