//参数声明

Input : T20(20,15,60,1);
Input : T10(10,10,30,1);
Input : PosNum(1,1,20,1);

//声明变量

//准备需要的变量
T20HI := ref( HHV(high,T20),1);
T20LO := ref( LLV(LOW,T20),1);

T10HI := ref( HHV(high,T10),1);
T10LO := ref( LLV(LOW,T10),1);

VARIABLE : Position =0; //表示空仓

AvgTR : = ref(MA(Tr,20),1);

//如果当前没有持仓
If Position = 0 then Begin
 
   Long : = h > T20HI;
    //多头进场
   If Long then BEGIN
      MyEntryPrice : = IF(Open>T20HI+MINDIFF,Open,T20HI+MINDIFF);
      buy(1,PosNum,LIMITR,MyEntryPrice);
      Position : = 1;
      N : = AvgTR;
     
   END
END //If

//如果当前持有多头仓位时候

If Position = 1 then Begin
  
   //建立多头离场条件
   LongX1 : = Low < T10LO;
  
   If LongX1 then Begin
      MyExitPrice : = IF(Open<T10LO-MINDIFF,Open,T10LO-MINDIFF);
      sell(1,0,LIMITR,MyExitPrice);
      Postion : =0;
  
   End
  
   //建立多头止损条件
   LongX2 : = Low< MyEntryPrice - 2*N;
  
   If LongX2 then Begin
      MyExitPrice : = IF(Open<MyEntryPrice-2*N,Open,MyEntryPrice-2*N);
      MyExitPrice : = FLOOR(MyExitPrice/MINDIFF)*MINDIFF;   //波动值与最小变动价位不同，所以用Floor把它修正到最小变动价位
      sell(1,0,LIMITR,MyExitPrice);
      Postion : =0;
  
   End
      GOTO ContinueLine;

ContinueLine@ 资产: ASSET,LINETHICK0;