主题：文华模型改成金字塔后无信号，请高手帮忙改写

BA:=BARPOS;
VOL1:=IF(LLV(VOL,0)=0,1,INTPART(VOL*100));
HC:=LLV(IF(H-C=0,1000,H-C),0);
CL:=LLV(IF(C-L=0,1000,ABS(C-L)),0);
CO:=LLV(IF(C-O=0,1000,ABS(C-O)),0);
ZXBD:=MIN(HC,MIN(CL,CO));
DFX:=REF(L,2)=LLV(L,15) and REF(L,1)>REF(L,2) and L>REF(L,2) and REF(L,2)<=REF(L,3);
GFX:=REF(H,2)=HHV(H,9) and REF(H,1)<REF(H,2) and H<REF(H,2) and REF(H,2)>=REF(H,3);
DFXI:=VALUEWHEN(DFX,BA);
GFXI:=VALUEWHEN(GFX,BA);
DDP1:=VALUEWHEN(DFX,REF(L,2));
GDP1:=VALUEWHEN(GFX,REF(H,2));
DDP:=VALUEWHEN(DFX and DDP1<>REF(DDP1,1),DDP1);
GDP:=VALUEWHEN(GFX and GDP1<>REF(GDP1,1),GDP1);
DFX1I:=VALUEWHEN(DFX,REF(DFXI,1));
DFX1P:=VALUEWHEN(DFX,REF(DDP,BA-DFX1I+1));
GFX1I:=VALUEWHEN(GFX,REF(GFXI,1));
GFX1P:=VALUEWHEN(GFX,REF(GDP,BA-GFX1I+1));
DFXP:=VALUEWHEN(DFX and DDP<>REF(DDP,1),MIN(DDP,MIN(DFX1P,REF(DDP,1))));
GFXP:=VALUEWHEN(GFX and GDP<>REF(GDP,1),MAX(GDP,MAX(GFX1P,REF(GDP,1))));
SA:=SAR(4,0.02,0.2);
DZZ:=SA>0 and NOT(REF(SA,1)>0) or BA=0;
GZZ:=SA<0 and NOT(REF(SA,1)<0) or BA=0;
DZZI:=VALUEWHEN(DZZ,BA);
GZZI:=VALUEWHEN(GZZ,BA);
DZZ0I:=IF(NOT(VALUEWHEN(REF(SA,2)<0 and DFX and REF(L,2)=LLV(L,BA-GZZI+1),BA-2)>=0),0,VALUEWHEN((REF(DZZ,2)=1 and DFX) or (REF(SA,2)  <0 and DFX and REF(L,2)=LLV (L,BA-GZZI+1)),BA-2));
GZZ0I:=IF(NOT(VALUEWHEN(REF(SA,2)>0 and GFX and REF(H,2)=HHV(H,BA-DZZI+1),BA-2)>=0),0,VALUEWHEN((REF(GZZ,2)=1 and GFX) or (REF(SA,2)  >0 and GFX and REF(H,2)=HHV(H,BA-DZZI+1)),BA-2));
DD0I:=VALUEWHEN(DZZ or DZZ0I=0,DZZ0I);
GD0I:=VALUEWHEN(GZZ or GZZ0I=0,GZZ0I);
DZZ0P:=VALUEWHEN(DZZ and DZZI-GZZI>3,LLV(L,BA-GZZ0I+1));
GZZ0P:=VALUEWHEN(GZZ and GZZI-DZZI>3,HHV(H,BA-DZZ0I+1));
DD0P:=VALUEWHEN(DZZ,DZZ0P);
GD0P:=VALUEWHEN(GZZ,GZZ0P);
DD0RP:=VALUEWHEN(DZZ,REF(DD0P,1));
GD0RP:=VALUEWHEN(GZZ,REF(GD0P,1));
DZP:=VALUEWHEN(DZZ,MIN(DD0P,DD0RP));
