//多單入場
IF 開多條件 THEN BEGIN
BUY(HOLDING=0,1,MARKET);
//止損
IF (LOW<=ENTERPRICE-STOPLOSS*MINDIFF) THEN
SELL(1,HOLDING,LIMITR,ENTERPRICE-STOPLOSS*MINDIFF);
END
//空單入場
IF 開空條件 THEN BEGIN
BUYSHORT(HOLDING=0,1,MARKET);
//止損
IF (HIGH>=ENTERPRICE+STOPLOSS*MINDIFF) THEN
SELLSHORT(1,HOLDING,LIMITR,ENTERPRICE+STOPLOSS*MINDIFF);
END
IF (HOLDING<0) THEN BEGIN
IF 開多條件 THEN BEGIN
SELLSHORT(HOLDING<0,0,MARKET),ORDERQUEUE;
BUY(HOLDING=0,1,MARKET),ORDERQUEUE;
END
END
IF (HOLDING>0) THEN BEGIN
IF 開空條件 THEN BEGIN
SELL(HOLDING>0,0,MARKET),ORDERQUEUE;
BUYSHORT(HOLDING=0,1,MARKET),ORDERQUEUE;
END
END