VARIABLE:n:=0;
if 開(kāi)多條件 and n=0 then
begin
buy(holding=0,1,market);
n:=1;
end
sell(平多條件 and holding>0,1,market);
if 開(kāi)空條件 and n=0 then
begin
buyshort(holding=0,1,market);
n:=2;
end
sellshort(平空條件 and holding<0,1,market);
if EXITPRICE-ENTERPRICE>0 and n=2 then buy(holding=0,1,market);//n=2判斷上次是開(kāi)空
if enterprice-EXITPRICE>0 and n=1 THEN buyshort(holding=0,1,market);//n=1判斷上次是開(kāi)多
if time=closetime(0) then n:=0;
VARIABLE:n:=0;
if 開(kāi)多條件 and n=0 then
begin
buy(holding=0,1,market);
n:=1;
end
sell(平多條件 and holding>0,1,market);
if 開(kāi)空條件 and n=0 then
begin
buyshort(holding=0,1,market);
n:=2;
end
sellshort(平空條件 and holding<0,1,market);
if EXITPRICE-ENTERPRICE>0 and n=2 then buy(holding=0,1,market);//n=2判斷上次是開(kāi)空
if enterprice-EXITPRICE>0 and n=1 THEN buyshort(holding=0,1,market);//n=1判斷上次是開(kāi)多
if time=closetime(0) then n:=0;
這里的holidng判斷寫(xiě)在和開(kāi)多開(kāi)空條件一起判斷,不要放在后面