请教:input:N(30,2,999);
WMA_H:MA(HIGH,N);
WMA_L:MA(LOW,N);
买多:=CROSS(CLOSE,WMA_H);
卖空:=CROSS(WMA_L,CLOSE);
平多:=CROSS(WMA_H,CLOSE);
平空:=CROSS(CLOSE,WMA_L);
BUY(买多 and holding=0,1000000*0.35/(close*5*10),MARKET);
BUYSHORT(卖空 and holding=0,1000000*0.35/(close*5*10),MARKET);
SELL(平多 and holding>0,0,MARKET);
SELLSHORT(平空 and holding<0,0,MARKET); 金字塔默认的资金是100万 我如果写的如上述所示,那么在计算收益时,还是不是按100万计算?