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 周珏 2009-04-04
IF DATATYPE=6 then exit;
流通:=FINANCE(7)/10000;
qj1:=CAPITAL/2500; qj2:=CAPITAL/8000; qj3:=CAPITAL/16000; qj4:=CAPITAL/33000;

qj5:=CAPITAL/80000; qj6:=CAPITAL/150000; qj7:=CAPITAL/200000; qj8:=CAPITAL/400000;
XS:=IF(流通<1.0,qj1,IF(流通>=1.0 AND 流通<5.0,qj2,IF(流通>=5.0 AND 流通<10,qj3,IF(流通>=10

AND 流通<20,qj4,IF(流通>=20 AND 流通<50,qj5,IF(流通>=50 AND 流通<100,qj6,IF(流通>=100 AND

流通<300,qj7,IF(流通>=300,qj8,0))))))));
XS0:=XS*0.35;
XS1:=XS*2.0;
XS2:=XS*5.67;
买入:BUYVOL;
卖出:SELLVOL;
Var3A:=IF(BUYVOL>(REF(ASKVOL(1),1)+REF(ASKVOL(2),1)+REF(ASKVOL(3),1)) AND DYNAINFO( 7)>REF

(ASKPRICE(3),1),BUYVOL,0);
Var41:=IF(DYNAINFO( 7)<REF(ASKPRICE(1),1) AND REF(BIDVOL(1),1)>0 AND REF(ASKVOL(1),1)

>0,BUYVOL,0);
Var42:=IF((BUYVOL>REF(ASKVOL(1),1) AND DYNAINFO( 7)=REF(ASKPRICE(1),1) AND REF(BIDVOL

(1),1)>0),BUYVOL,0);
Var42a:=IF(Var42>0,Var42-REF(ASKVOL(1),1),0);
Var4b:=Var41+Var42a;
Var4:=Var41+Var42;
Var51:=IF(BUYVOL>REF(ASKVOL(1),1) AND DYNAINFO( 7)>REF(ASKPRICE(1),1) AND DYNAINFO( 7)<REF

(ASKPRICE(2),1),BUYVOL,0);
Var52:=IF(BUYVOL>(REF(ASKVOL(1),1)+REF(ASKVOL(2),1)) AND DYNAINFO( 7)=REF(ASKPRICE(2),1)

AND REF(BIDVOL(1),1)>0,BUYVOL,0);
Var52a:=IF(Var52>0,Var52-(REF(ASKVOL(1),1)+REF(ASKVOL(2),1)),0);
Var5b:=Var51+Var52a;
Var5:=Var51+Var52;
Var61:=IF(BUYVOL>REF(ASKVOL(1),1)+REF(ASKVOL(2),1) AND DYNAINFO( 7)>REF(ASKPRICE(2),1) AND

DYNAINFO( 7)<REF(ASKPRICE(3),1),BUYVOL,0);
Var62:=IF(BUYVOL>(REF(ASKVOL(1),1)+REF(ASKVOL(2),1)+REF(ASKVOL(3),1)) AND DYNAINFO( 7)=REF

(ASKPRICE(3),1) AND REF(BIDVOL(1),1)>0,BUYVOL,0);
Var62a:=IF( Var62>0,Var62-(REF(ASKVOL(1),1)+REF(ASKVOL(2),1)+REF(ASKVOL(3),1)),0);
Var6b:=Var61+Var62a;
Var6:=Var61+Var62;
Var7:=IF(SELLVOL<=REF(BIDVOL(1),1) AND CLOSE=REF(BIDPRICE(1),1),SELLVOL,0);
Var8:=IF(SELLVOL<=(REF(BIDVOL(1),1)+REF(BIDVOL(2),1)) AND CLOSE=REF(BIDPRICE

(2),1),SELLVOL,0);
Var9:=IF(SELLVOL<=(REF(BIDVOL(1),1)+REF(BIDVOL(2),1)+REF(BIDVOL(3),1)) AND CLOSE=REF

(BIDPRICE(3),1),SELLVOL,0);
Var9A:=IF(SELLVOL>(REF(BIDVOL(1),1)+REF(BIDVOL(2),1)+REF(BIDVOL(3),1)) AND DYNAINFO( 7)

<REF(BIDPRICE(3),1),SELLVOL,0);
VarA1:=IF(DYNAINFO( 7)>REF(BIDPRICE(1),1) AND REF(ASKVOL(1),1)>0 AND REF(BIDVOL(1),1)

