IF CLOSE>B THEN BEGIN
IF CROSS(B,CLOSE) THEN SELL(1,HOLDING,MARKET);
ELSE BEGIN
IF CROSS(A,CLOSE) THEN SELL(1,HOLDING,MARKET);
END
IF CROSS(A,CLOSE) AND HOLDING=0 THEN BEGIN
BUYSHORT(1,1,MARKET);
IF CLOSE<B THEN BEIGN
IF CROSS(B,CLOSE) AND HOLDING<0 THEN SELLSHORT(1,HOLDING,MARKET);
ELSE BEGIN
IF CROSS(A,CLOSE) AND HOLDING<0 THEN SELLSHORT((1,HOLDING,MARKET);
END
放到if之外处理，方法如下：
aa:CROSS(B,CLOSE);
IF CLOSE>B THEN BEGIN
IF aa=1 THEN SELL(1,HOLDING,MARKET);
END