//如果当前是没有持仓的状态
IF POSITION=0 AND BARPOS>T20 AND H>L THEN BEGIN

 //建立多头进场条件
 LONG := H > T20HI ;
 
 //多头进场
 IF LONG THEN BEGIN
  MYENTRYPRICE := IF(OPEN>T20HI+MINDIFF ,OPEN ,T20HI+MINDIFF ) ;   
  BUY( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE);
  POSITION := 1 ;
  TURTLEUNITS := 1 ;
  N := AVGTR ;
  BUYORDERTHISBAR := 1;

 END //IF

 //建立空头进场条件
 SHORT := L < T20LO ;
 
 //空头进场
 IF SHORT AND POSITION=0 THEN BEGIN   
  MYENTRYPRICE := IF(OPEN<T20LO-MINDIFF ,OPEN ,T20LO-MINDIFF ) ;   
  BUYSHORT( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE);
  POSITION := -1 ;
  TURTLEUNITS := 1 ;
  N := AVGTR ;
  BUYORDERTHISBAR := 1;

 END
 
 //不要跳转，让程序检查同一根K线是否可以加仓
 //GOTO CONTINUELINE ;
 
END  //IF

//如果当前持有多头仓位的状态

IF POSITION=1 AND BARPOS>T20 AND H>L THEN BEGIN

 //多头加仓条件
 
 WHILE (HIGH>MYENTRYPRICE+0.5*N) AND TURTLEUNITS<4 DO BEGIN
  MYENTRYPRICE := IF(OPEN>MYENTRYPRICE+0.5*N ,OPEN ,MYENTRYPRICE+0.5*N ) ;
  MYENTRYPRICE := CEILING(MYENTRYPRICE/MINDIFF)*MINDIFF ; 
  BUY( _DEBUG, POSNUM, LIMITR, MYENTRYPRICE);
  TURTLEUNITS := TURTLEUNITS+1 ;
  BUYORDERTHISBAR := 1;

 END //WHILE 
 
 //建立多头离场条件
 LONGX1 := (LOW < T10LO)  ;
 
 IF LONGX1 AND BUYORDERTHISBAR=0 THEN BEGIN
  MYEXITPRICE := IF(OPEN<T10LO-MINDIFF ,OPEN ,T10LO-MINDIFF ) ;   
  SELL( _DEBUG ,0,LIMITR,MYEXITPRICE);
  POSITION := 0 ;
  TURTLEUNITS := 0 ;
 END

 //建立多头止损条件
 LONGX2 := (LOW<MYENTRYPRICE-2*N)  ;

 IF LONGX2 AND POSITION=1 AND BUYORDERTHISBAR=0 THEN BEGIN
  MYEXITPRICE := IF(OPEN<MYENTRYPRICE-2*N ,OPEN ,MYENTRYPRICE-2*N ) ;  
  MYEXITPRICE := FLOOR(MYEXITPRICE/MINDIFF)*MINDIFF ; 
  SELL( _DEBUG ,0,LIMITR,MYEXITPRICE);
  POSITION := 0 ;
  TURTLEUNITS := 0 ;
 END

 GOTO CONTINUELINE ;

END  //IF

//如果当前持有空头仓位的状态

IF POSITION = -1 AND BARPOS>T20 AND H>L THEN BEGIN

 //空头加仓条件
 
 WHILE (LOW<MYENTRYPRICE-0.5*N) AND TURTLEUNITS<4 DO BEGIN
  MYENTRYPRICE := IF(OPEN<MYENTRYPRICE-0.5*N ,OPEN ,MYENTRYPRICE-0.5*N ) ;   
  MYENTRYPRICE := FLOOR(MYENTRYPRICE/MINDIFF)*MINDIFF ; 
  BUYSHORT( _DEBUG,POSNUM, LIMITR, MYENTRYPRICE);
  TURTLEUNITS := TURTLEUNITS+1 ;
  BUYORDERTHISBAR := 1;
 END //IF 

 //建立空头离场条件
 SHORTX1 := H > T10HI  ;

 IF SHORTX1 AND BUYORDERTHISBAR=0 THEN BEGIN
  MYEXITPRICE := IF(OPEN>T10HI+MINDIFF ,OPEN ,T10HI+MINDIFF ) ;   
  SELLSHORT( _DEBUG,0,LIMITR,MYEXITPRICE);
  POSITION := 0 ;
  TURTLEUNITS := 0 ;
 END

 //建立空头止损条件
 SHORTX2 := HIGH > MYENTRYPRICE + 2*N  ;

 IF SHORTX2 AND POSITION = -1 AND BUYORDERTHISBAR=0  THEN BEGIN
  MYEXITPRICE := IF(OPEN>MYENTRYPRICE+2*N ,OPEN ,MYENTRYPRICE+2*N ) ;   
  MYEXITPRICE := CEILING(MYEXITPRICE/MINDIFF)*MINDIFF ; 
  SELLSHORT( _DEBUG,0,LIMITR,MYEXITPRICE);
  POSITION := 0 ;
  TURTLEUNITS := 0 ;
 END