BUY(BK and NOT(TYPE(1)=1),KCS,LIMITR,C+MINDIFF);
或
BUY(BK and NOT(TYPE(1)=1),KCS,STOPR,BUY1);
BUYSHORT(SK and NOT(TYPE(1)=3),KCS,LIMITR,C-MINDIFF);
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也可用
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SELLSHORT(BP and HOLDING<0,0,LIMITR,C+MINDIFF);
BUY(BK and HOLDING=0),KCS,LIMITR,C+MINDIFF);
SELL(SP and HOLDING>0,0,LIMITR,C-MINDIFF);
BUYSHORT(SK and HOLDING=0),KCS,LIMITR,C-MINDIFF);