比如最简单的策略，每两分钟交易一次：
variable:n=0,di=0,path='d:\gf\signal1\debug.txt',last_minute=-1,cur_minute=-1,can_print=1,last_hold=0;
n:=n+1;
m:=mod(n,2);
if (m<>0) then can_print:=0;
//cc:can_print;
lh:last_hold;
ch:holding;
if (m=0) THEN
BEGIN
if (ISLASTBAR) then
BEGIN
can_print:=1;
if (holding<1) THEN
begin
开多:buy(holding=0, 1, market);
cur_minute:=minute();
//ll:last_minute;
//cc:cur_minute;
if (holding=1 and last_hold<>1) THEN
BEGIN
DEBUGFILE(path,'1B K%.0f',holding);
last_minute:=cur_minute;
can_print:=0;
last_hold:=1;
END;
end Else
if (holding=1) THEN
BEGIN
平多:sell(holding=1,100%,market);
开空:buyshort(holding=0,1,market);
di:=-1;
if (holding=-1 and last_hold<>-1) then
begin
DEBUGFILE(path,'S K%.0f',holding);
can_print:=0;
last_hold:=-1;
end;
end else if (holding=-1) then
BEGIN
平空:sellshort(holding=-1,100%,market);
开多2:buy(holding=0,1,market);
if (holding=1 and last_hold<>1) then
begin
DEBUGFILE(path,'2B K%.0f',holding);
can_print:=0;
last_hold:=1;
end;
end;
end;
end;
但打印出来的结果：
2013-07-29 16:21:05.093 1B K1
2013-07-29 16:21:05.094 1B K1
2013-07-29 16:21:06.608 1B K1
2013-07-29 16:21:06.609 1B K1
2013-07-29 16:21:08.125 1B K1
2013-07-29 16:21:08.125 1B K1
2013-07-29 16:21:09.655 1B K1
2013-07-29 16:21:09.656 1B K1
2013-07-29 16:21:11.150 1B K1
2013-07-29 16:21:11.150 1B K1
2013-07-29 16:21:13.256 1B K1
2013-07-29 16:21:13.257 1B K1
2013-07-29 16:21:14.174 1B K1
2013-07-29 16:21:14.174 1B K1
2013-07-29 16:21:15.687 1B K1
2013-07-29 16:21:15.688 1B K1
2013-07-29 16:21:17.200 1B K1
2013-07-29 16:21:17.201 1B K1
2013-07-29 16:21:18.724 1B K1
2013-07-29 16:21:18.725 1B K1
2013-07-29 16:21:20.226 1B K1
2013-07-29 16:21:20.226 1B K1
2013-07-29 16:21:21.744 1B K1
2013-07-29 16:21:21.745 1B K1
2013-07-29 16:21:23.254 1B K1
2013-07-29 16:21:23.254 1B K1
2013-07-29 16:21:24.770 1B K1
2013-07-29 16:21:24.770 1B K1
2013-07-29 16:21:26.292 1B K1
2013-07-29 16:21:26.293 1B K1
2013-07-29 16:21:27.808 1B K1
2013-07-29 16:21:27.812 1B K1
2013-07-29 16:21:29.312 1B K1
2013-07-29 16:21:29.313 1B K1
2013-07-29 16:21:30.821 1B K1
2013-07-29 16:21:30.822 1B K1
2013-07-29 16:21:32.332 1B K1
2013-07-29 16:21:32.333 1B K1
2013-07-29 16:21:33.849 1B K1
2013-07-29 16:21:33.849 1B K1
2013-07-29 16:21:35.362 1B K1
2013-07-29 16:21:35.363 1B K1
2013-07-29 16:21:36.875 1B K1
2013-07-29 16:21:36.876 1B K1
2013-07-29 16:21:38.384 1B K1
2013-07-29 16:21:38.385 1B K1
2013-07-29 16:21:39.911 1B K1
2013-07-29 16:21:39.912 1B K1
2013-07-29 16:21:41.413 1B K1
2013-07-29 16:21:41.413 1B K1
2013-07-29 16:21:42.936 1B K1
2013-07-29 16:21:42.937 1B K1
2013-07-29 16:21:44.439 1B K1
2013-07-29 16:21:44.439 1B K1
2013-07-29 16:21:45.955 1B K1
2013-07-29 16:21:45.955 1B K1
2013-07-29 16:21:47.470 1B K1
2013-07-29 16:21:47.471 1B K1
2013-07-29 16:21:48.979 1B K1
2013-07-29 16:21:48.982 1B K1
2013-07-29 16:21:50.493 1B K1
2013-07-29 16:21:50.494 1B K1
2013-07-29 16:21:52.007 1B K1
2013-07-29 16:21:52.009 1B K1
2013-07-29 16:21:53.546 1B K1
2013-07-29 16:21:53.546 1B K1
2013-07-29 16:21:55.031 1B K1
2013-07-29 16:21:55.031 1B K1
2013-07-29 16:21:56.584 1B K1
2013-07-29 16:21:56.584 1B K1
2013-07-29 16:22:58.806 1B K1
2013-07-29 16:22:58.807 1B K1
2013-07-29 16:23:00.316 1B K1
2013-07-29 16:23:00.317 1B K1
2013-07-29 16:23:02.203 1B K1
。。。
请各位大侠帮忙看看哪里出了问题？谢谢。