INPUT:SS(1,1,10000,1),N1(0.005,0.001,1,0.001);
X1:=HHV(HIGH,21);
X2:=LLV(LOW,7);
YC:((X1+X2*2)/3),PRECIS2,COLOR00FFFF,LINETHICK1;
DS:=ABS(C)*0.005;
JD:=EMA((H+L+2*C)/4,3),COLORFFFFFF,PRECIS2,LINETHICK0;
开:EMA((H+L+2*C)/4,3),COLORFFFFFF,PRECIS2,LINETHICK1;
CYC:=BARSLAST(DATE<>REF(DATE,1))+1;
H30:REF(HHV(H,30),1),COLORFFFF00,NODRAW;
L30:REF(LLV(L,30),1),COLORFFFF00,NODRAW;
MID:(H30+L30)/2,NODRAW;//中轴
DRAWSL(ISLASTBAR,H30,0,60,1),COLORFFFF00,LINETHICK1;
DRAWSL(ISLASTBAR,L30,0,60,1),COLORFFFF00,LINETHICK1;
DRAWSL(ISLASTBAR,mID,0,40,1),COLORFFFF00,LINEDOT;
HO:=HIGH>REF(HIGH,1) AND HIGH>REF(HIGH,2) AND HIGH>=REFX(HIGH,1) AND IFELSE(HIGH=REFX(HIGH,2),HIGH>REFX(HIGH,3),HIGH>REFX(HIGH,2));
FXH:=CROSS(HO,0.9);
LO:=LOW<REF(LOW,1) AND LOW<REF(LOW,2) AND LOW<=REFX(LOW,1) AND IFELSE(LOW=REFX(LOW,2),LOW<REFX(LOW,3),LOW<REFX(LOW,2));
FXL:=CROSS(LO,0.9);
H1:REF(HIGH,BARSLAST(FXH)),PRECIS2,COLOR8000FF,LINETHICK0;
L1:REF(LOW,BARSLAST(FXL)),PRECIS2,COLOR8000FF,LINETHICK0;
DRAWSL(ISLASTBAR,H1,0,30,1),COLOR8000FF,LINETHICK1;
DRAWSL(ISLASTBAR,L1,0,30,1),COLOR8000FF,LINETHICK1;

T1:=TIME>090000 AND TIME <145500;
T2:=TIME>=145500;
手数:=SS;
//进场的条件
开多条件1:= H>H30 AND (H30-MID)/MID<N1 AND CYC>=30 AND T1;
开空条件1:= L<L30 AND (MID-L30)/MID<N1 AND CYC>=30 AND T1;

开多条件2:=CROSS(C,YC) AND CYC>=30 AND T1;
开空条件2:=CROSS(YC,C) AND CYC>=30 AND T1;

开多条件3:=l1>l30 AND CYC>=30 AND T1;
开空条件3:=l1<l30 AND CYC>=30 AND T1;

开多条件3:=h1>h30 AND CYC>=30 AND T1;
开空条件3:=h1<h30 AND CYC>=30 AND T1;
//系统
收盘平多:SELL(T2 AND HOLDING>0,0,MARKET) ;
收盘平空:SELLSHORT(T2 AND HOLDING<0,0,MARKET) ;

开空:BUYSHORT(开空条件1 AND HOLDING=0,手数,MARKET);
开多:BUY(开多条件1 AND HOLDING=0, 手数,MARKET)；

//其他