提供个vba交易模板 由菲阿里四价pel版改写过来（金字塔版）

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