开拓者trad交易模型源码[开拓者公式]

Vars
    Numeric cnt;
        Numeric llon;
        Numeric starttime;
        Numeric price;
      //程序化交易 www.cxh99.com
Begin
    /*
        GlobalVar(1) llon
        GlobalVar(3) starttime
        */
    llon=GetGlobalVar(1);
      
    If(llon==InvalidNumeric)
        {
            llon=0;
                SetGlobalVar(1,llon);
                starttime=Date+time;
                SetGlobalVar(3,starttime);
                FileAppend("E:\\TB\\t_trad.txt","llon="+Text(llon));
        }
        FileAppend("E:\\TB\\time.txt","starttime="+DateTimeToString(GetGlobalVar(3))+"  time="+DateTimeToString(date+time));
        If(llon == 0 && A_GetOpenOrderCount()==0)
        {
            price=open;
                A_SendOrder(Enum_Buy,Enum_Entry,1,price);              
                FileAppend("E:\\TB\\t_trad.txt","llon="+Text(llon));
                FileAppend("E:\\TB\\t_trad.txt","Datetime= "+DateTimeToString(Date+time)+" Open= "+Text(Open)+" High= "+Text(High)
                +" Low= "+Text(Low)+" Close="+Text(Close)+" CurrentBar= "+Text(CurrentBar)+" Barstatus= "+Text(BarStatus));
                FileAppend("E:\\TB\\t_trad.txt","账号 "+A_AccountID()+" 合同号 "+A_OrderContractNo(0)+" 商品 IF1303"+" 多开仓"
                +" 数量 "+Text(A_OrderLot(0))+" 状态 "+Text(A_OrderStatus(0))+" 委托价格 "+Text(A_OrderPrice(0))
                +" 委托时间 "+DateTimeToString(A_OrderTime(0))+ "平开仓状态 "+Text(A_OrderEntryOrExit(0)));              
        }
      
      
        If(llon>0)
        {
            price=open;
                A_SendOrder(Enum_Buy,Enum_Exit,1,price);              
                FileAppend("E:\\TB\\t_trad.txt","llon="+Text(llon));
                FileAppend("E:\\TB\\t_trad.txt","Datetime= "+DateTimeToString(Date+time)+" Open= "+Text(Open)+" High= "+Text(High)
                +" Low= "+Text(Low)+" Close="+Text(Close)+" CurrentBar= "+Text(CurrentBar)+" Barstatus= "+Text(BarStatus));
                FileAppend("E:\\TB\\t_trad.txt","账号 "+A_AccountID()+" 合同号 "+A_OrderContractNo(0)+" 商品 IF1303"+" 多开平"
                +" 数量 "+Text(A_OrderLot(0))+" 状态 "+Text(A_OrderStatus(0))+" 委托价格 "+Text(A_OrderPrice(0))
                +" 委托时间 "+DateTimeToString(A_OrderTime(0))+ "平开仓状态 "+Text(A_OrderEntryOrExit(0)));      
        }// www.cxh99.com
      
        If(A_OrderFilledLot(0)<>0)
        {
            llon=llon+A_OrderFilledLot(0);
                SetGlobalVar(1,llon);
                FileAppend("E:\\TB\\t_trad.txt","llon="+Text(llon));
                FileAppend("E:\\TB\\t_trad.txt","Datetime= "+DateTimeToString(Date+time)+" Open= "+Text(Open)+" High= "+Text(High)
                +" Low= "+Text(Low)+" Close="+Text(Close)+" CurrentBar= "+Text(CurrentBar)+" Barstatus= "+Text(BarStatus));
                FileAppend("E:\\TB\\t_trad.txt","账号 "+A_AccountID()+" 合同号 "+A_OrderContractNo(0)+" 商品 IF1303"+" 多开仓"
                +" 数量 "+Text(A_OrderLot(0))+" 状态 "+Text(A_OrderStatus(0))+" 委托价格 "+Text(A_OrderPrice(0))
                +" 委托时间 "+DateTimeToString(A_OrderTime(0))+" 成交数量 "+Text(A_OrderFilledLot(0))
                +" 成交价格 "+Text(A_OrderFilledPrice(0))+" 滑价 "+Text(A_OrderFilledPrice(0)-A_OrderPrice(0))
                +" 获利 "+Text(A_PositionProfitLoss()));
        }

End