//声明变量
nt := 1 ;   //调试信息带时间戳
buyorderthisbar := 0 ;   //当前bar有过交易
variable : _debug = 1 ;   //是否输出前台交易指令
variable : turtleunits=0 ;   //交易单位
variable : myentryprice1=0;
variable : myentryprice2=0;
variable : myexitprice=0;
variable : n=0;
variable : m=0;
variable : yk=0;
//准备需要计算的变量
zhh:ref(high,k);
zll:ref(low,k);
kqls:=enterbars+1;
khh:=hhv(high,kqls);
kll:=llv(low,kqls);

avgtr :=ref(ma(tr,atrlen),1);

//开始执行时 初始化数据
if barpos=1 then begin
   position :=0 ;
   posnum:=ss;
end

//如果当前是没有持仓的状态
if position=0 and  barpos>20 and h>l then begin
   //建立多头进场条件
   long:=high>=zhh ;
   //多头进场
   if long  and holding=0  then begin
   myentryprice1 :=if(open>zhh+0.2 ,open+0.6 ,zhh+0.6);
   buy( _debug,posnum,limitr,myentryprice1);
   jqsh:=1;
      position := 1 ;
   turtleunits := 1 ;
     // n:= avgtr ;
   buyorderthisbar := 1;
  
   end
   
   //建立空头进场条件
   short:=low<=zll ;
   //空头进场
   if short and position=0 and holding=0 then begin   
   myentryprice2:= if(open<zll-0.2 ,open-0.6 ,zll-0.6) ;
   buyshort( _debug,posnum,limitr,myentryprice2);
   jqsh:=1;
   position := -1 ;
   turtleunits := 1 ;
   //n := avgtr ;
   buyorderthisbar := 1;

    end
 end   

//如果当前持有多头仓位的状态

if position=1 and barpos>20 and h>l then begin

   //多头加仓条件
  
   {while (close>myentryprice+0.5*n) and turtleunits<4 and jqsh=1 do begin
   myentryprice := if(open>myentryprice+0.5*n ,open+0.6 ,myentryprice+0.5*n+0.6 ) ;
   myentryprice:= ceiling(myentryprice/mindiff)*mindiff ;   
   buy( _debug, posnum, limitr,myentryprice );
   turtleunits := turtleunits+1 ;
   buyorderthisbar := 1;
   end }
  
   //建立多头离场条件
   longx1 := low<zll-mindiff;
      myexitprice:=zll-mindiff;
     if longx1 and buyorderthisbar=0 and holding>0 then begin
   myexitprice := if(open<myexitprice-0.2 ,open-0.6 ,myexitprice-0.6) ;   
   sell( _debug ,0,limitr,myexitprice);
   position := 0 ;
   turtleunits := 0 ;
   yk:=myexitprice- myentryprice2;
   
   if yk>0 then begin
         n:=0;
         m:=m+1;
         end
       
       if yk<0   then begin
         n:=n+1;
         m:=0;
        end
        // if n>=3 then posnum:=ss;
 end      //  if m>=3 then posnum:=0.5*ss;
   
   //建立多头止损条件
   longx2 := low<(khh-2*n);
    if longx2 and position=1 and buyorderthisbar=0 and holding>0 then begin
   myexitprice := if(open<khh-2*n ,open-0.6 ,khh-2*n-0.6) ;   
   myexitprice := floor(myexitprice/mindiff)*mindiff ;   
   sell( _debug ,0,limitr,myexitprice);
   position := 0 ;
   turtleunits := 0 ;
   yk:=myexitprice- myentryprice2;
   
   if yk>0 then begin
     n:=0;
     m:=m+1;
         end
      if yk<0   then begin
         n:=n+1;
         m:=0;
        end
      
   end 

  end

//如果当前持有空头仓位的状态

if position = -1 and barpos>20 and h>l then begin

   //空头加仓条件
  
   {while (close<myentryprice-0.5*n) and turtleunits<4 and jqsh=1 do begin
   myentryprice := if(open<myentryprice-0.5*n ,open-0.6 ,myentryprice-0.5*n-0.6 ) ;   
   kkj := floor(myentryprice/mindiff)*mindiff ;   
   buyshort( _debug,posnum, limitr,myentryprice );
   turtleunits := turtleunits+1 ;
   buyorderthisbar := 1;
   end }   

   //建立空头离场条件
    shortx1 :=  high>zhh+mindiff;
        myexitprice:=zhh+mindiff;
    if shortx1 and buyorderthisbar=0 and holding<0 then begin
   myexitprice := if(open>myexitprice,open+0.6, myexitprice+0.6);   
   sellshort( _debug,0,limitr,myexitprice);
   position := 0 ;
   turtleunits := 0 ;
        yk:=myentryprice2-myexitprice;
   
      if yk>0 then begin
         n:=0;
         m:=m+1;
        end
      if yk<0  then begin
         n:=n+1;
         m:=0;
         end
         //if n>=3 then posnum:=ss;
         //if m>=3 then posnum:=0.5*ss;
        
 end