ss:=1; //手數(shù)
extgbdataset('t1_position',0);
//0表示沒有倉位，1表示持有多頭， -1表示持有空頭
extgbdataset('t1_holding',0);
//0表示沒有倉位，>0表示持有多頭， <0表示持有空頭
extgbdataset('t1_enterbarpos',0);//記錄其開倉的K線

maa:ema(c,10);
bpk:=cross(c,maa);
spk:=cross(maa ,c);
//非最后一根K線退出
if not(islastbar) or workmode<>1 then exit;

//如果當是最后一根k線，執(zhí)行
IF islastbar and  time<151000 then begin

 // 如果最后一根k線發(fā)生過開倉信號，則那一根k線不再交易
 if extgbdata('t1_enterbarpos') = barpos then begin
  goto continueline ;
 end
 
//沒有持倉狀態(tài)
if extgbdata('t1_position')=0  and extgbdata('t1_holding')=0 then begin
     if  bpk then begin
       
        tbuy(1,ss,mkt);
        extgbdataset('t1_position',1);
        extgbdataset('t1_holding',ss);
        extgbdataset('t1_enterbarpos',barpos);
        goto continueline ;
       
      end

      if spk then begin
      
         tbuyshort(1,ss,mkt);
         extgbdataset('t1_position',-1);//程序化交易 www.kzuj.com.cn
         extgbdataset('t1_holding',-ss);
         extgbdataset('t1_enterbarpos',barpos);
         goto continueline ;
        
      end
end//沒有持倉狀態(tài)
    
//持有倉位狀態(tài)
   //持有空頭
if bpk and extgbdata('t1_position')=-1   and  extgbdata('t1_holding')<0 then begin

       tsellshort(1,ss,mkt);
       tbuy(1,ss,mkt);
       extgbdataset('t1_position',1);
       extgbdataset('t1_holding',ss);
       extgbdataset('t1_enterbarpos',barpos);
       goto continueline ;
      
end
    //持有多頭
if spk and extgbdata('t1_position')=1    and  extgbdata('t1_holding')>0  then begin

        tsell(1,ss,mkt);
        tbuyshort(1,ss,mkt);
        extgbdataset('t1_position',-1);
        extgbdataset('t1_holding',-ss);
        extgbdataset('t1_enterbarpos',barpos);
        goto continueline ;
       
end
END//if  ISLASTBAR

if  time>=151300 then begin

             tsell(extgbdata('t1_holding')>0,ss,mkt);
             tsellshort(extgbdata('t1_holding')<0,ss,mkt);
             extgbdataset('t1_position',0);
             extgbdataset('t1_holding',0);
                     
end

continueline@ 資產:tasset,linethick0;
position:=extgbdata('t1_position');
t1holding:=extgbdata('t1_holding');
debugfile('d:\debug\803555.txt','position=%.0f' ,position) ;
debugfile('d:\debug\803555.txt','t1holding=%.0f' ,t1holding) ;