variable:n=0;

if 開(kāi)倉(cāng)條件 and holding=0 and n<2 then buy.........;

if 平倉(cāng)條件 and holding>0 then begin

    sell......

    n:=n+1;

end

if time>=145500 then sell.........;

variable:n=0;

if TIME>091500 AND TIME<151300 AND 開(kāi)多條件 and holding=0 and n<2 then BUY(1,1,MARKET);

if TIME>091500 AND TIME<151300 AND 平多條件 and holding>0 then begin

    SELL(1,1,MARKET);

    n:=n+1;
end

if TIME>091500 AND TIME<151300 AND 開(kāi)空條件 and holding=0 and n<2 then BUYSHORT(1,1,MARKET);

if TIME>091500 AND TIME<151300 AND 平空條件 and holding<0 then begin

    SELLSHORT(1,1,MARKET);

    n:=n+1;
end

IF TIME>151300 THEN
 BEGIN
全平空:SELLSHORT(HOLDING<0,0,MARKET);
全平多:SELL(HOLDING>0,0,MARKET);
END

這段代碼為什么不出現(xiàn)信號(hào)

variable:n=0;

if date<>ref(date,1) then n:=0;

if TIME>091500 AND TIME<151300 AND 開(kāi)多條件 and holding=0 and n<2 then BUY(1,1,MARKET);

if TIME>091500 AND TIME<151300 AND 平多條件 and holding>0 then begin

    SELL(1,1,MARKET);

    n:=n+1;
end

if TIME>091500 AND TIME<151300 AND 開(kāi)空條件 and holding=0 and n<2 then BUYSHORT(1,1,MARKET);

if TIME>091500 AND TIME<151300 AND 平空條件 and holding<0 then begin

    SELLSHORT(1,1,MARKET);

    n:=n+1;
end

IF TIME>151300 THEN
 BEGIN
全平空:SELLSHORT(HOLDING<0,0,MARKET);
全平多:SELL(HOLDING>0,0,MARKET);
END

加了一個(gè)全局變量重置，看看效果咋樣

就今天上午的行情,為什么在2314.8 和2314.2兩上價(jià)位了上開(kāi)了空單?