IF A>B THEN
begin {要先平仓,再开仓}
sellshort(HOLDING<0,0,THISCLOSE);
buy(HOLDING=0,N,THISCLOSE);
end
IF A<B THEN
begin {要先平仓,再开仓}
SELL(HOLDING>0,0,THISCLOSE);
buyshort(HOLDING=0,N,THISCLOSE);
end
IF HOLDING>0 THEN
begin {要先平仓,再开仓}
SELL(A>B,0,THISCLOSE);
buyshort(A>B,N,THISCLOSE);
end
IF HOLDING<0 THEN
begin {要先平仓,再开仓}
sellshort(A<B,0,THISCLOSE);
buy(A<B,N,THISCLOSE);
end
==================
这能解决信号消失问题吗?心中没底,请各位老师指点。
A,B是开平仓设置的条件,N是要买卖的手数。