variable:zs=c,hl=c;
hi20:=ref(hhv(h,20),1);
lo20:=ref(llv(l,20),1);
if holding>0 and l<zs then sell(1,1,limitr,min(o,zs)-mindiff);//止损
if holding<0 and h>zs then sellshort(1,1,limitr,max(o,zs)+mindiff);//止损
if holding>0 and l<lo20 then sell(1,1,limitr,min(o,lo20)-mindiff);//离场
if holding<0 and h>hi20 then sellshort(1,1,limitr,max(o,hi20)+mindiff);//离场
if holding=0 and h>hi20 then begin//开多
 buy(1,1,limitr,max(o,hi20)+mindiff);
 hl:=h;//记录开仓后的最高点
 zs:=enterprice*(1-20/1000);//多头初始止损
 end
if holding=0 and l<lo20 then begin//开空
 buyshort(1,1,limitr,min(o,lo20)-mindiff);
 hl:=l;//记录开仓后的最低点
 zs:=enterprice*(1+20/1000);//空头初始止损
end
if holding>0 and h>hl then begin//上移最高点
 hl:=h;
 if hl>enterprice*(1+30/1000) then zs:=enterprice;//保本止损位
else if hl>enterprice*(1+50/1000)then zs:=enterprice*(1+50/1000);//移动止损
end
if holding<0 and l<hl then begin
 hl:=l;
 if hl<enterprice*(1-30/1000) then zs:=enterprice;//保本止损位
 else if hl<enterprice*(1-50/1000) then zs:=enterprice*(1-50/1000);//移动止损
end