求指導平倉問題

設計一個逢低加倉模型，價格下降一個檔位就加倉?? 加倉后如果上漲一個檔位就把加倉的部分平掉？？？請問問題出在哪里呢

H1：N+M;

L1：N-M;

A:=(H1-L1)/5;

A1：L1+A;

A2：L1+2*A;

A3：L1+3*A;

A4：L1+4*A;

MA1：MA(C,10);

手數：=1;

CON1：= REF(MA1,1)>REF(A4,1) AND MA1<A4; ??

CON2：=REF(MA1,1)>REF(A3,1) AND MA1<A3;

CON3：=REF(MA1,1)>REF(A2,1) AND MA1<A2;

CON4：=REF(MA1,1)>REF(A1,1) AND MA1>A1;

CON5：=REF(MA1,1)<REF(A4,1) AND MA1>A4;

CON6: =REF(MA1,1)<REF(A3,1) AND MA1>A3;

CON7: =REF(MA1,1)<REF(A2,1) AND MA1>A2;

CON0: = H1-MA1<3 OR L-L1<3;

IF CON1 AND HOLDING = 0 THEN BEGIN ???//下穿A4

?????BUY (1，手數, MARKET);

?????END

????IF CON2 AND HOLDING ?=1 THEN BEGIN ????//下穿A3JIA

????????BUY (1，手數, MARKET);

????????END

????IF CON3 AND HOLDING =2 THEN BEGIN ?????//A2JIA

?????BUY (1，手數, MARKET);

?????END

????IF CON4 AND HOLDING = 3 THEN BEGIN ??????//A1JIA

??????BUY (1，手數, MARKET);

??????END

??????

??IF CON7 AND HOLDING = 4 THEN BEGIN ???????????//A2 --

???????SELL(1,手數,MARKET);

???????END

??IF CON6 AND HOLDING = 3 THEN BEGIN ??????????????????//A3--

??????SELL(1,手數,MARKET);

???????END

??IF CON5 AND HOLDING = 2 THEN BEGIN ?????????????????????//A4--

???????SELL(1,手數,MARKET);

??????END

?

?IF CON2 AND HOLDING = 0 THEN BEGIN ?????//下穿A3

??????BUY (1，手數, MARKET);

??????

??????IF CON3 AND HOLDING = 1 THEN BEGIN ????????//下穿A2加倉

???????????BUY (1，手數, MARKET);

???????????END

???????IF CON6 AND HOLDING = 2 THEN BEGIN

????????????????SELL(1,手數,MARKET);

?????????????END

???????????

????????IF CON4 AND HOLDING = 2 THEN BEGIN ?????????//下穿A1加倉

?????????????BUY (1，手數, MARKET);

?????????????END

????????IF CON7 AND HOLDING = 3 THEN BEGIN

???????????????????SELL(1,手數,MARKET);

??????????????END ?????????

??END ??????????

IF CON3 AND HOLDING = O THEN BEGIN ??????//下穿A2

?????????BUY (1，手數, MARKET);

?

?????

???IF CON4 AND HOLDING = 1 THEN BEGIN ??????//下穿A1 加倉

???????BUY (1，手數, MARKET);

???????END

???????IF CON7 AND HOLDING =2 THEN BEGIN ????????//上穿A2減倉

?????????????SELL(1,手數,MARKET);

?????????????

?????????????END

???????

END

?

?

?

?????????

?IF CON4 AND HOLDING = 0 THEN BEGIN ???//下穿A1

????BUY (1，手數, MARKET);

????END

?

CON1：REF(MA1,1)>REF(A4,1) AND MA1<A4; ??

CON2：REF(MA1,1)>REF(A3,1) AND MA1<A3;

CON3：REF(MA1,1)>REF(A2,1) AND MA1<A2;

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