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- 累进法
累进法
Author:
量价时空, Date: 2020-07-14 16:11:37
Tags:
C++
void main() {
Sleep(10000);
Log(exchange.GetAccount());
int i=0;
auto s=s1;
while (1) {
if (exchange.IO("status") == 1) {
exchange.SetContractType(Symbol);
auto ticker = exchange.GetTicker();
auto position = exchange.GetPosition();
auto orders = exchange.GetOrders();
if (position.size() > 0 && !(orders.size() > 0)) {
if (!position[0].Type) {
if(position[0].Profit > l*s || position[0].Profit < (20-l)*s){
exchange.SetContractType(Symbol);
exchange.SetDirection("closebuy_today");
exchange.Sell(ticker.Buy - 1000, s);
if (position[0].Profit > 0){
s=s-1;
}else{
s=s+1;
}
}
}
if (position[0].Type) {
if(position[0].Profit > l*s || position[0].Profit < (20-l)*s){
exchange.SetContractType(Symbol);
exchange.SetDirection("closesell_today");
exchange.Buy(ticker.Buy + 1000, s);
if (position[0].Profit > 0){
s=s-1;
}else{
s=s+1;
}
}
}
} else if( !(orders.size() > 0)) {
auto position1 = exchange.GetPosition();
if (!(position1.size() > 0)){
if (i==0) {
exchange.SetContractType(Symbol);
exchange.SetDirection("sell");
exchange.Sell(ticker.Sell - 1000, s);
i=1;
continue;
} else if (i==1) {
exchange.SetContractType(Symbol);
exchange.SetDirection("buy");
exchange.Buy(ticker.Buy + 1000, s);
i=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