if 平仓条件 or (CURRENTDATE>=101002 and islastbar) then begin
sell(holding>0,holding,market);
sellshort(holding<0,holding,market);
end
sell(holding>0,holding,market); sellshort(holding<0,holding,market); end |
//中间变量
MA3:=MA(CLOSE,3);
MA5:=MA(CLOSE,5);
//交易条件
平多开空条件:=MA3>MA5;
平空开多条件:=MA3<MA5;
//交易系统
BUY(平空开多条件 and HOLDING=0,1,market);//交易系统乀开多操作
BUYSHORT(平多开空条件 and HOLDING=0,1,market);//交易系统乀开空操作
if 平空开多条件 or (CURRENTDATE>=101002 and islastbar) then begin
sellshort(holding<0,holding,market);
end
if 平多开空条件 or (CURRENTDATE>=101002 and islastbar) then begin
SELL( 1,HOLDING,market);
end