是我搞混了概念,我写了一个不知道满不满足你的要求,看看给点意见,
ma5:ma(c,5);
ma10:ma(c,10);
cond1:=ref(ma5,1)<ref(ma10,1) and ma5>ma10;
cond2:=ref(ma10,1)<ref(ma5,1) and ma10>ma5;
A1:=H>HHV(H,3);
A2:=l<llV(l,3);
IF A1 THEN
BEGIN
SELLSHORT(HOLDING<0,0,MARKET);
BUY(HOLDING=0,1,MARKET);
END
ELSE
BEGIN
if cond1 then
begin
sellshort(holding<0,0,thisclose);
buy(holding=0,1,thisclose);
end
END
IF A2 THEN
BEGIN
SELL(HOLDING>0,0,MARKET);
BUYSHORT(HOLDING=0,1,MARKET);
END
ELSE
BEGIN
if cond2 then
begin
sell(holding>0,0,thisclose);
buyshort(holding=0,0,thisclose);
end
END