自動交易中心回測，可否模擬策略整體安控?

 程式碼B，或者這個可行嗎?

input: 

ITS(090002,"進場時間"),

STP(103000,"停止委託"),

PL(50,"低價位"), 

PH(400,"高價位"),

INC(1.02,"獲利%"),

MaxAmount(500000,"進場金額上限"),

MaxOrders(4,"最大委買部位"),

MaxHoldings(3,"最大持有成交商品");

// 內外盤進場訊號

condition1 = GetField("外盤量", "1") cross Over GetField("內盤量", "1");

// 追蹤目前持有商品數量和委買部位

vars: i(0),numHoldings(0), numOrders(0), currentAmount(0);

vars: totalPosition(0), totalFilled(0), totalAmount(0);

// 計算目前的持有部位和委買部位

totalPosition = 0;

totalFilled = 0;

totalAmount = 0;

// 假設這裡的 i 是循環的商品索引

for i = 1 to 10 begin

    if position[i] > 0 then

        totalPosition = totalPosition + 1;

    if Filled[i] = 0 then

        totalFilled = totalFilled + 1;

    totalAmount = totalAmount + close[i] * position[i];

end;

numHoldings = totalPosition;

numOrders = totalFilled;

currentAmount = totalAmount;

if 

position = 0

and Filled = 0

and currentTime > ITS

and currentTime < STP

and close >= PL

and close <= PH

and condition1 // 轉外盤較強金叉

and numOrders < MaxOrders // 檢查最大委買部位

and numHoldings < MaxHoldings // 檢查最大持有成交商品

and currentAmount + close <= MaxAmount // 檢查進場金額上限

then 

setposition (maxList(position + 1, 1), getField("收盤價", "Tick"), label := "買進");

if

position > 0

and Filled > 0 

and getField("收盤價", "Tick") > FilledAvgPrice * INC 

then 

setposition (minList(position - 1, 0), getField("收盤價", "Tick"), label := "賣出");