可以再加个判断条件:
if holding>0 and ENTERPRICE-c<20*MINDIFF and ENTERPRICE-c>0 and pd1 and pd2 //多仓时亏损小于20点
空仓也是类似的。
PD1:time-LastBollTime1>60*5 AND C<下 and (OPENPROFIT <-20*MINDIFF) and holding>0;
PK1:time-LastBollTime>60*5 AND C>上 and (OPENPROFIT <-20*MINDIFF) and holding>0;
PD3:=BOLL_60<BOLL_昨天60 and (OPENPROFIT <-20*MINDIFF) and holding<0;
PK3:=BOLL_60>BOLL_昨天60 and (OPENPROFIT <-20*MINDIFF) and holding<0;
PD1:time-LastBollTime1>60*5 AND C<下 and ((c-ENTERPRICE <-20*MINDIFF) or (c-ENTERPRICE >MINDIFF)) and holding>0 ;
PK1:time-LastBollTime>60*5 AND C>上 and ((c-ENTERPRICE >20*MINDIFF) or (ENTERPRICE-c >MINDIFF)) and holding<0;
PD3:=BOLL_60<BOLL_昨天60 and ((c-ENTERPRICE <-20*MINDIFF) or (c-ENTERPRICE >MINDIFF)) and holding>0;
PK3:=BOLL_60>BOLL_昨天60 and ((c-ENTERPRICE >20*MINDIFF) or (ENTERPRICE-c >MINDIFF)) and holding<0;
用当前的收盘价和上次的开盘价比较。