N:=BARSLAST(DATE<>REF(DATE,1));//当天开盘至今的K线数

Y:=REF(O,N);//当天开盘价

DZY:=C>=ENTERPRICE+2*(Y*0.003);

KZY:=C<=ENTERPRICE-2*(Y*0.003);

DZYJL:=COUNT(DZY ,N)=0;

KZYJL:=COUNT(KZY ,N)=0;

KKC:=DZYJL && KZYJL;

BKTJ:=TIME>=094500 &&TIME<=142900&&C>REF(HHV(C,N),1)&&C>Y+Y*0.006 && KKC;//价格创新高

SPTJ1:=TIME>=094500&&C<REF(LLV(C,10),1) || DZY;

SPTJ2:=TIME=145500;

SPTJ:=SPTJ1 OR SPTJ2;

SKTJ:=TIME>=094500 &&TIME<=142900&&C<REF(LLV(C,N),1)&&C<Y-Y*0.006 && KKC;

BPTJ1:=TIME>=094500&&C>REF(HHV(C,10),1) || KZY;

BPTJ2:=TIME=145500;

BPTJ:=BPTJ1 OR BPTJ2;

 

 

 

SELLSHORT(BPTJ AND ENTERBARS>=2,1,MARKET);

BUY(BKTJ AND HOLDING=0,1,MARKET);

 

SELL(SPTJ AND ENTERBARS>=2,1, MARKET);

BUYSHORT(SKTJ AND HOLDING=0,1, MARKET);