主题：标准版中多策略的问题

仅供参考

14点58分 自动平仓

variable:cont=0,kk=0,kd=0;
ma5:=ma(c,5);
ma10:=ma(c,10);

if date<>ref(date,1) then cout:=0;

if cout=0 then
  begin
    cout:=1;
     if ma5>ma10 then buy(holding=0,1,market);
     if ma5<ma10 then buyshort(holding=0,1,market);
 
      if c>ref(hhv(c,3),1) then  buy(holding=0,1,market);
      if c<ref(llv(c,3),1) then 
      begin
        buyshort(holding=0,1,market);
        kk:=c;
      end
   end
   //平仓
   if holding=1 then kd:=if(c>kd,c,kd);
   if holding=-1 then kk:=if(c>kk,kk,c);
   if holding=1 and (kd-c)/mindiff<10 then
      begin
        sell(1,0,market);
        kd:=0;
      end
     
    if holding=-1 and (c-kk)/mindiff>10 then
       begin
         sellshort(1,0,market);
         kk:=0;
       end
      
  if time>145800 then
  begin
   sell(holding>0,0,market);
   sellshort(holding<0,0,market);
  end