A1:
MA
(
CLOSE
,
5
);
A2:
MA
(
CLOSE
,
10
);
A3:
MA
(
CLOSE
,
20
);
A4:
MA
(
CLOSE
,
30
);
DT:=
CLOSE
>A1
AND
A1>A2
AND
A2>A3
AND
A3>A4;
KT:=
CLOSE
<A1
AND
A1<A2
AND
A2<A3
AND
A3<A4;
开多条件:=DT;
开空条件:=KT;
if
开多条件
AND
HOLDING
=
0
then
begin
BUY
(
1
,
3
,
MARKET
);
mark1:=
0
;
mark2:=
0
;
mark3:=
0
;
end
if
开空条件
AND
HOLDING
=
0
then
begin
BUYSHORT
(
1
,
3
,
MARKET
);
mark1:=
0
;
mark2:=
0
;
mark3:=
0
;
end
平空条件:=
C
>A1
AND
A1>A2;
平多条件:=
C
<A1
AND
A1<A2;
平空条件
1
:=
C
>A2
AND
A1>A3;
平多条件
1
:=
C
<A2
AND
A1<A3;
平多条件
2
:=
C
<A3
AND
A1<A4;
平空条件
2
:=
C
<A3
AND
A1<A4;
VARIABLE
:mark1:=
0
,mark2:=
0
,mark3:=
0
;
if
平空条件
AND
HOLDING
<
0
and
mark1=
0
then
begin
平空:
SELLSHORT
(
1
,
1
,
MARKET
);
mark1:=
1
;
end
if
平空条件
1
AND
HOLDING
<
0
and
mark2=
0
then
begin
平空
2
:
SELLSHORT
(
1
,
1
,
MARKET
);
mark2:=
1
;
end
if
平空条件
2
AND
HOLDING
<
0
and
mark3=
0
then
begin
平空
3
:
SELLSHORT
(
1
,
1
,
MARKET
);
mark3:=
1
;
end
if
平多条件
AND
HOLDING
>
0
and
mark1=
0
then
begin
平多
1
:
SELL
(
1
,
1
,
MARKET
);
mark1:=
1
;
end
if
平多条件
1
and
holding
>
0
and
mark2=
0
then
begin
平多
2
:
sell
(
1
,
1
,
market
);
mark2:=
1
;
end
if
平多条件
2
AND
HOLDING
>
0
and
mark3=
0
then
begin
平多
3
:
SELL
(
1
,
1
,
MARKET
);
mark3:=
1
;
end
hd:
holding
;