請教:如何在下面這個日內(nèi)交易模型(五分鐘周期)加上提前5秒下單 。
T1:=TIME>090000 AND TIME <145000;
pkkd:=cross(c,ma(c,5)) and t1;
pdkk:=cross(ma(c,5),c) and t1;
if pkkd then
begin
sellshort(holding < 0, 1, limitr,open);
buy(holding = 0, 1, limitr,c+5*mindiff);
end
if pdkk then
begin
sell(holding > 0, 1, limitr,open);
buyshort(holding = 0, 1, limitr,c-5*mindiff);
end
T1:=TIME>090000 AND TIME <145000;
nn:=timetot0(time)-timetot0(dynainfo(207));
pkkd:=cross(c,ma(c,5)) and t1;
pdkk:=cross(ma(c,5),c) and t1;
if pkkd and nn<=5 and islastbar or (pkkd and not(islastbar)) then
begin
sellshort(holding < 0, 1, limitr,open);
buy(holding = 0, 1, limitr,c+5*mindiff);
end
if pdkk and nn<=5 and islastbar or (pdkk and not(islastbar)) then
begin
sell(holding > 0, 1, limitr,open);
buyshort(holding = 0, 1, limitr,c-5*mindiff);
end
timetot0(time): 括號中的時間距離當(dāng)日0點的秒數(shù)。
括號中的time是k線時間,例如5分鐘周期第一根k線的time是090500 轉(zhuǎn)換成秒,返回結(jié)果是32700秒。