IF HOLDING=0 THEN BEGIN //若持仓为0
IF TMP<=0 THEN //且TMP<=0
BUY(1,1,LIMITR,CLOSE); //开多单
END
IF HOLDING=0 THEN BEGIN //若持仓为0
IF TMP>0 THEN //且TMP>0
BUYSHORT(1,1,LIMITR,CLOSE); //开空单
END
IF HOLDING>0 THEN BEGIN //若持有多单
IF TMP>0 THEN BEGIN //且TMP>0
SELL(1,HOLDING,LIMITR,CLOSE); //平多单
BUYSHORT(1,1,LIMITR,CLOSE); //开空单
END
END
IF HOLDING<0 THEN BEGIN //若持有空单
IF TMP<=0 THEN BEGIN //且TMP<=0
SELLSHORT(1,HOLDING,LIMITR,CLOSE); //平空单
BUY(1,1,LIMITR,CLOSE); //开多单
上面的开仓策略加个均线条件过滤，比如K线在120EMA上方，只开多单，平多单。120EMA下方，只开空单，平空单。谢谢
ema120:=ema(c,120);
IF HOLDING=0 THEN BEGIN //若持仓为0
IF TMP<=0 THEN //且TMP<=0
BUY(c>ema120,1,LIMITR,CLOSE); //开多单
END
IF HOLDING=0 THEN BEGIN //若持仓为0
IF TMP>0 THEN //且TMP>0
BUYSHORT(c<ema120,1,LIMITR,CLOSE); //开空单
END
IF HOLDING>0 THEN BEGIN //若持有多单
IF TMP>0 THEN BEGIN //且TMP>0
SELL(c>ema120,HOLDING,LIMITR,CLOSE); //平多单
BUYSHORT(c<ema120,1,LIMITR,CLOSE); //开空单
END
END
IF HOLDING<0 THEN BEGIN //若持有空单
IF TMP<=0 THEN BEGIN //且TMP<=0
SELLSHORT(c<ema120,HOLDING,LIMITR,CLOSE); //平空单
BUY(c>ema120,1,LIMITR,CLOSE); //开多单
end
end