GZP:=VALUEWHEN(GZZ,MAX(GD0P,GD0RP));
QSI:=IF(DZZ0I=0,0,VALUEWHEN(DZZ,REF(DZZ0I,BA-GZZI+1)));
GQSI:=IF(GZZ0I=0,0,VALUEWHEN(GZZ,REF(GZZ0I,BA-DZZI+1)));
SZR:=IF(SA>0,1,0);
XDR:=IF(SA<0,1,0);
XDTS2:=VALUEWHEN(DZZ and SUM(XDR,DZZI-GZZI+1)>3,SUM(XDR,DZZI-GZZI+1));
SZTS2:=VALUEWHEN(GZZ and SUM(SZR,GZZI-DZZI+1)>3,SUM(SZR,GZZI-DZZI+1));
XDTS2I:=VALUEWHEN(DZZ and SUM(XDR,DZZI-GZZI+1)>3,BA);
SZTS2I:=VALUEWHEN(GZZ and SUM(SZR,GZZI-DZZI+1)>3,BA);
XDTS1:=VALUEWHEN(DZZ and SUM(SZR,DZZI-REF(GZZI,BA-REF(DZZI,2))+1)<4,DZZI-REF(GZZI,BA-REF(DZZI,2)));
XDTS1I:=VALUEWHEN(DZZ and SUM(SZR,DZZI-REF(GZZI,BA-REF(DZZI,2))+1)<4,BA);
XDTS:=IF(DZZ and SUM(SZR,DZZI-REF(GZZI,BA-REF(DZZI,2))+1)<4,XDTS1,XDTS2);
SZTS1:=VALUEWHEN(GZZ and SUM(XDR,GZZI-REF(DZZI,BA-REF(GZZI,2))+1)<4,GZZI-REF(DZZI,BA-REF(GZZI,2)));
SZTS1I:=VALUEWHEN(GZZ and SUM(XDR,GZZI-REF(DZZI,BA-REF(GZZI,2))+1)<4,BA);
SZTS:=IF(GZZ and SUM(XDR,GZZI-REF(DZZI,BA-REF(GZZI,2))+1)<4,SZTS1,SZTS2);
DINI:=IF(BA=DZZ0I or BA-DZZ0I=1,SUM(L*VOL1,BA-QSI+1)/SUM(VOL1,BA-QSI+1),SUM(L*VOL1,BA-DZZ0I+1)/SUM(VOL1,BA-DZZ0I+1));
GINI:=IF(BA=GZZ0I or BA-GZZ0I=1,SUM(H*VOL1,BA-GQSI+1)/SUM(VOL1,BA-GQSI+1),SUM(H*VOL1,BA-GZZ0I+1)/SUM(VOL1,BA-GZZ0I+1));
DDT0:=DFX and (REF(C,2)<REF(DINI,2) or REF(C,3)<REF(DINI,3));
DDT0I:=VALUEWHEN(DDT0,DZZ0I);
DDT01I:=VALUEWHEN(DDT0,REF(DDT0I,1));
DINI0:=IF(BA=DDT0I or BA-DDT0I=1,SUM(L*VOL1,BA-DDT01I+1)/SUM(VOL1,BA-DDT01I+1),SUM(L*VOL1,BA-DDT0I+1)/SUM(VOL1,BA-  DDT0I+1));
DDT00:=(DZZ and SZTS<=XDTS and DZZI-GZZI>3);
DDT00I:=IF(NOT(DDT00),0,VALUEWHEN(DDT00,DD0I));
DZ00I:=VALUEWHEN(DFX and (REF(C,3)<REF(DINI0,3) or REF(C,2)<REF(DINI0,2)),DZZ0I);
DZ0I:=MAX(DDT00I,DZ00I);
DZ0:=IF(BA=DZ0I or BA-DZ0I=1,(SUM(L*VOL1,BA-REF(DZ0I,1)+1))/(SUM(VOL1,BA-REF(DZ0I,1)+1)),(SUM(L*VOL1,BA-DZ0I+1))/(SUM      (VOL1,BA-DZ0I+1)));
