MID:=MA(C,N);//计算中轨
TMP:=STD(C,M)*SDEV;//计算标准差
DISPTOP:REF(MID,P)+TMP;//平移BOLL通道上轨
DISPBOTTOM:REF(MID,P)-TMP;//平移BOLL通道下轨
//系统入场
if C>=DISPTOP then begin
sellshort(HOLDING<0,1,MARKET);
buy(HOLDING=0,1,MARKET);
end
if C>=DISPTOP then begin
sell(HOLDING>0,1,MARKET);
buyshort(HOLDING=0,1,MARKET);
end
if C<0.97*BKPRICE then begin
sell(HOLDING>0,1,MARKET);
end
if C>1.03*SKPRICE then begin
sellshort(HOLDING<0,1,MARKET);
end
MID:=MA(C,N);//计算中轨
TMP:=STD(C,M)*SDEV;//计算标准差
DISPTOP:REF(MID,P)+TMP;//平移BOLL通道上轨
DISPBOTTOM:REF(MID,P)-TMP;//平移BOLL通道下轨
//系统入场
if C>=DISPTOP then begin
sellshort(HOLDING<0,1,MARKET);
buy(HOLDING=0,1,MARKET);
end
if C>=DISPTOP then begin
sell(HOLDING>0,1,MARKET);
buyshort(HOLDING=0,1,MARKET);
end
if C<0.97*ENTERPRICE and HOLDING>0 then begin
sell(1,1,MARKET);
end
if C>1.03*ENTERPRICE and HOLDING<0 then begin
sellshort(1,1,MARKET);
end