主题：布林套利模型的补充

c1:= "M01$close" - "M05$close";
MA1：=MA（C1，30）;

UPPER: MA1 + 1.5*STD(MA1,30);//布林上轨
LOWER: MA1 - 1.5*STD(MA1,30);//布林下轨


IF C1>UPPER THEN BUYSHORT(C1>UPPER,1,MARKET);
IF C1

IF STRCMP(STKLABEL,'M01') = 0 THEN
BEGIN

BUY( C1
BUYSHORT(C1>UPPER AND HOLDING = 0, 1, MARKET,C);

END

IF STRCMP(STKLABEL,'M05') = 0 THEN
BEGIN


BUY(C1>UPPER AND HOLDING=0,1,MARKET,C);

BUYSHORT( C1
end