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TUESDAY .............................................................................................................................................. 74 WEDNESDAY ......................................................................................................................................... 74 YEAR ................................................................................................................................................... 75 YEARFROMDATETIME ............................................................................................................................. 75 第9章 DECLARATION声明 ............................................................................................................ 76 ARRAY/ARRAYS ...................................................................................................................................... 76 INPUT/INPUTS ....................................................................................................................................... 77 INTRABARPERSIST .................................................................................................................................. 78 NUMERIC ............................................................................................................................................. 78 NUMERICARRAY .................................................................................................................................... 79 NUMERICARRAYREF ............................................................................................................................... 79 NUMERICREF ........................................................................................................................................ 80 NUMERICSERIES .................................................................................................................................... 80 NUMERICSIMPLE ................................................................................................................................... 81 STRING ................................................................................................................................................ 81 STRINGARRAY ....................................................................................................................................... 81 STRINGARRAYREF .................................................................................................................................. 82 STRINGREF ........................................................................................................................................... 83 STRINGSERIES ....................................................................................................................................... 83 STRINGSIMPLE ...................................................................................................................................... 83 TRUEFALSE ........................................................................................................................................... 84 TRUEFALSEARRAY .................................................................................................................................. 84 TRUEFALSEARRAYREF ............................................................................................................................. 85 TRUEFALSEREF ...................................................................................................................................... 85 TRUEFALSESERIES .................................................................................................................................. 86 TRUEFALSESIMPLE ................................................................................................................................. 86 VARIABLE/VARIABLES/VAR/VARS .............................................................................................................. 86 第10章 DYNAMIC ARRAY动态数组 .............................................................................................. 88 ARRAY_COMPARE .................................................................................................................................. 88 ARRAY_COPY ........................................................................................................................................ 89 ARRAY_GETMAXINDEX ........................................................................................................................... 89 ARRAY_GETTYPE ................................................................................................................................... 89 ARRAY_SETMAXINDEX ........................................................................................................................... 90 ARRAY_SETVALRANGE ............................................................................................................................ 90 ARRAY_SORT ........................................................................................................................................ 91
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ARRAY_SUM ......................................................................................................................................... 91 FILL_ARRAY .......................................................................................................................................... 92
第11章 ENVIRONMENT INFORMATION环境信息 ......................................................................... 93 BASEDATANUMBER ................................................................................................................................ 93 CURRENTDATANUMBER .......................................................................................................................... 93 EXECOFFSET ......................................................................................................................................... 93 GETAPPINFO ......................................................................................................................................... 93 GETCOUNTRY ........................................................................................................................................ 94 GETCURRENCY ...................................................................................................................................... 95 GETUSERID .......................................................................................................................................... 95 MAXBARSBACK ..................................................................................................................................... 95 MAXBARSFORWARD .............................................................................................................................. 95 第12章 EXECUTION CONTROL执行控制 ....................................................................................... 96 ABORT ................................................................................................................................................. 96
FPCEXACTACCURACY ............................................................................................................................... 96 FPCHIGHACCURACY ................................................................................................................................ 96 FPCLOWACCURACY ................................................................................................................................. 97 FPCMEDACCURACY ................................................................................................................................ 97 FPCVERYHIGHACCURACY ......................................................................................................................... 97 FPCVERYLOWACCURACY .......................................................................................................................... 98
RAISERUNTIMEERROR ............................................................................................................................ 98 RECALCLASTBARAFTER ........................................................................................................................... 98 SETFPCOMPAREACCURACY ...................................................................................................................... 98 第13章 MATH AND TRIG数学函数 ............................................................................................. 100 ABSVALUE/POS ................................................................................................................................... 100 ARCTANGENT ...................................................................................................................................... 100 AVGLIST ............................................................................................................................................. 100 CEILING .............................................................................................................................................. 100 COSINE .............................................................................................................................................. 101 COTANGENT ........................................................................................................................................ 101 EXPVALUE .......................................................................................................................................... 101 FLOOR ............................................................................................................................................... 101 FRACPORTION ..................................................................................................................................... 101 INTPORTION ....................................................................................................................................... 101
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LOG ................................................................................................................................................... 102 MAXLIST ............................................................................................................................................ 102 MAXLIST2 .......................................................................................................................................... 102 MINLIST ............................................................................................................................................. 102 MINLIST2 ........................................................................................................................................... 102 MOD ................................................................................................................................................. 103 NEG .................................................................................................................................................. 103 NTHMAXLIST ....................................................................................................................................... 103 NTHMINLIST ....................................................................................................................................... 103 POWER .............................................................................................................................................. 103 RANDOM ........................................................................................................................................... 104 ROUND .............................................................................................................................................. 104 SIGN .................................................................................................................................................. 104 SINE .................................................................................................................................................. 104 SQUARE ............................................................................................................................................. 