-- 作者:pyd
-- 发布时间:2015/1/13 16:53:51
--
VARIABLE:n1=0,n2=0,n3=0,n4=0; if d2 then n:=1; if n=1 and d1 then begin buy(holding=0,1,market); n:=0; end if d3 then n2:=1; if n2=1 and d4 then begin buy(holding=0,1,market); n2:=0; end if pd1 then sell(holding>0,0.5*holding,market); if pd2 then sell(holding>0,0.5*holding,market); if pd3 then sell(holding>0,holding,market); if pd4 then sell(holding>0,holding,market); if pd5 then sell(holding>0,holding,market); if pd6 then sell(holding>0,holding,market);
if k2 then n3:=1; if n3=1 and k1 then begin buyshort(holding=0,1,market); n3:=0; end if k3 then n4:=1; if n4=1 and k4 then begin buyshort(holding=0,1,market); n4:=0; end if pk1 then sellshort(holding<0,0.5*holding,market); if pk2 then sellshort(holding<0,0.5*holding,market); if pk3 then sellshort(holding<0,holding,market); if pk4 then sellshort(holding<0,holding,market); if pk5 then sellshort(holding<0,holding,market); if pk6 then sellshort(holding<0,holding,market);
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