主题：有个简单的策略加资金管理的思路，如何在金字塔里实现

variable：lossnum=0;// 全局变量,平仓时判断一下是盈利/亏损，若亏损lossnum就加1

ma_hhv:ma(h,30);
ma_llv:ma(l,30);

if CROSS(close,MA_HHV) then BEGIN
 SELLSHORT(holding<0,1,MARKET);
 if c>enterprice then lossnum:=lossnum+1;
 buy(holding=0 and time<185500,lossnum,LIMIT,open);
end

if CROSS(MA_llv,close) then BEGIN
 SELL(holding<0,1,MARKET);
 if c<enterprice then lossnum:=lossnum+1;
 buyshort(holding=0 and time<185500,lossnum,LIMIT,open);
end

if (ASSET-VALUEWHEN(time=190000,ASSET))/VALUEWHEN(time=190000,ASSET)>=0.02 or time=185500 then begin
 sell(1,HOLDING,MARKET);
 sellshort(1,HOLDING,MARKET);
 lossnum:=1;
end