这样看下。限制了条件
IF C-AvGENTERPRICE>=100*MINDIFF and sellflag=0 AND HOLDING>0 THEN BEGIN
SELL(1,1,MARKETR);
sellflag:=1;
END
IF C-AvGENTERPRICE<=15*MINDIFF and C-AvGENTERPRICE>0 AND HOLDING>0 and sellflag=1 THEN BEGIN
SELL(1,1,MARKETR);
sellflag:=0;
END
IF C-AvGENTERPRICE<=-100*MINDIFF and sellshortflag=0 AND HOLDING<0 THEN BEGIN
SELLSHORT(1,1,MARKET);
sellshortflag:=1;
END
IF C-AvGENTERPRICE>=-15*MINDIFF and C-AvGENTERPRICE<0 AND HOLDING<0 and sellshortflag=1 THEN BEGIN
SELLSHORT(1,1,MARKET);
sellshortflag:=0;
END
有边界值,你自己把结果输出看下就理解了。用3楼的代码看下。