ATR:=ref(ma(tr,atrlength),1);//波动率
marginratio:=10/100;//保证金率
name:=STKNAME;//返回品种名称

多单止损价:=ENTERPRICE-(1.5*ATR);
空单止损价:=ENTERPRICE+(1.5*ATR);
多头止损条件:=close<多单止损价;
空头止损条件:=close>空单止损价;

H30:=REF(HHV(H,M),1);
L30:=REF(LLV(L,M),1);
MID:=(H30+L30)/2;

开多条件1:=(high>H30) AND (H30-MID)/MID<N1;
开空条件1:=(low<L30) AND (MID-L30)/MID<N1;

开多条件2:=C>上轨;
开空条件2:=C<下轨;

开多条件:=开多条件1 and 开多条件2;
开空条件:=开空条件1 and 开空条件2;

平多条件:=C<下轨;
平空条件:=C>上轨;

if islastbar and bb<>barpos and not(开多条件) and not(开空条件)  and not(平多条件) and not(平空条件) then
  begin
     bb:= barpos;
     extgbstringSet(\'QQSTR\',\'PR \'+numtostr(close,5) + \' OB \'+numtostr(h,5)+\' OS \'+numtostr(l,5) );
     VQQM:=QQMSGX(1,close);
   end
 
      
if HOLDING=0 then  BEGIN//开多单
   price:=0;
   lots:=0;
   if 开多条件 then
       price:=max(open,上轨);
    if price>0 then begin
       当前资金：=CASH(0);
        lots1:=INTPART(当前资金/(price*MULTIPLIER*marginratio));//资金允许可开最大手数
        lots2：=INTPART((当前资金*riskratio/100)/(ATR*MULTIPLIER));//每一手下单量
        lots:=max(1,min(lots1,lots2));
      end
       if lots>=1 then BEGIN
         buy(1,lots,LIMITR,price);
          PLAYSOUND(1,\'D:\\Program Files (x86)\\Sound\\KM.wav\');
          times:=1;
        if islastbar and bb<>barpos then begin
          bb:= barpos;
          extgbstringSet(\'QQSTR\',\'波动突破,开多▲▲▲:\'+STKNAME);
         VQQM:=QQMSGX(1,close);
         end
      end
  end      
      

      
if holding>0 then BEGIN//多加仓
     while high>=enterprice+(ATR/2) and times<4  do begin
        PRICE：=min(open,enterprice+（ATR/2));
          lots:=0;
   if price>0 then begin
       当前资金：=CASH(0);
        lots1:=INTPART(当前资金/(price*MULTIPLIER*marginratio));//资金允许可开最大手数
        lots2:=INTPART((当前资金*riskratio/100)/(ATR*MULTIPLIER));//每一手下单量
        lots:=max(1,min(lots1,lots2));
     end
       if lots>=1 then BEGIN
      buy(1,lots,LIMITR,PRICE);
      times:=TIMES+1;
       end
   end
 end
 

if HOLDING=0 then BEGIN//开空单
   price:=0;
   lots:=0;
   if 开空条件 then
       price:=min(open,下轨);
    if price>0 then begin
       当前资金：=CASH(0);
        lots1:=INTPART(当前资金/(price*MULTIPLIER*marginratio));//资金允许可开最大手数
        lots2:=INTPART((当前资金*riskratio/100)/(ATR*MULTIPLIER));//每一手下单量
        lots:=max(1,min(lots1,lots2));
      end
      if lots>=1 then BEGIN
      buyshort(1,lots,LIMITR,PRICE);
       PLAYSOUND(1,\'D:\\Program Files (x86)\\Sound\\KM.wav\');
        times:=1;
         if islastbar and bb<>barpos then begin
           bb:= barpos;
              extgbstringSet(\'QQSTR\',\'波动突破,开空▼▼▼:\'+STKNAME);
             VQQM:=QQMSGX(1,close);
           end
      end    
  end

if holding<0 then BEGIN//空加仓
     while low<=enterprice-(ATR/2) and times<4  do begin
        PRICE：=max(open,enterprice-(ATR/2));
          lots:=0;
   if price>0 then begin
       当前资金：=CASH(0);
        lots1：=INTPART(当前资金/(price*MULTIPLIER*marginratio));//资金允许可开最大手数
        lots2:=INTPART((当前资金*riskratio/100)/(ATR*MULTIPLIER));//每一手下单量
        lots:=max(1,min(lots1,lots2));
     end
       if lots>=1 then BEGIN
      buyshort(1,lots,LIMITR,PRICE);
      times:=TIMES+1;
       end
   end
 end

 
if holding >0 then begin //平多单+平止损
     PRICE:=0;
   if  平多条件 then 
    price:=min(open,下轨);
    if 多头止损条件 and enterbars>=1 then
    pirce:=max(open,多单止损价);
    if price>0 then begin
      sell(1,HOLDING,LIMITR,PRICE);
       PLAYSOUND(1,\'D:\\Program Files (x86)\\Sound\\JB2.wav\');
      if islastbar and bb<>barpos then begin
       bb:= barpos;
      extgbstringSet(\'QQSTR\',\'波动突破，平多●●●:\'+STKNAME);
       VQQM:=QQMSGX(1,close);
        end
     end
 end

 
 
if holding <0 then begin //平空单+平止损
     PRICE:=0;
   if 平空条件 then 
    price:=max(open,上轨);
   if 空头止损条件 and enterbars>=1 then
    pirce:=min(open,空单止损价);
    if price>0 then begin
     sellshort(1,HOLDING,LIMITR,PRICE);
     PLAYSOUND(1,\'D:\\Program Files (x86)\\Sound\\JB2.wav\');
     if islastbar and bb<>barpos then begin
      bb:= barpos;
      extgbstringSet(\'QQSTR\',\'波动突破,平空◎◎◎:\'+STKNAME);
       VQQM:=QQMSGX(1,close);
        end  
     end    
end