//中间变量
INPUT:LONG(20,1,100,1);
INPUT:X(20,0,100,1),Y(50,0,100,1);
INPUT:GDFE(300,1,500,1);
//设立全局变量记录交易数据
VARIABLE:固定份额=GDFE*10000;
VARIABLE:当日可卖出量=holding;
EMA20:EMA((CLOSE+OPEN)/2,LONG);
//交易条件
IF EMA20-REF(EMA20,1)>=0.001 THEN BEGIN
IF holding<固定份额 AND cash(0)>=(X+Y)*10000*CLOSE THEN BEGIN
BUY(1,(X+Y)*10000,MARKET);
END
IF holding=固定份额 AND cash(0)>=X*10000*CLOSE AND X<>0 THEN BEGIN
BUY(1,X*10000,MARKET);
END
END
IF REF(EMA20,1)-EMA20>=0.001 THEN BEGIN
IF holding>固定份额 AND 当日可卖出量>=(X+Y)*10000 THEN BEGIN
SELL(1,(X+Y)*10000,MARKET);
当日可卖出量:=当日可卖出量-(X+Y)*10000;
END
IF holding=固定份额 AND 当日可卖出量>=Y*10000 AND Y<>0 THEN BEGIN
SELL(1,Y*10000,MARKET);
当日可卖出量:=当日可卖出量-Y*10000;
END
END
//监控持仓和资金状况
持仓:holding,linethick0;
资产:asset,noaxis;
可用现金:cash(0),linethick0;