104 SQUAREROOT ..................................................................................................................................... 105 SUMLIST ............................................................................................................................................ 105 TANGENT ............................................................................................................................................ 105 第14章 OUTPUT输出 ................................................................................................................. 106 CLEARDEBUG ...................................................................................................................................... 106 CLEARPRINTLOG .................................................................................................................................. 106 FILE ................................................................................................................................................... 107 FILEAPPEND ........................................................................................................................................ 107 FILEDELETE ......................................................................................................................................... 107 MESSAGELOG ..................................................................................................................................... 107 PLAYSOUND ........................................................................................................................................ 108 PRINT ................................................................................................................................................ 108 第15章 PLOTTING指标画线 ....................................................................................................... 110 DEFAULT ............................................................................................................................................ 110 GETBACKGROUNDCOLOR ...................................................................................................................... 110 GETPLOTCOLOR ................................................................................................................................... 111 GETPLOTWIDTH .................................................................................................................................. 111 NOPLOT ............................................................................................................................................. 111 PLOT ................................................................................................................................................. 111 PLOTPAINTBAR/PLOTPB ....................................................................................................................... 113
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SETPLOTCOLOR ................................................................................................................................... 114 SETPLOTBGCOLOR............................................................................................................................... 114
第16章 PORTFOLIO STRAGEGY PERFORMANCE投资组合策略绩效 ........................................... 115 PORTFOLIO_GROSSLOSS ....................................................................................................................... 115 PORTFOLIO_GROSSPROFIT .................................................................................................................... 116 PORTFOLIO_INVESTEDCAPITAL ............................................................................................................... 116 PORTFOLIO_MAXIDDRAWDOWN ........................................................................................................... 116 PORTFOLIO_NETPROFIT ........................................................................................................................ 116 PORTFOLIO_NUMLOSSTRADES ............................................................................................................... 117 PORTFOLIO_NUMWINTRADES ............................................................................................................... 117 PORTFOLIO_PERCENTPROFIT ................................................................................................................. 117 PORTFOLIO_STRATEGYDRAWDOWN ........................................................................................................ 117 PORTFOLIO_TOTALTRADE ...................................................................................................................... 118 第17章 PORTFOLIO STRAGEGY POSITION投资组合策略部位 .................................................... 119 PORTFOLIO_CALCMAXPOTENTIALLOSSFORENTRY ...................................................................................... 119 PORTFOLIO_CURRENTENTRIES ............................................................................................................... 119 PORTFOLIO_MAXOPENPOSITIONPOTENTIALLOSS ...................................................................................... 120 PORTFOLIO_OPENPOSITIONPROFIT ......................................................................................................... 120 PORTFOLIO_SETMAXPOTENTIALLOSSPERCONTRACT .................................................................................. 120 第18章 PORTFOLIO STRAGEGY PROPERTIES投资组合属性 ........................................................ 122 PORTFOLIO_GETMARGINPERCONTRACT .................................................................................................. 122 PORTFOLIO_GETMAXPOTENTIALLOSSPERCONTRACT ................................................................................. 122 PORTFOLIO_MAXRISKEQUITYPERPOSPERCENT ......................................................................................... 123 PORTFOLIO_TOTALMAXRISKEQUITYPERCENT ............................................................................................ 123 PORTFOLIOENTRIESPRIORITY .................................................................................................................. 123 第19章 QUOTE FIELDS报价字段 ................................................................................................ 124 CURRENTOPENINT/Q_OPENINTEREST ..................................................................................................... 124 DAILYCLOSE ........................................................................................................................................ 124 DAILYHIGH ......................................................................................................................................... 124 DAILYLOW .......................................................................................................................................... 124 DAILYOPEN ......................................................................................................................................... 124 DAILYVOLUME/Q_TOTALVOLUME ........................................................................................................... 125 DESCRIPTION ...................................................................................................................................... 125
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EXCHLISTED/Q_EXCHANGELISTED ........................................................................................................... 125 INSIDEASK/Q_ASK ............................................................................................................................... 125 INSIDEBID/Q_BID ................................................................................................................................ 125 LAST/Q_LAST ...................................................................................................................................... 126 PREVCLOSE/Q_PREVIOUSCLOSE ............................................................................................................. 126
Q_BIGPOINTVALUE .............................................................................................................................. 126
SYMBOLNAME/SYMBOL ........................................................................................................................ 126 TRADEDATE/Q_DATE ........................................................................................................................... 126 TRADETIME/Q_TIME ............................................................................................................................ 126
Q_TIME_S .......................................................................................................................................... 126
第20章 SESSIONS交易时段 ........................................................................................................ 128 AUTOSESSION ..................................................................................................................................... 129 REGULARSESSION ................................................................................................................................ 129 SESS1ENDTIME ................................................................................................................................... 129 SESS1FIRSTBARTIME ............................................................................................................................ 129 SESS1STARTTIME ................................................................................................................................. 129 SESS2ENDTIME ................................................................................................................................... 129 SESS2FIRSTBARTIME ............................................................................................................................ 130 SESS2STARTTIME ................................................................................................................................. 130 SESSIONCOUNT ................................................................................................................................... 130 SESSIONCOUNTMS .............................................................................................................................. 130 SESSIONENDDAY .................................................................................................................................. 131 SESSIONENDDAYMS ............................................................................................................................ 131 SESSIONENDTIME ................................................................................................................................ 131 SESSIONENDTIMEMS ........................................................................................................................... 132 SESSIONSTARTDAY ............................................................................................................................... 132 SESSIONSTARTDAYMS .......................................................................................................................... 132 SESSIONSTARTTIME .............................................................................................................................. 133 SESSIONSTARTTIMEMS ......................................................................................................................... 133 第21章 SKIP WORDS跳跃字 ....................................................................................................... 134 A AN AT BASED BY DOES FROM ..................................................................................... 134 IS OF ON PLACE THAN THE WAS .................................................................................... 134 第22章 STRATEGY ORDERS策略委托 ......................................................................................... 135 ALL ................................................................................................................................................... 136
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