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金字塔VBA日内交易策略源码,学习用
作者:管理员    发布于:2015-06-07 15:30:10    文字:【】【】【
dim ss
    ss = 1
''''''''''多头止损系数
dim n1
    n1 = 10
''''''''''空头止损系数
dim n2
    n2 = 10
   
'''''''''   
dim n3
    n3 = 4
   
dim LastHigh
dim LastLow
dim LastClose
dim Icode
dim Imarket
sub application_vbastart()
    call MarketData.RegReportNotify("if03","zj")
end sub
// www.jgy8.com
sub MarketData_ReportNotify(ReportData)
    set ReportData = MarketData.GetReportData("if03","zj")
    NewPrice = ReportData.NewPrice
    LastHigh = ReportData.LastHigh
    'call application.MsgOut(LastHigh&" "&NewPrice)
   
    '''''''''''''''''持仓信息
    dim BuyHoding
    dim SellHoding
    dim BuyCost
    'dim SellHoding
    call order.HoldingInfoByCode2("if03","zj", BuyHoding, BuyCost, BuyTodayHoding, SellHoding, SellCost, SellTodayHoding, PNL, UseMargin,Account)
    ''''''''''''''''品种信息
    dim MinTick
    call order.Contract("if03","zj", Multipliter, MinTick, ShortPercent, LongPercent)
'''''''''''''''''''''多头
'BuyHoding=0 and SellHolding=0 and
    if Hour(Time) >09 and Hour(Time) <14 and    NewPrice>LastHigh and BuyHolding = 0 then
       call application.MsgOut("多头开!")
       call order.buy(1,ss,0,0,"if03","zj","",0)
    end if
'''''''''''''''''''''空头
'BuyHoding=0 and SellHolding=0 and
    if  Hour(Time) >09 and Hour(Time) <14 and   NewPrice<LastHigh and SellHolding = 0 then
       // www.jgy8.com
       call application.MsgOut("空头开!")
       call order.buyshort(1,ss,0,0,"if03","zj","",0)
    end if
'''''''''''''''''''''多止损
    if BuyHoding>0 and NewPrice<BuyCost-n1*MinTick and Hour(Time) >09 and Hour(Time) <14 then
       call application.MsgOut("多头止损!")      
       call order.Sell(1,BuyHolding,0,0,"if03","zj","",0)
    end if
'''''''''''''''''''''空止损
    if SellHoding>0 and NewPrice>BuyCost+n2*MinTick and Hour(Time) >09 and Hour(Time) <14 then
       call application.MsgOut("空头开!")   
       call order.SellShort(1,SellHolding,0,0,"if03","zj","",0)
    end if
'''''''''''''''''''''日内平仓
    if Hour(Time) >= 14 and Hour(Time) <=15 then
       call application.MsgOut("收盘全平!")
       call order.Sell(1,BuyHolding,0,0,Icode,Imarket,"",1)
       call order.SellShort(1,SellHolding,0,0,"if03","zj","",1)
    end if
End Sub

Sub UserForm1_CommandButton1_Click()
    call application.MsgOut(LastHigh&" "&NewPrice)
End Sub
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