主题：[求助]写了一个高频策略，无法实现

委比:=(bidvol-askvol)/bidvol;
kd:= 委比>0.007 and bidvol>1000 and holding=0;
kk:= 委比<-0.007 and askvol>1000 and holding=0;

if o>ma1 and kd then begin
 buy(1,ss,marketr);
end

if o<ma1 and kk then begin
 buyshort(1,ss,marketr);
end

//损失或盈利达到1点平仓  
If Abs(Openprofit)>Multiplier Then
   Begin
   Sell(Holding>0,0,Marketr);
   Sellshort(Holding<0,0,Marketr);
   ls:=0;
   End

//持仓达1分钟平仓
If Time0-ls>=60 and ls<>0 Then
   Begin
   Sell(Holding>0,0,Marketr);
   Sellshort(Holding<0,0,Marketr);
   ls:=0;
   End