主题：[原创]

tt： TIME>011500 AND TIME<190000;
//盈利计算
tn:taccount(4);
YLPC:taccount(4)/MULTIPLIER>=5*MINDIFF;

IF YLPC THEN BEGIN
TSELL(1,TBUYHOLDINGEX( ZH,PZ1 ,0 ),MKT,0,0,ZH,PZ1);//平仓方式2
TSELLSHORT(1,TBUYHOLDINGEX( ZH,PZ2 ,0 ),MKT,0,0,ZH,PZ2);

TSELL(1,TBUYHOLDINGEX( ZH,PZ2 ,0 ),MKT,0,0,ZH,PZ2);//平仓方式2
TSELLSHORT(1,TBUYHOLDINGEX( ZH,PZ1 ,0 ),MKT,0,0,ZH,PZ1);
END

IF tsellholdingex(zh,pz1,0)=0 and tbuyholdingex(zh,pz2,0)=0 and  tt AND KK1 AND Y=0 THEN BEGIN{开仓方式1}
 TBUYSHORT(1,10,LMT,CLOSE,0,ZH,PZ1);
 TBUY(1,10,LMT,CLOSE,0,ZH,PZ2);
 Y:=1;
END

IF  tsellholdingex(zh,pz1,0)=0 and tbuyholdingex(zh,pz2,0)=0 and tt AND KK2 AND Y=0 THEN BEGIN{开仓方式2}
 TBUYSHORT(1,10,LMT,CLOSE,0,ZH,PZ1);
 TBUY(1,10,LMT,CLOSE,0,ZH,PZ2);
 Y:=1;
END

IF TIME=190000 THEN BEGIN
 TSELL(1,0,MKT,0,0,ZH,PZ1);
 TSELL(1,0,MKT,0,0,ZH,PZ2);
 TSELLSHORT(1,0,MKT,0,0,ZH,PZ1);
 TSELLSHORT(1,0,MKT,0,0,ZH,PZ2);

END