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