//------------------------------------------------------------------------
Params
Numeric AfStep( 0.02);
Numeric AfLimit( 0.2 ) ;
Numeric a(0.006);
Numeric initcapital(100); //单位：万
Numeric moneyrate(80); //资金使用比例：单位%
Numeric money(100); //固定市值开仓：单位万
Vars
Numeric oParCl( 0 );
Numeric oParOp( 0 );
Numeric oPosition( 0 );
Numeric oTransition( 0 );
Events
OnInit()
{
SubscribeBar("IF888.CFFEX","5m",20210501);
SubscribeBar("IO2110-C-4700.CFFEX","5m",20210701);
SubscribeBar("IO2110-P-4950.CFFEX","5m",20210701);
SubscribeBar("IO2110-C-4700.CFFEX","1m",20210701);
SubscribeBar("IO2110-P-4950.CFFEX","1m",20210701);
}
OnBar(ArrayRef<Integer> indexs)
{
Range[0:DataSourceSize() - 1]
{
ParabolicSAR( AfStep, AfLimit, oParCl, oParOp, oPosition, oTransition ) ;
If(data3.MarketPosition == 0 And data4.MarketPosition == 0 )
{
If( data3.Close[1] > data3.Open[1])
{
data3.buy(2,data3.Open);
}
}
If(data3.MarketPosition == 0 And data4.MarketPosition == 0 )
{
If( data4.Close[1] > data4.Open[1])
{
data4.buy(2,data4.Open);
}
}
If(data3.MarketPosition == 1 )
{
If(data3.Close[1] < data3.Open[1])
{
data3.sell(0,data3.Open);
}
}
If(data4.MarketPosition == 1 )
{
If(data4.Close[1] < data4.Open[1])
{
data4.sell(0,data4.Open);
}
}
}
}
//------------------------------------------------------------------------
// 编译版本 GS2010.12.08
// 版权所有 TradeBlazer Software 2003－2025
// 更改声明 TradeBlazer Software保留对TradeBlazer平
// 台每一版本的TradeBlazer公式修改和重写的权利
//------------------------------------------------------------------------