主题：套利问题咨询

以下内容为程序代码:

1 C1:="CU11$CLOSE";
2 C2:="CU12$CLOSE";
3
4 A:=C1-C2;
5
6
7
8 IF STRCMP(STKLABEL,'CU11') = 0 THEN
9 BEGIN
10 SELL(A ＞N, 1, LIMITR,C);
11 BUY(A ＜M AND HOLDING=0,1,LIMITR,C);
12 END
13
14 IF STRCMP(STKLABEL,'CU12') = 0 THEN
15 BEGIN
16 BUYSHORT(A ＜M AND HOLDING = 0, 1, LIMITR,C);
17 SELLSHORT(A ＞N,1,LIMITR,C);
18 end