{"id":1428,"date":"2015-06-08T17:55:25","date_gmt":"2015-06-08T09:55:25","guid":{"rendered":"http:\/\/xsblogs.xq.com.tw\/?p=1428"},"modified":"2015-12-18T14:04:20","modified_gmt":"2015-12-18T06:04:20","slug":"%e7%9b%a4%e6%84%9f%e5%a5%bd%e7%9a%84%e8%82%a1%e7%a5%a8","status":"publish","type":"post","link":"https:\/\/www.xq.com.tw\/xstrader\/%e7%9b%a4%e6%84%9f%e5%a5%bd%e7%9a%84%e8%82%a1%e7%a5%a8\/","title":{"rendered":"\u76e4\u611f\u597d\u7684\u80a1\u7968"},"content":{"rendered":"<p>\u6f32\u8dcc\u5e45\u653e\u5bec\u5230\u4e00\u6210\u4e4b\u5f8c\uff0c\u6709\u6108\u4f86\u6108\u591a\u7684\u64cd\u4f5c\u8005\uff0c\u66f4\u7528\u529b\u7684\u7825\u792a\u81ea\u5df1\u7684\u7576\u6c96\u6280\u80fd\uff0c\u60f3\u8981\u4eab\u53d7\u4e00\u5929\u8cfa10%\u7684\u5feb\u611f\u3002<\/p>\n<p>\u670b\u53cb\u4e2d\u7684\u5f37\u8005\uff0c\u4e00\u76f4\u8ddf\u6211\u5f37\u8abf\uff0c\u5982\u679c\u8981\u505a\u7576\u65e5\u6c96\uff0c\u6839\u672c\u4e0d\u8981\u7ba1\u4ec0\u9ebc\u57fa\u672c\u9762\uff0c\u7c4c\u78bc\u9762\uff0c\u9019\u4e9b\u90fd\u662f\u6b77\u53f2\uff0c\u6700\u91cd\u8981\u7684\u662f\u7576\u5929\u7684\u76e4\u611f\u3002<\/p>\n<p>\u76e4\u611f\u597d\u7684\u80a1\u7968\u6613\u6f32\u96e3\u8dcc\u3002<\/p>\n<p>\u6211\u6839\u64da\u4ed6\u7684\u8aaa\u6cd5\uff0c\u5beb\u4e86\u4e00\u500b\u5373\u6642\u7684\u8173\u672c\u5982\u4e0b:<\/p>\n<pre class='brush:xs'>value1=q_AvgLongUnits;\/\/\u59d4\u8cb7\u5747\u5f35\r\nvalue2=q_AvgShortUnits;\/\/\u59d4\u8ce3\u5747\u5f35\r\nvalue3=q_InSize;\/\/\u7576\u65e5\u5167\u76e4\u91cf\r\nvalue4=q_OutSize;\/\/\u7576\u65e5\u5916\u76e4\u91cf\r\n\r\nvalue5=q_BestBidSize;\/\/\u59d4\u8cb7\u5f35\u6578\r\nvalue6=q_BestAskSize;\/\/\u59d4\u8ce3\u5f35\u6578\r\nvalue9=q_BestBidSize1;\/\/\u59d4\u8cb7\u4e00\u5f35\u6578\r\nvalue10=q_BestAskSize1;\/\/\u59d4\u8ce3\u4e00\u5f35\u6578\r\nvalue11=q_BestBidSize2;\r\nvalue12=q_BestAskSize2;\r\nvalue13=q_BestBidSize3;\r\nvalue14=q_BestAskSize3;\r\nvalue15=q_BestBidSize4;\r\nvalue16=q_BestAskSize4;\r\nvalue17=q_BestBidSize5;\r\nvalue18=q_BestAskSize5;\r\ncondition1=false;\r\ncondition2=false;\r\n\r\nif value1-value2&gt;1 and value4&gt;value3 and value5-value6&gt;200\r\nthen condition1=true;\r\n\r\nif minlist(value9,value11,value13,value15,value17)&gt;50\r\nand maxlist(value10,value12,value14,value16,value18)&lt;30\r\nthen condition2=true;\r\nif condition1 and condition2 then ret=1;<\/pre>\n<p>\u4ed6\u7684\u7cbe\u795e\u5f88\u7c21\u55ae\uff0c\u5c31\u662f\u7576\u5929\u5916\u76e4\u6210\u4ea4\u7684\u591a\uff0c\u59d4\u8cb7\u7684\u662f\u5927\u5496\u7684\uff0c\u59d4\u8ce3\u7684\u662f\u6563\u55ae<br \/>\n\u7136\u5f8c\u4e94\u6a94\u59d4\u8cb7\u52c7\u65bc\u639b\u9032\uff0c\u639b\u5728\u4e94\u6a94\u59d4\u8ce3\u7684\u90fd\u662f\u5c0f\u55ae<\/p>\n<p>\u4ed6\u8a8d\u70ba\u9019\u7a2e\u80a1\u7968\u6bd4\u8f03\u6709\u6a5f\u6703\u6536\u4e0a\u53bb\u3002<\/p>\n<p>\u5404\u4f4d\u53ef\u4ee5\u62ff\u9019\u8173\u672c\u505a\u57fa\u790e\uff0c\u6539\u6210\u60a8\u7684\u76e4\u611f\u5075\u6e2c\u5668\u3002<\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u6f32\u8dcc\u5e45\u653e\u5bec\u5230\u4e00\u6210\u4e4b\u5f8c\uff0c\u6709\u6108\u4f86\u6108\u591a\u7684\u64cd\u4f5c\u8005\uff0c\u66f4\u7528\u529b\u7684\u7825\u792a\u81ea\u5df1\u7684\u7576\u6c96\u6280\u80fd\uff0c\u60f3\u8981\u4eab\u53d7\u4e00\u5929\u8cfa10%\u7684\u5feb\u611f\u3002 \u670b\u53cb\u4e2d\u7684\u5f37\u8005\uff0c\u4e00\u76f4\u8ddf\u6211\u5f37\u8abf\uff0c\u5982\u679c\u8981\u505a\u7576\u65e5\u6c96\uff0c\u6839\u672c\u4e0d\u8981\u7ba1\u4ec0\u9ebc\u57fa\u672c\u9762\uff0c\u7c4c\u78bc\u9762\uff0c\u9019\u4e9b\u90fd\u662f\u6b77\u53f2\uff0c\u6700\u91cd\u8981\u7684\u662f\u7576\u5929\u7684\u76e4\u611f\u3002 \u76e4\u611f\u597d\u7684\u80a1\u7968\u6613\u6f32\u96e3\u8dcc\u3002 \u6211\u6839\u64da\u4ed6\u7684\u8aaa\u6cd5\uff0c\u5beb\u4e86\u4e00\u500b\u5373\u6642\u7684\u8173\u672c\u5982\u4e0b: value1=q_Av\u2026 <span class=\"read-more\"><a href=\"https:\/\/www.xq.com.tw\/xstrader\/%e7%9b%a4%e6%84%9f%e5%a5%bd%e7%9a%84%e8%82%a1%e7%a5%a8\/\">\u95b1\u8b80\u66f4\u591a &raquo;<\/a><\/span><\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[13],"tags":[],"class_list":["post-1428","post","type-post","status-publish","format-standard","hentry","category-13"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v27.1.1 - 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