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//股指期货自动交易程序（净单交易）

//编制:

//日期：

r1:=barslast(date<>ref(date,1));

//********************************

rr1:=stkindiex('if00','qq25.持仓',0,22,80,0);

rr2:=stkindiex('if00','qq25.持仓',0,22,85,0);

rr3:=stkindiex('if00','qq25.持仓',0,22,90,0);

r12:=rr1+rr2+rr3,noaxis;

//***************第一遍***************

if holding=0 and r12>0 then buy(1,r12,limitr,c);

if holding=0 and r12<0 then buyshort(1,abs(r12),limitr,c);

if holding>0 and r12>0 and holding>r12 then sell(1,holding-r12,limitr,c);

if holding>0 and r12>0 and holding<r12 then buy(1,r12-holding,limitr,c);

if holding>0 and r12<0 then

begin

sell(1,holding,limitr,c);

buyshort(1,abs(r12),limitr,c);

end

if holding<0 and r12<0 and holding>r12 then buyshort(1,holding-r12,limitr,c);

if holding<0 and r12<0 and holding<r12 then sellshort(1,r12-holding,limitr,c);

if holding<0 and r12>0 then

begin

sellshort(1,holding,limitr,c);

buy(1,r12,limitr,c);

end

if (r12=0 or time>=151500) and holding>0 then sell(holding>0,holding,limitr,c);

if (r12=0 or time>=151500) and holding<0 then sellshort(holding<0,abs(holding),limitr,c);

//********************************

盈亏:asset-1000000,colorred,linethick1,noaxis;

日盈亏:asset-ref(asset,todaybar),noaxis,colorred,linethick0;

持仓:holding,linethick0;

注意，如果是1根k线开几次仓，“第一遍”之后的语句就要运行几遍

你还有一个错误理解，这个方法并不能节省交易费的，自己好好琢磨一下。

主题：混合持仓如何编写