VARIABLE:n=0,m=0;
if ENTERPRICE-c>=x and n<=1 and holding>0 then buy(1,x,market);
if 平仓条件 and holding>0 then begin
sell();
n:=0;
end
if c-ENTERPRICE>=x and m<=1 and holding<0 then buyshort(1,x,market);
if 平空条件 and holding<0 then begin
sellshort();
m:=0;
end
DR:=VALUEWHEN(D1>0,D1); TR:=VALUEWHEN(T1>0,T1);K1:=IF(C>DR,-1,IF(C<TR,1,1));
K2:=VALUEWHEN(K1<>0,K1);G:=IF(K2=1,DR,TR);SS:=1;if K2<=0 then begin
sellshort(1,0,marketr); buy(holding=0,ss,marketr);
end if K2>0 then begin sell(1,0,marketr);
buyshort(holding=0,ss,marketr);
end
按照这个,4楼少写了一步
VARIABLE:n=0,m=0;
if ENTERPRICE-c>=x and n<=1 and holding>0 then begin
buy(1,x,market);
n:=n+1;
end
if 平仓条件 and holding>0 then begin
sell();
n:=0;
end
if c-ENTERPRICE>=x and m<=1 and holding<0 then begin
buyshort(1,x,market);
m:=m+1;
end
if 平空条件 and holding<0 then begin
sellshort();
m:=0;
end