關於台指期回測

Hello 維克的投資煩惱,

您可以使用 DayOfWeek 跟 WeekOfMonth 自行寫條件判斷換月當天出場，然後在夜盤進場。

舉例來說，台指期是第三個禮拜的禮拜三換月:

if dayofweek(date) = 3  and weekofmonth(date) = 3 and currenttime >= 132000 then begin

    value1 = filled;

    value2 = 1;

    setposition(0, market);

    end;

if dayofweek(date) = 3  and weekofmonth(date) = 3 and currenttime >= 150000 and position = 0 and filled = 0 and value2 = 1 then begin

    value2 = 0;

    setposition(value1, market);

    end;

這樣第3週的禮拜3下午13:20之後就會出場，然後在下午盤的時候進場。