IF POSITIONCOUNT=4 THEN BEGIN
HOW:=CASH(0)*0.01/N;
开4:BUY(H>=ENTERPRICE+0.5*N,HOW,MARKET);
END
IF SELLSIGN=TRUE THEN BEGIN
EXITPOINT:=EXITBARS+1;
IF EXITPOINT=ENTANDEXITSIGN THEN BEGIN {说明卖出成功}
POSITIONCOUNT:=1;{头寸计算复原}
SELLSIGN:=FALSE;
END
IF ENTERPRICE-2*N THEN SELL(L<=SELLLLV,100%,MARKET);{退出离盈利头寸}
ELSE
SELL(L<=ENTERPRICE-2*N,100%,MARKET);{退出亏损头寸}
END
END
上面多头海龟交易系统,IF ENTERPRICE-2*N THEN SELL(L<=SELLLLV,100%,MARKET);{退出离盈利头寸} 句中“ENTERPRICE-2*N ”是指当小于“ENTERPRICE-2*N ”条件时THen吗?