标题:
[金字塔源码]
大豆-豆粕的套利(大豆只做空,豆粕只做多)
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作者:
龙听
时间:
2018-9-30 13:24
标题:
大豆-豆粕的套利(大豆只做空,豆粕只做多)
一个大豆-豆粕的套利(大豆只做空,豆粕只做多),代码如下:
DD:="AX09$CLOSE";
DP:="M09$CLOSE";
diff:=DD-DP;
if strcmp(stklabel,\'M09\') = 0 then
begin
buy(diff>1200 and holding=0,1,limitr,C);
sell(diff<=600,1,limitr,C);
end
if strcmp(stklabel,\'AX09\') = 0 then
begin
buyshort(diff>1200 and holding=0,1,limitr,C);
sellshort(diff<=600,1,limitr,C);
end
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