咨詢內(nèi)容:
IF TISREMAINEX(1,ZH,PZ1)=0 AND TISREMAINEX(3,ZH,PZ2)=0 AND TTYPE(1)=0 AND TBUYHOLDINGEX(ZH,PZ1,0)=0 AND TSELLHOLDINGEX(ZH,PZ2,0)=0 AND CROSS(JC<MID-N1*MINDIFF,0.5) THEN BEGIN
TBUY(1,1,LMT,PZ1P,0,ZH,PZ1 );
TBUYSHORT(1,1,LMT,PZ2P,0,ZH,PZ2 );
END
跨期套利,我通過未成交函數(shù)和目前賬戶持倉手數(shù)識別,發(fā)現(xiàn)還是頻繁下單,主要問題在哪里呢?
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?來源: www.tumamayizhan.com
金字塔資深技術(shù):
tbuy(1,1,lmt,close-50*mindiff);
msgout(1,numtostr(TISREMAINEX(1,'',''),0));
建議配合調(diào)試輸出看下,本地這邊測試開倉后這個函數(shù)是返回1的,按理是不會滿足的