VARIABLE:VMIN = 090000;//用于隔夜高开或低开时间差

IF (ABS(O-REF(C,1))>=20*MINDIFF AND TIME>090000 AND TIME<090400) THEN VMIN := 091500;

//开多仓条件：

BOPEON1:=C>UPPER AND DIFF>0 AND C>O AND C>MA4 AND HOLDING=0 AND TIME>VMIN AND TIME<150000;

//平多仓条件：

BLIQCON:=HOLDING>0 AND CROSS(MA3,MA2);

//开空仓条件：

SOPCON1:=C<LOWER AND DIFF<0 AND C<O AND C<MA4 AND HOLDING=0 AND TIME>VMIN AND TIME<150000;

//平空仓条件：

SLIQCON:=HOLDING<0 AND CROSS(MA2,MA3);

 

BUY(BOPEON1,手数,MARKET);

SELL(BLIQCON,HOLDING,MARKET);

BUYSHORT(SOPCON1,手数,MARKET);