按3楼老师方法弄了半天,总感觉不对劲,请老师看看这样是不是正确
BK:=CROSS(H, hhv(ref(h,1),20));
SK:=CROSS(llv(ref(l,1), 20),L);
Price:=AVGENTERPRICE;//持仓价位
SELLSHORT(BK and 持仓<0,持仓,market);
BUY(BK and NOT(TYPE(1)=1),30%,market);
IF low<price-NS AND 持仓>0 then
begin
price:=AVGENTERPRICE;
SELL(1,持仓,Stopr,Price-NS);//NS为止损点数
BUY(1,30%,STOPR,price);
END
SELL(SK and 持仓>0,持仓,market);
BUYSHORT(SK and NOT(TYPE(1)=3),30%,market);
IF high>price+NS AND 持仓<0 then
begin
price:=AVGENTERPRICE;
SELLSHORT(1,持仓,Stopr,Price+NS);//NS为止损点数
BUYSHORT(1,30%,STOPR,PRICE);
END
[此贴子已经被作者于2010-8-24 16:24:59编辑过]