主题：实盘意外多开仓（二）

本地将用以下代码,跟踪楼主说的问题.

固定时间间隔,3分钟,IF,高频

buycond:=ref(count(c>o,2)=2,1);
sellcond:=ref(count(c<o,2)=2,1);

if holding<0 and buycond  then sellshort(1,1,market);
if buycond and holding=0  then
 begin
 buy(1,1,limitr,o+mindiff);
 end
 
if holding>0 and sellcond  then sell(1,1,market); 
if holding=0 and sellcond  then buyshort(1,1,limitr,o-mindiff);