主题：上穿20日线虚拟做多，下穿20日线虚拟做空

ma20:=ma(c,20);

a5:=ma(asset,5);

if cross(close,ma20) then begin

    sellshort(1,0,market);

    buy(holding=0,1,market);

end

if cross(ma20,close) then begin

    sell(1,0,market);

    buyshort(holding=0,1,market);

end

if cross(asset,a5) and h>ma20 then begin

    sellshort(1,0,market);

    buy(holding=0,1,market);

end

if cross(asset,a5) and l<ma20 then begin

    sell(1,0,market);

    buyshort(holding=0,1,market);

end

虚拟有初始的资金，没有交易也有数值

上面的4个IF就是你4个想法，顺序都不变的

ma20:=ma(c,20);

a5:=ma(asset,5);

variable:n=0;

if cross(close,ma20) and n=0 then begin

    sellshort(1,0,market);

    if holding=0 then begin

         buy(holding=0,1,market);

         n:=1;

    end

end

if cross(ma20,close) and n=0 then begin

    sell(1,0,market);

    if holding=0 then begin

          buyshort(holding=0,1,market);

          n:=1;

    end

end

if cross(asset,a5) and h>ma20 and n=1 then begin

    sellshort(1,0,market);

    buy(holding=0,1,market);

end

if cross(asset,a5) and l<ma20 and n=1 then begin

    sell(1,0,market);

    buyshort(holding=0,1,market