MA1:=ema(o,5);
MA2:=ema(o,10);
平空开多条件:=MA1>MA2 and (HOLDING<=0);
平多开空条件:=MA1<MA2 and (HOLDING>=0);
T1:=((TIME>91500) and (TIME<151500));
T2:=(TIME>=151500);
开盘开多条件:=MA1>MA2 ;
开盘开空条件:=MA1<MA2 ;
收盘平多:SELL((T2 and (HOLDING>0)),HOLDING,THISCLOSE);
收盘平空:SELLSHORT((T2 and (HOLDING<0)),HOLDING,THISCLOSE);
if (开盘开多条件) then BUY(((HOLDING=0) and T1),开仓手数,THISCLOSE);
if (开盘开空条件) then BUYSHORT(((HOLDING=0) and T1),开仓手数,THISCLOSE);
if (平空开多条件) then
begin
SELLSHORT((HOLDING<0),HOLDING,THISCLOSE);
BUY(((HOLDING=0) and T1),开仓手数,THISCLOSE);
end
if (平多开空条件) then
begin
SELL((HOLDING>0),HOLDING,THISCLOSE);
BUYSHORT(((HOLDING=0) and T1),开仓手数,THISCLOSE);
end