主题：信托海龟进行自动化交易，加上自动交易功能？

VARIABLE:dayCount=1,PositionCount=1,SellSign=0;
VARIABLE:EntAndExitSign=1,EntPoint=0,ExitPoint=0;
VARIABLE:N=0;

MA1:MA(C,5);
MA3:MA(C,10);

M:=MA(TR,20);
BUYHHV:=HHV(H,15);
SELLLLV:=LLV(L,8);

ss:n,linethick0;

IF BARPOS>=21 THEN BEGIN
IF BARPOS=21 THEN
N:=M;
IF DayCount=6 OR BARPOS=21 THEN BEGIN{5天调整N值}
N:=(19*N+TR)/20;{计算N值}
DayCount:=2;
END
DayCount:=DayCount+1;
EntPoint:=ENTERBARS+1;
IF EntPoint=EntAndExitSign THEN BEGIN{说明STOP指令买进头寸成功}
PositionCount:=PositionCount+1;{头寸计数}
SellSign:=True;{开始以STOP卖出，如果达到指定的价格}
END
IF PositionCount=1 THEN BEGIN{第一头寸}
HOW:=CASH(0)*0.50/N;{波动性百分比决定头寸规模}
开1:TSELLSHORT(H>=BUYHHV,0,MARKET);
BUY(H>=BUYHHV,HOW,MARKET);{在20日新高STOP指令买进}
END
IF PositionCount=2 THEN BEGIN{如到第二头寸}
HOW:=CASH(0)*0.01/N;{波动性百分比决定头寸规模}
开2:TSELLSHORT(H>=BUYHHV,0,MARKET);
BUY(H>=ENTERPRICE+0.5*N,HOW,MARKET);{在上头寸(即第一头寸)+0.5个N以STOP指令买进}
END
IF SellSign=True THEN BEGIN
    ExitPoint:=EXITBARS+1;
   
    IF ExitPoint=EntAndExitSign THEN BEGIN {说明卖出成功}
       PositionCount:=1;{头寸计算复原}
       SellSign:=False;
    END  
    IF ENTERPRICE-2*N THEN BEGIN
     SELL(L<=SELLLLV,100%,MARKET);
     BUYSHORT(L<=SELLLLV,HOW,MARKET);{退出离盈利头寸}
     END
     IF L<=ENTERPRICE-2*N THEN BUYSHORT(L<=SELLLLV,HOW,MARKET);{退出亏损头寸}
 END