runmode:0;

input:n(20,5,100,5);

a:=close-ref(close,n);
mi:=sma(a,n,1);

longcond:=cross(a,mi);
shortcond:=cross(mi,a);

if holding=0 then begin
 if longcond then
  buy(1,1,limitr,close);
end

if holding=0 then begin
 if shortcond then
  buyshort(1,1,limitr,close);
end

if holding>0 then begin
 if shortcond then begin
  sell(1,holding,limitr,close);
  buyshort(1,1,limitr,close);
 end
end

if holding<0 then begin
 if longcond then begin
  sellshort(1,holding,limitr,close);
  buy(1,1,limitr,close);
 end
end

盈亏:asset,noaxis,colormagenta;
次数:totaltrade,linethick0;
胜率:percentwin,linethick0;
连亏:maxseqloss,linethick0;
连赢:maxseqwin,linethick0;