主题：[求助]套利模型

C1:=callstock('RB05',vtclose,6,-1);
C2:=callstock('RB10',vtclose,6,-1);

C3:="RB05$CLOSE";
C4:="RB10$CLOSE";
B:=C3-C4;//目前的基差
A:=C1-C2;//昨天收盘的基差
IF STRCMP(STKLABEL,'RB05') = 0 THEN
BEGIN
   SELL(b>=A+5 , 1, MARKET);
   BUY(B<=A-5 AND HOLDING=0,1,MARKET);
END
IF STRCMP(STKLABEL,'RB10') = 0 THEN
BEGIN
   BUYSHORT(B<=A-5 AND HOLDING = 0, 1, MARKET);
   SELLSHORT(B>=A+5 ,1,MARKET);
END

此主题相关图片如下：qq图片20170308195049.png


此主题相关图片如下：qq截图20170308195340.png

套利没有交易？