-- [求助]关于双向开仓的问题
以下公式为什么在一个交易日内要不全部开多,要不就是全部开空?如何实现一个交易日内双向仓都开,然后尾盘全平
//开空条件
COND1:REF(H,1)>REF(H,2) AND REF(H,1)>H AND REF(L,1)>REF(L,2) AND REF(L,1)>L ;
COND2:C<O AND REF(L,2)>=C;
//开多条件
COND3:REF(H,1)<REF(H,2) AND REF(H,1)<H AND REF(L,1)<REF(L,2) AND REF(L,1)<L;
COND4:C>O AND C>=REF(H,2);
IF TIME>=093000 AND TIME<=150000 THEN
BEGIN
IF COND3 AND COND4 THEN
BUY(1,1,THISCLOSE);
IF COND1 AND COND2 THEN
BUYSHORT(1,1,THISCLOSE);
END
//尾盘平仓
IF TIME>=151400 THEN
BEGIN
SELL(1,HOLDING,THISCLOSE);
SELLSHORT(1,HOLDING,THISCLOSE);
END