//中间变量
N:=barslast(date<>ref(date,1))+1;
preDayHigh:ref(hhv(h,N),N); //昨日最高价
preDayLOW:ref(LLv(L,N),N);//昨日最低价
A:=VALUEWHEN(TIME=094500,CLOSE);
B:=VALUEWHEN(DATE<>REF(DATE,1),OPEN);
//交易系统
if holding<0 and enterprice-l>=50 then sellshort(1,0,market);
if llv(l,enterbars+1)<(enterprice-10*mindiff) and h>=enterprice and holding<0 then
sellshort(1,0,market);
else
sellshort(CLOSE>=enterprice+12*mindiff and HOLDING<0,HOLDING,market);
if OPEN>preDayHigh AND A>B AND TIME<101500 and HOLDING=0 then buy(1,0,market);
if holding>0 and h-enterprice>50 then sell(1,0,market);
if (hhv(h,enterbars+1)>(enterprice+10*mindiff) and l<=enterprice and holding>0) then
sell(1,0,market);
else
sell(CLOSE<=enterprice+12*mindiff and HOLDING>0,HOLDING,market);
if OPEN<preDayLOW AND A<B AND TIME<101500 and HOLDING=0 then BUYSHORT(1,0,market);