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均线趋势
Author:
量价时空, Date: 2020-07-10 22:35:13
Tags:
C++均线趋势
/*backtest
start: 2020-09-14 09:00:00
end: 2020-09-19 15:00:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Futures_CTP","currency":"FUTURES","fee":[0.00025,0.00025]}]
args: [["li",600],["zhi",400]]
*/
void main() {
Sleep(10000);
Log(exchange.GetAccount());
auto chi=0;
int nv1=1;
int p1=3;
auto jia=0;
auto position1 = exchange.GetPosition();
while(nv1){
auto error1 = GetLastError();
if(error1 == "Futures_OP 3"){
Sleep(1000);
position1 = exchange.GetPosition();
continue;
}
nv1=0;
}
if(position1.size() > 0){
for( int u1=0; u1 <= (int)position1.size(); u1++ ){
if( position1[position1.size()-u1].ContractType == Symbol){
if(position1[position1.size()-u1].Type == 0){p1=0;}
if(position1[position1.size()-u1].Type == 1){p1=1;}
chi=1;
}
}
}
while (1) {
if (exchange.IO("status") == 1) {
exchange.SetContractType(Symbol);
auto r = exchange.GetRecords(zhouqi);
auto ma = TA.MA(r, duan);
auto a = ma[ma.size() - 1];
auto b = ma[ma.size() - 3];
auto ma1 = TA.MA(r, chang);
auto c = ma1[ma1.size() - 1];
auto d = ma1[ma1.size() - 3];
auto ticker = exchange.GetTicker();
//开仓
if (chi == 0) {
if(c-a < k && c>a && d>b){
exchange.SetContractType(Symbol);
exchange.SetDirection("buy");
auto id=exchange.Buy(ticker.Last + 300, 1);
chi=1;
continue;
}
if( a-c < k && a>c && d<b ){
exchange.SetContractType(Symbol);
exchange.SetDirection("sell");
auto id=exchange.Sell(ticker.Last - 300, 1);
chi=1;
continue;
}
}
if(chi==1 && jia<300) {
auto position1 = exchange.GetPosition();
if(position1.size() > 0){
for( int u1=0; u1 <= (int)position1.size(); u1++ ){
if( position1[position1.size()-u1].ContractType == Symbol){
if(position1[position1.size()-u1].Type == 0){p1=0;}
if(position1[position1.size()-u1].Type == 1){p1=1;}
chi=1;
jia=position1[position1.size()-u1].Price;
}
}
}
continue;
}
if (chi == 1 && jia > 300) { //平仓
if( p1==0 && ( ticker.Last - jia > li || jia - ticker.Last >zhi ) ){
exchange.SetContractType(Symbol);
exchange.SetDirection("closebuy_today");
auto id=exchange.Sell(ticker.Last - 300, 1);
chi=0;
jia=0;
continue;
}
if( p1==1 && ( ticker.Last - jia > zhi || jia - ticker.Last >li )){
exchange.SetContractType(Symbol);
exchange.SetDirection("closesell_today");
auto id=exchange.Buy(ticker.Last + 300, 1);
chi=0;
jia=0;
continue;
}
}
} else {
LogStatus(_D(), "未连接CTP !");
Sleep(1000);
}
}
}
template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6