软件名称：[B]提供个vba交易模板 由菲阿里四价pel版改写过来（金字塔版）[/B]
软件类型：国产软件
运行环境：Win2000/WinXP/Win2003/WinVista
软件语言：简体中文
授权方式：共享软件
软件大小：0 Bytes
官方主页：Home Page
更新时间：2013-04-09 02:19:30
软件简介:

提供个vba交易模板 由菲阿里四价pel版改写过来，是用VBA语言编写的程序化交易策略，希望对大家月帮助
''''''''''手数
dim ss
    ss = 1

''''''''''多头止损系数
dim n1
    n1 = 10

'''''''''空头止损系数
dim n2
    n2 = 10
   
'''''''''   
dim n3
    n3 = 4
   
dim LastHigh
dim LastLow
dim LastClose
dim Icode
dim Imarket

sub application_vbastart()
    call MarketData.RegReportNotify("if03","zj")
end sub


sub MarketData_ReportNotify(ReportData)
    set ReportData = MarketData.GetReportData("if03","zj")
    NewPrice = ReportData.NewPrice
    LastHigh = ReportData.LastHigh
    'call application.MsgOut(LastHigh&" "&NewPrice)
   
    '''''''''''''''''持仓信息
    dim BuyHoding
    dim SellHoding
    dim BuyCost
    'dim SellHoding
    call order.HoldingInfoByCode2("if03","zj", BuyHoding, BuyCost, BuyTodayHoding, SellHoding, SellCost, SellTodayHoding, PNL, UseMargin,Account)
    ''''''''''''''''品种信息
    dim MinTick
    call order.Contract("if03","zj", Multipliter, MinTick, ShortPercent, LongPercent)

'''''''''''''''''''''多头
'BuyHoding=0 and SellHolding=0 and
    if Hour(Time) >09 and Hour(Time) <14 and    NewPrice>LastHigh and BuyHolding = 0 then
       call application.MsgOut("多头开！")
       call order.buy(1,ss,0,0,"if03","zj","",0)
    end if

'''''''''''''''''''''空头
'BuyHoding=0 and SellHolding=0 and
    if  Hour(Time) >09 and Hour(Time) <14 and   NewPrice<LastHigh and SellHolding = 0 then
       call application.MsgOut("空头开！")
       call order.buyshort(1,ss,0,0,"if03","zj","",0)
    end if
'''''''''''''''''''''多止损

    if BuyHoding>0 and NewPrice<BuyCost-n1*MinTick and Hour(Time) >09 and Hour(Time) <14 then
       call application.MsgOut("多头止损！")      
       call order.Sell(1,BuyHolding,0,0,"if03","zj","",0)
    end if

'''''''''''''''''''''空止损

    if SellHoding>0 and NewPrice>BuyCost+n2*MinTick and Hour(Time) >09 and Hour(Time) <14 then
       call application.MsgOut("空头开！")   
       call order.SellShort(1,SellHolding,0,0,"if03","zj","",0)
    end if
'''''''''''''''''''''日内平仓

    if Hour(Time) >= 14 and Hour(Time) <=15 then
       call application.MsgOut("收盘全平！")
       call order.Sell(1,BuyHolding,0,0,Icode,Imarket,"",1)
       call order.SellShort(1,SellHolding,0,0,"if03","zj","",1)
    end if
End Sub


Sub UserForm1_CommandButton1_Click()
    call application.MsgOut(LastHigh&" "&NewPrice)
End Sub

[url=http://www.70822.com/soft/sort013/sort068/down-61258.html]提供个vba交易模板 由菲阿里四价pel版改写过来（金字塔版）[/url]