区间突破法

Author: 量价时空, Date: 2020-07-10 15:54:24
Tags: 突破
void main() {
        Sleep(10000);
        Log(exchange.GetAccount());
        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 > 200 || position[0].Profit < -70) {

                                exchange.SetContractType(Symbol);
                                exchange.SetDirection("closebuy_today");
                                exchange.Sell(ticker.Buy - 10, 1);
                                Sleep(500);
                            }
                        }
                        if (position[0].Type) {
                            if (position[0].Profit > 200 || position[0].Profit < -70) {
                                exchange.SetContractType(Symbol);
                                exchange.SetDirection("closesell_today");
                                exchange.Buy(ticker.Sell + 10, 1);
                                Sleep(500);
                            }
                        }

                    } else if(!(orders.size() > 0)) {
                            auto records = exchange.GetRecords(60 * 20);
                            auto records1 = exchange.GetRecords(60 * 20 * 5);
                           
                    auto r = exchange.GetRecords(60);
                            auto ma = TA.MA(r, 20);
                           auto a = ma[ma.size() - 1];
                          
                         auto r1 = exchange.GetRecords(60);
                          auto ma1 = TA.MA(r1, 120);
                         auto c = ma1[ma1.size() - 1];
                      
                           /* double a = 0, b = 0;
                            int c = 0;
                            a = records[records.size() - 1].High - records[records.size() - 1].Low;
                            b = records1[records1.size() - 1].High - records1[records1.size() - 1].Low;
                            c = (int)(a * 100 / b); */
                            if (a > c && ticker.Sell > records[records.size() - 1].High - 3) {
                                exchange.SetContractType(Symbol);
                                exchange.SetDirection("buy");
                                exchange.Buy((ticker.Buy + 10), 1);
                                Sleep(500);
                            } else if (a < c && ticker.Buy < (records[records.size() - 1].Low + 3)) {
                                exchange.SetContractType(Symbol);
                                exchange.SetDirection("sell");
                                exchange.Sell((ticker.Sell - 10), 1);
                                Sleep(500);
                            }
                        }





                    }
                    else {
                        LogStatus(_D(), "未连接CTP ！");
                        Sleep(1000);
                    }

                }




            }
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