>0,SELLVOL,0);
VarA2:=IF(SELLVOL>REF(BIDVOL(1),1) AND DYNAINFO( 7)=REF(BIDPRICE(1),1) AND REF(ASKVOL

(1),1)>0,SELLVOL,0);
VarAa:=IF(VarA2>0,SELLVOL-REF(BIDVOL(1),1),0);
VarA:=VarA1+VarA2;
VarB1:=IF(SELLVOL>REF(BIDVOL(1),1) AND DYNAINFO( 7)<REF(BIDPRICE(1),1) AND DYNAINFO( 7)

>REF(BIDPRICE(2),1),SELLVOL,0);
VarB2:=IF(SELLVOL>(REF(BIDVOL(1),1)+REF(BIDVOL(2),1)) AND DYNAINFO( 7)=REF(BIDPRICE(2),1)

AND REF(ASKVOL(1),1)>0,SELLVOL,0);
VarBa:=if(VarB2>0,SELLVOL-(REF(BIDVOL(1),1)+REF(BIDVOL(2),1)),0);
VarAb:=VarB1+VarBa;
VarB:=VarB1+VarB2;
VarC1:=IF(SELLVOL>REF(BIDVOL(1),1)+REF(BIDVOL(2),1) AND DYNAINFO( 7)<REF(BIDPRICE(2),1) AND

DYNAINFO( 7)>REF(BIDPRICE(3),1),SELLVOL,0);
VarC2:=IF(SELLVOL>(REF(BIDVOL(1),1)+REF(BIDVOL(2),1)+REF(BIDVOL(3),1)) AND DYNAINFO( 7)

=REF(BIDPRICE(3),1) AND REF(ASKVOL(1),1)>0,SELLVOL,0);
VarCa:=if(VarC2>0,SELLVOL-(REF(BIDVOL(1),1)+REF(BIDVOL(2),1)+REF(BIDVOL(3),1)),0);
VarAc:=VarC1+VarCa;
VarC:=VarC1+VarC2;
VarD:=if((ASKVOL(1)+ASKVOL(2)+ASKVOL(3))=0 AND REF((ASKVOL(1)+ASKVOL(2)+ASKVOL(3)),1 )=0

and REF(BIDVOL(1),1)>0,SELLVOL,0);
VarE:=if((BIDVOL(1)+BIDVOL(2)+BIDVOL(3))=0 AND REF((BIDVOL(1)+BIDVOL(2)+BIDVOL(3)),1 )=0

and REF(ASKVOL(1),1)>0,BUYVOL,0);
VarF:=IF(ASKVOL(1)<REF(ASKVOL(1),1) AND ASKPRICE(1)=REF(ASKPRICE(1),1) AND DYNAINFO( 7)

<REF(ASKPRICE(1),1) AND (REF(ASKVOL(1),1)-ASKVOL(1))<>SELLVOL,REF(ASKVOL(1),1)-ASKVOL

(1),0);
Var10:=IF(ASKVOL(3)<REF(ASKVOL(3),1) AND ASKPRICE(3)=REF(ASKPRICE(3),1) AND DYNAINFO( 7)

<REF(ASKPRICE(3),1),REF(ASKVOL(3),1)-ASKVOL(3),0);
Var11:=IF((REF(BIDVOL(1),1)+REF(BIDVOL(2),1)+REF(BIDVOL(3),1))=0 AND REF(ASKVOL(1),1)>0 AND

(REF(ASKVOL(1),1)-ASKVOL(1))<SELLVOL AND ASKVOL(1)<REF(ASKVOL(1),1) AND ASKPRICE(1)=REF

(ASKPRICE(1),1) AND DYNAINFO( 7)<REF(ASKPRICE(1),1),REF(ASKVOL(1),1)-ASKVOL(1),0);
Var12:=IF(ASKVOL(2)<REF(ASKVOL(3),1) AND ASKPRICE(2)=REF(ASKPRICE(3),1) AND DYNAINFO( 7)

<REF(ASKPRICE(3),1),REF(ASKVOL(3),1)-ASKVOL(2),0);
Var13:=IF(ASKVOL(3)<REF(ASKVOL(2),1) AND ASKPRICE(3)=REF(ASKPRICE(2),1) AND DYNAINFO( 7)

