为什么开不了空单
b:=H>ref(HHV(H,n3),1)and vol>ref(vol,1);
a:=CROSS(wma(c,n),wMA(CLOSE,n2));
e:=L<ref(llv(L,n3),1)and vol>ref(vol,1);
d:=CROSS(wMA(CLOSE,n),wMA(CLOSE,n2));
variable:dd=0;
if CROSS(wMA(CLOSE,n2),wMA(CLOSE,n)) then begin
sell(1,1,market);
aa:=0;
end
if d THEN BEGIN
IF dd=0 AND e THEN BEGIN
buyshort(1,1,market);
dd:=1;
END
end
variable:aa=0;
if CROSS(wMA(CLOSE,n),wMA(CLOSE,n2)) then begin
sellshort(1,1,market);
dd:=0;
end
if a THEN BEGIN
IF aa=0 AND b THEN BEGIN
buy(1,1,market) ;
AA:=1;
END
end
你的策略当你满足开空条件时,平空条件必定同时满足,故你一旦开空,马上又给你平空了。