标题:
【_Single StpOrLim En】
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作者:
龙听
时间:
2022-11-3 14:15
标题:
【_Single StpOrLim En】
inputs:
LongOrShort( 1 ),
StopOrLimit( 1 ),
DayOrGTF( 1 ),
TriggerPrice( 100 ),
Quantity( 1000 ),
EffectiveBarDate_YYMMDD( 030102 ),
EffectiveBarTime_HHMM( 1300 ) ;
variables:
var0( iff( EffectiveBarDate_YYMMDD < 500000, EffectiveBarDate_YYMMDD
+ 1000000, EffectiveBarDate_YYMMDD ) ),
var1( false ),
var2( false ),
var3( false ),
var4( false ) ;
var1 = Date next bar = var0 and ( BarType = 2 or
( BarType = 1 and Time next bar >= EffectiveBarTime_HHMM ) ) ;
var2 = Date next bar > var0 ;
if DayOrGTF = 1 then
var3 = var1
else
var3 = var1 or var2 ;
if var3 then
begin
condition1 = LongOrShort = 1 and StopOrLimit = 1 ;
if condition1 then
begin
condition1 = var4 = false and var3[1] and High >= TriggerPrice ;
if condition1 then
var4 = true ;
if var4 = false then
Buy Quantity shares next bar at TriggerPrice stop ;
end
else
begin
condition1 = LongOrShort = 1 and StopOrLimit <> 1 ;
if condition1 then
begin
condition1 = var4 = false and var3[1] and Low <= TriggerPrice ;
if condition1 then
var4 = true ;
if var4 = false then
Buy Quantity shares next bar at TriggerPrice limit ;
end
else
begin
condition1 = LongOrShort <> 1 and StopOrLimit = 1 ;
if condition1 then
begin
condition1 = var4 = false and var3[1] and Low <= TriggerPrice ;
if condition1 then
var4 = true ;
if var4 = false then
Sell Short Quantity shares next bar at TriggerPrice stop ;
end
else
begin
condition1 = LongOrShort <> 1 and StopOrLimit <> 1 ;
if condition1 then
begin
condition1 = var4 = false and var3[1] and High >= TriggerPrice ;
if condition1 then
var4 = true ;
if var4 = false then
Sell Short Quantity shares next bar at TriggerPrice limit ;
end ;
end;
end;
end;
end;
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