<REF(ASKPRICE(2),1),REF(ASKVOL(2),1)-ASKVOL(3),0);
Var14:=IF(BIDVOL(1)<REF(BIDVOL(1),1) AND BIDPRICE(1)=REF(BIDPRICE(1),1) AND DYNAINFO( 7)

>REF(BIDPRICE(1),1) AND REF(BIDVOL(1),1)-BIDVOL(1)<>BUYVOL,REF(BIDVOL(1),1)-BIDVOL(1),0);
Var15:=IF(BIDVOL(3)<REF(BIDVOL(3),1) AND BIDPRICE(3)=REF(BIDPRICE(3),1) AND DYNAINFO( 7)

>REF(BIDPRICE(3),1),REF(BIDVOL(3),1)-BIDVOL(3),0);
Var16:=IF(REF(ASKVOL(1),1)+REF(ASKVOL(2),1)+REF(ASKVOL(3),1)=0 AND REF(BIDVOL(1),1)>0 AND

REF(BIDVOL(1),1)-BIDVOL(1)<BUYVOL AND BIDVOL(1)<REF(BIDVOL(1),1) AND BIDPRICE(1)=REF

(BIDPRICE(1),1) AND DYNAINFO( 7)=REF(BIDPRICE(1),1),REF(BIDVOL(1),1)-BIDVOL(1),0);
Var17:=IF(BIDVOL(2)<REF(BIDVOL(3),1) AND BIDPRICE(2)=REF(BIDPRICE(3),1) AND DYNAINFO( 7)

>REF(BIDPRICE(3),1),REF(BIDVOL(3),1)-BIDVOL(2),0);
Var18:=IF(BIDVOL(3)<REF(BIDVOL(2),1) AND BIDPRICE(3)=REF(BIDPRICE(2),1) AND DYNAINFO( 7)

>REF(BIDPRICE(2),1),REF(BIDVOL(2),1)-BIDVOL(3),0);
Var19:=IF(BUYVOL<=REF(ASKVOL(1),1)+REF(ASKVOL(2),1)+REF(ASKVOL(3),1) AND DYNAINFO( 7)>=REF

(ASKPRICE(3),1),BUYVOL,0);
Var1A:=IF(SELLVOL<=REF(BIDVOL(1),1)+REF(BIDVOL(2),1)+REF(BIDVOL(3),1) AND DYNAINFO( 7)

<=REF(BIDPRICE(3),1),SELLVOL,0);  
VarAa:=IF(VarA2>0,SELLVOL-REF(BIDVOL(1),1),0);
VarAb:=VarB1+VarBa;
VarAc:=VarC1+VarCa;
对敲买:SUM(IF((Var4b+Var5b+Var6b)<XS,(Var4b+Var5b+Var6b),0),0);
对敲卖:SUM(IF((VarAa+VarAb+VarAc)<XS,(VarAa+VarAb+VarAc),0),0);
大对敲买:SUM(if((Var4b+Var5b+Var6b)>=XS,(Var4b+Var5b+Var6b),0),0);
大对敲卖:SUM(if((VarAa+VarAb+VarAc)>=XS,(VarAa+VarAb+VarAc),0),0);
总敲买:对敲买+大对敲买;
总敲卖:对敲卖+大对敲卖;

撤卖:IF((VarF+Var10+Var11+Var12+Var13)>BUYVOL,VarF+Var10+Var11+Var12+Var13-BUYVOL,0);
撤买:IF((Var14+Var15+Var16+Var17+Var18)>SELLVOL,Var14+Var15+Var16+Var17+Var18-SELLVOL,0);
VarA:=IF(BUYVOL<=REF(ASKVOL(1),1)+REF(ASKVOL(2),1)+REF(ASKVOL(3),1) AND CLOSE>=REF

(ASKPRICE(3),1),BUYVOL,0);
上扫:sum(INTPART(IF(((VarA>100 AND VarA<500) or VarA>=500),BUYVOL,0)),0),LINETHICK;
VarB:=IF(SELLVOL<=REF(BIDVOL(1),1)+REF(BIDVOL(2),1)+REF(BIDVOL(3),1) AND CLOSE<=REF

(BIDPRICE(3),1),SELLVOL,0);
下扫:sum(INTPART(IF(((VarB>100 AND VarA<500) or VarB>=500),SELLVOL,0)),0),LINETHICK;
总撤买单:sum(撤买,0);
总撤卖单:sum(撤卖,0);

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