Variable:PositionCount=0;

开多条件:=holding=0 and cond1;

开空条件:=holding=0 and cond11;

Buy(开多条件,how,marketr);

buyshort(开空条件,how,marketr);

If ENTERBARS=0 then PositionCount=PositionCount+1;

If PositionCount=1 then begin;

   If holding>0 and cond2 then begin;

   Buy(1,how,marketr);

   PositionCount=PositionCount+1;

   End;

   If holding<0 and cond22 then begin;

   buyshort(1,how,marketr);

   PositionCount=PositionCount+1;

   End;

End;

If PositionCount=2 then begin;

   If holding>0 and cond3 then begin;

   Buy(1,how,marketr);

   PositionCount=PositionCount+1;

   End;

   If holding<0 and cond33 then begin;

   buyshort(1,how,marketr);

   PositionCount=PositionCount+1;

   End;

End;

//平仓

If holding<>0 then begin;

Sell(多仓止损条件,0,marketr);

Sellshort(空仓止损条件,0,marketr);

End;

If holding=0 then PositionCount=0;