- 精华
- 2
- 在线时间
- 2808 小时
- UID
- 4130
- 积分
- 20901
- 帖子
- 6519
- 阅读权限
- 200
- 注册时间
- 2009-4-15
- 最后登录
- 2019-4-12
- 精华
- 2
- UID
- 4130
- 积分
- 20901
- 帖子
- 6519
- 主题
- 17
- 阅读权限
- 200
- 注册时间
- 2009-4-15
- 最后登录
- 2019-4-12
|
回复 3# mars622160
延迟发单请参考以下代码。- Params
- Numeric FastLength(5);
- Numeric SlowLength(20);
- Numeric DelayTicks(5);
- Vars
- NumericSeries AvgValue1;
- NumericSeries AvgValue2;
- Numeric LastBarTime;
- Numeric TickCounter;
- Begin
- AvgValue1 = AverageFC(Close,FastLength);
- AvgValue2 = AverageFC(Close,SlowLength);
-
- LastBarTime = GetGlobalVar(0);
- TickCounter = GetGlobalVar(1);
- If(BarStatus==2 && LastBarTime != Time)
- {
- LastBarTime = Time;
- TickCounter = 0;
- }
-
- If(MarketPosition <>1 && AvgValue1[1] > AvgValue2[1])
- {
- If(MarketPosition==0 || BarStatus!=2)
- {
- Buy(1,Open);
- }Else
- {
- BuyToCover(1,Open);
- If(TickCounter==0)
- {
- TickCounter = 1;
- }else If(TickCounter < DelayTicks)
- {
- TickCounter = TickCounter + 1;
- }else
- {
- Buy(1,Open);
- }
- }
- }
-
- If(MarketPosition <>-1 && AvgValue1[1] < AvgValue2[1])
- {
- If(MarketPosition==0 || BarStatus!=2)
- {
- SellShort(1,Open);
- }Else
- {
- Sell(1,Open);
- If(TickCounter==0)
- {
- TickCounter = 1;
- }else If(TickCounter < DelayTicks)
- {
- TickCounter = TickCounter + 1;
- }else
- {
- SellShort(1,Open);
- }
- }
- }
-
- SetGlobalVar(0,LastBarTime);
- SetGlobalVar(1,TickCounter);
- End
复制代码 |
|