主题：[交易系统]波动突破

 runmode:0;
input:volatility(20,5,100,5);
 variable:myasset=30000;
entertime:=time＞=092500 and time＜=145500;   //这一句为什么编译有错误？？？
 exittime:=time＞=150000;
 
dist:=barslast(date＜＞ref(date,1));
oo:=ref(open,dist);
 
 highest:=oo+volatility*mindiff;
 lowest:=oo-volatility*mindiff;

 buycond:=entertime and high＞=highest;
 buyprice:=max(open,highest);
 
 buyshortcond:=entertime and low＜=lowest;
 buyshortprice:=min(open,lowest);
 
 if holding=0 and buycond then begin
     buy(1,1,limitr,buyprice);
 end
 
if holding=0 and buyshortcond then begin
     buyshort(1,1,limitr,buyshortprice);
 end
 
if holding＞0 and exittime then begin
    sell(1,holding,limitr,close);
end

 if holding＜0 and exittime then begin
     sellshort(1,holding,limitr,close);
 end
 
 if exittime then
     myasset:=asset;
     
 资产:myasset,noaxis,colormagenta;
 次数:totaltrade,linethick0;
 收益:(myasset-30000)/30000,linethick0;
 胜率:percentwin,linethick0;
 出击:totaltrade/(count(date＜＞ref(date,1),0)+1),linethick0;
 连亏:maxseqloss,linethick0;
 连赢:maxseqwin,linethick0;