近月遠月合約的計算及引用
作者:金字塔 來源:cxh99.com 發布時間:2017年09月26日
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咨詢內容:
nn:='AG';
VARIABLE: X[12]=0;
X[1]:=CALLSTOCKEX(nn+'01',vtVOL,6,0,2000);
X[2]:=CALLSTOCKEX(nn+'02',vtVOL,6,0,2000);
X[3]:=CALLSTOCKEX(nn+'03',vtVOL,6,0,2000);
X[4]:=CALLSTOCKEX(nn+'04',vtVOL,6,0,2000);
X[5]:=CALLSTOCKEX(nn+'05',vtVOL,6,0,2000);
X[6]:=CALLSTOCKEX(nn+'06',vtVOL,6,0,2000);
X[7]:=CALLSTOCKEX(nn+'07',vtVOL,6,0,2000);
X[8]:=CALLSTOCKEX(nn+'08',vtVOL,6,0,2000);
X[9]:=CALLSTOCKEX(nn+'09',vtVOL,6,0,2000);
X[10]:=CALLSTOCKEX(nn+'10',vtVOL,6,0,2000);
X[11]:=CALLSTOCKEX(nn+'11',vtVOL,6,0,2000);
X[12]:=CALLSTOCKEX(nn+'12',vtVOL,6,0,2000);
VARIABLE:ZL=0;
IF X[1]=CALLSTOCKEX(nn+'00',vtVOL,6,0,2000) THEN ZL:='01';
IF X[2]=CALLSTOCKEX(nn+'00',vtVOL,6,0,2000) THEN ZL:='02';
IF X[3]=CALLSTOCKEX(nn+'00',vtVOL,6,0,2000) THEN ZL:='03';
IF X[4]=CALLSTOCKEX(nn+'00',vtVOL,6,0,2000) THEN ZL:='04';
IF X[5]=CALLSTOCKEX(nn+'00',vtVOL,6,0,2000) THEN ZL:='05';
IF X[6]=CALLSTOCKEX(nn+'00',vtVOL,6,0,2000) THEN ZL:='06';
IF X[7]=CALLSTOCKEX(nn+'00',vtVOL,6,0,2000) THEN ZL:='07';
IF X[8]=CALLSTOCKEX(nn+'00',vtVOL,6,0,2000) THEN ZL:='08';
IF X[9]=CALLSTOCKEX(nn+'00',vtVOL,6,0,2000) THEN ZL:='09';
IF X[10]=CALLSTOCKEX(nn+'00',vtVOL,6,0,2000) THEN ZL:='10';
IF X[11]=CALLSTOCKEX(nn+'00',vtVOL,6,0,2000) THEN ZL:='11';
IF X[12]=CALLSTOCKEX(nn+'00',vtVOL,6,0,2000) THEN ZL:='12';
VARIABLE:CZL=0;
IF X[1]=large(X,12,2) THEN CZL:='01';
IF X[2]=large(X,12,2) THEN CZL:='02';
IF X[3]=large(X,12,2) THEN CZL:='03';
IF X[4]=large(X,12,2) THEN CZL:='04';
IF X[5]=large(X,12,2) THEN CZL:='05';
IF X[6]=large(X,12,2) THEN CZL:='06';
IF X[7]=large(X,12,2) THEN CZL:='07';
IF X[8]=large(X,12,2) THEN CZL:='08';
IF X[9]=large(X,12,2) THEN CZL:='09';
IF X[10]=large(X,12,2) THEN CZL:='10';
IF X[11]=large(X,12,2) THEN CZL:='11';
IF X[12]=large(X,12,2) THEN CZL:='12';
VARIABLE:JY=0;
IF STRTONUM(ZL)<MONTH() AND STRTONUM(CZL)<MONTH() AND STRTONUM(ZL)<STRTONUM(CZL) THEN JY:=ZL;
IF STRTONUM(ZL)<MONTH() AND STRTONUM(CZL)<MONTH() AND STRTONUM(ZL)>STRTONUM(CZL) THEN JY:=CZL;
IF STRTONUM(ZL)<MONTH() AND STRTONUM(CZL)>MONTH() THEN JY:=nn+CZL;
IF STRTONUM(ZL)>MONTH() AND STRTONUM(CZL)<MONTH() THEN JY:=nn+ZL;?
IF STRTONUM(ZL)>MONTH() AND STRTONUM(CZL)>MONTH() AND STRTONUM(ZL)<STRTONUM(CZL) THEN JY:=ZL;
IF STRTONUM(ZL)>MONTH() AND STRTONUM(CZL)>MONTH() AND STRTONUM(ZL)>STRTONUM(CZL) THEN JY:=CZL;
VARIABLE:YY=0;
IF STRTONUM(ZL)<MONTH() AND STRTONUM(CZL)<MONTH() AND STRTONUM(ZL)<STRTONUM(CZL) THEN YY:=CZL;
IF STRTONUM(ZL)<MONTH() AND STRTONUM(CZL)<MONTH() AND STRTONUM(ZL)>STRTONUM(CZL) THEN YY:=ZL;
IF STRTONUM(ZL)<MONTH() AND STRTONUM(CZL)>MONTH() THEN YY:=ZL;
IF STRTONUM(ZL)>MONTH() AND STRTONUM(CZL)<MONTH() THEN YY:=CZL;?
IF STRTONUM(ZL)>MONTH() AND STRTONUM(CZL)>MONTH() AND STRTONUM(ZL)<STRTONUM(CZL) THEN YY:=CZL;
IF STRTONUM(ZL)>MONTH() AND STRTONUM(CZL)>MONTH() AND STRTONUM(ZL)>STRTONUM(CZL) THEN YY:=ZL;
我用以上公式區分品種‘nn’主力與次主力合約中哪個是近月哪個是遠月,顯示在副圖上數據是完整正確的用agjy:STKINDIEX('','ZCJY.JY',0,6,0,2000);在引用時數據顯示不完整,問題出在哪里?另外我希望品種‘nn’能夠成為一個參數被STKINDIEX引用,這樣我可以方便的獲取全部商品的主次近遠月,但是思路不清晰,請版主指點。
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?來源: www.kzuj.com.cn
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金字塔客服:
有人嗎?
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用戶回復:
自己頂一下
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網友回復:
稍等,我們測試一下
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網友回復:
你的數據都補充完整嗎?