主题：实现文华那样的程序化交易

持仓:HOLDING,LINETHICK0;
总次数: TOTALTRADE,LINETHICK0;
盈利次数:NUMWINTRADE,LINETHICK0;
胜率:ROUNDS(100*PERCENTWIN,1),LINETHICK0;
连亏次数:MAXSEQLOSS,LINETHICK0;
连盈次数:MAXSEQWIN,LINETHICK0;
t持仓:=tHOLDING,LINETHICK0;

BUY1:=hhv(ref(h,1),20)+N;
SELL1:=llv(ref(l,1),20+N);
BK:=CROSS(H,BUY1);
SK:=CROSS(SELL1,L);

tt0:=time<145000;
tt2:=time>145700;//收盘时间

tSELLSHORT(tt0 and BK and t持仓<0,t持仓,mkt);
SELLSHORT(tt0 and BK and 持仓<0,持仓,market);
tBUY(tt0 and BK and NOT(tTYPE(1)=1) and NOT(TYPE(1)=1),20,mkt);
BUY(tt0 and BK and NOT(TYPE(1)=1),20,market);

tSELL(tt0 and SK and t持仓>0,t持仓,mkt);
SELL(tt0 and SK and 持仓>0,持仓,market);
tBUYSHORT(tt0 and SK and NOT(tTYPE(1)=3) and NOT(TYPE(1)=3),20,mkt);
BUYSHORT(tt0 and SK and NOT(TYPE(1)=3),20,market);

//收盘平仓
tSELL(tt2 ,t持仓,mkt);
SELL(tt2 ,持仓,thisclose);
tSELLSHORT(tt2 ,t持仓,mkt);
SELLSHORT(tt2 ,持仓,thisclose);