DZ1I:=VALUEWHEN(DFX and (REF(C,3)<REF(DZ0,3) or REF(C,2)<REF(DZ0,2)),DZZ0I);
DZ1:=IF(BA=DZ1I or BA-DZ1I=1,(SUM(L*VOL1,BA-REF(DZ1I,1)+1))/(SUM(VOL1,BA-REF(DZ1I,1)+1)),(SUM(L*VOL1,BA-DZ1I+1))/(SUM      (VOL1,BA-DZ1I+1)));
DZ2I:=VALUEWHEN(DFX and (REF(C,3)<REF(DZ1,3) or REF(C,2)<REF(DZ1,2)),DZZ0I);
DZ2:=IF(BA=DZ2I or BA-DZ2I=1,(SUM(L*VOL1,BA-REF(DZ2I,1)+1))/(SUM(VOL1,BA-REF(DZ2I,1)+1)),(SUM(L*VOL1,BA-DZ2I+1))/(SUM      (VOL1,BA-DZ2I+1)));
DZ3I:=VALUEWHEN(DFX and (REF(C,3)<REF(DZ2,3) or REF(C,2)<REF(DZ2,2)),DZZ0I);
DZ3:=IF(BA=DZ3I or BA-DZ3I=1,(SUM(L*VOL1,BA-REF(DZ3I,1)+1))/(SUM(VOL1,BA-REF(DZ3I,1)+1)),(SUM(L*VOL1,BA-DZ3I+1))/(SUM      (VOL1,BA-DZ3I+1)));
GDT0:=GFX and (REF(C,2)>REF(GINI,2) or REF(C,3)>REF(GINI,3));
GDT0I:=VALUEWHEN(GDT0,GZZ0I);
GDT01I:=VALUEWHEN(GDT0,REF(GDT0I,1));
GINI0:=IF(BA=GDT0I or BA-GDT0I=1,SUM(H*VOL1,BA-GDT01I+1)/SUM(VOL1,BA-GDT01I+1),SUM(H*VOL1,BA-GDT0I+1)/SUM(VOL1,BA-  GDT0I+1));
GDT00:=(GZZ and SZTS>=XDTS and GZZI-DZZI>3);
GDT00I:=IF(NOT(GDT00),0,VALUEWHEN(GDT00,GD0I));
GZ00I:=VALUEWHEN(GFX and (REF(C,3)>REF(GINI0,3) or REF(C,2)>REF(GINI0,2)),GZZ0I);
GZ0I:=MAX(GDT00I,GZ00I);
GZ0:=IF(BA=GZ0I or BA-GZ0I=1,(SUM(H*VOL1,BA-REF(GZ0I,1)+1))/(SUM(VOL1,BA-REF(GZ0I,1)+1)),(SUM(H*VOL1,BA-GZ0I+1))/(SUM      (VOL1,BA-GZ0I+1)));
GZ1I:=VALUEWHEN(GFX and (REF(C,3)>REF(GZ0,3) or REF(C,2)>REF(GZ0,2)),GZZ0I);
GZ1:=IF(BA=GZ1I or BA-GZ1I=1,(SUM(H*VOL1,BA-REF(GZ1I,1)+1))/(SUM(VOL1,BA-REF(GZ1I,1)+1)),(SUM(H*VOL1,BA-GZ1I+1))/(SUM      (VOL1,BA-GZ1I+1)));
GZ2I:=VALUEWHEN(GFX and (REF(C,3)>REF(GZ1,3) or REF(C,2)>REF(GZ1,2)),GZZ0I);
GZ2:=IF(BA=GZ2I or BA-GZ2I=1,(SUM(H*VOL1,BA-REF(GZ2I,1)+1))/(SUM(VOL1,BA-REF(GZ2I,1)+1)),(SUM(H*VOL1,BA-GZ2I+1))/(SUM      (VOL1,BA-GZ2I+1)));
GZ3I:=VALUEWHEN(GFX and (REF(C,3)>REF(GZ2,3) or REF(C,2)>REF(GZ2,2)),GZZ0I);
GZ3:=IF(BA=GZ3I or BA-GZ3I=1,(SUM(H*VOL1,BA-REF(GZ3I,1)+1))/(SUM(VOL1,BA-REF(GZ3I,1)+1)),(SUM(H*VOL1,BA-GZ3I+1))/(SUM      (VOL1,BA-GZ3I+1)));
DD:=FLOOR((DZ3+ZXBD)/ZXBD)*ZXBD-ZXBD;
GD:=FLOOR((GZ3+ZXBD)/ZXBD)*ZXBD;
GDW:=VALUEWHEN(CROSS(C,GD),BA);
DDW:=VALUEWHEN(CROSS(DD,C),BA);
DK:=IF(DDW>GDW,GD,DD);
DD1:=FLOOR((DINI+ZXBD)/ZXBD)*ZXBD-ZXBD;
GD1:=FLOOR((GINI+ZXBD)/ZXBD)*ZXBD;
GDW11:=VALUEWHEN(CROSS(C,GD1),BA);
DDW11:=VALUEWHEN(CROSS(DD1,C),BA);
DKD:=IF(DDW11>GDW11,GD1,DD1);
DWD:=VALUEWHEN(CROSS(C,DKD),BA);
GWD:=VALUEWHEN(CROSS(DKD,C),BA);
GDW1:=VALUEWHEN(CROSS(C,GFXP) or BA=0,BA);
DDW1:=VALUEWHEN(CROSS(DFXP,C) or BA=0,BA);
DKP:=IF(DDW1>GDW1,GFXP,DFXP);
BZD:=MAX(DK,MAX(DKD,GFXP));
SZD:=MIN(DK,MIN(DKD,DFXP));
DTA:=CROSS(C,BZD);
KTA:=CROSS(SZD,C);
DTAI:=VALUEWHEN(DTA or BA=0,BA);
KTAI:=VALUEWHEN(KTA or BA=0,BA);
DTB:=C<DK and C<DKD and REF(CROSS(DKP,C),1)=1 and C>REF(DKP,2) and DFX;
KTB:=C>DK and C>DKD and REF(CROSS(C,DKP),1)=1 and C<REF(DKP,2) and GFX;
DTC:=C<DK and C<DKD and SUM(L<DKP and C>DKP,2)=2;
KTC:=C>DK and C>DKD and SUM(H>DKP and C<DKP,2)=2;
DTD:=C>DKD and SUM(C>DK,2)>=2 and SUM(DKD=DK,BA-DWD+1)=BA-DWD and DKD>DK and REF(DKD=DK,1)=1;
KTD:=C<DKD and SUM(C<DK,2)>=2 and SUM(DKD=DK,BA-GWD+1)=BA-GWD and DKD<DK and REF(DKD=DK,1)=1;
DTE:=CROSS(C,DK) and SUM(DK=DKD,BA-REF(DWD,1)+1)=BA-REF(DWD,1)+1;
KTE:=CROSS(DK,C) and SUM(DK=DKD,BA-REF(GWD,1)+1)=BA-REF(GWD,1)+1;
DTF:=CROSS(C,DK) and SUM(CROSS(C,GFXP),BA-1)=0;
KTF:=CROSS(DK,C) and SUM(CROSS(DFXP,C),BA-1)=0;
KTG:=C>DK and CROSS(DKD,C) and SUM(C>DK and C>DKP and L<DKD and C>DKD and O=L,BA-DWD+1)>=1;
DTG0:=C>DK and CROSS(C,DKD) and SUM(KTG,BA-GWD+1)>=1;
KTH:=REF(SUM(DK=DKD,2)=2 and CROSS(DK,C) and ISUP,1)=1 and C<REF(C,1);
DTJ:=C>DKP and C<DK and CROSS(C,DKD) and SUM(C<DK and L<DKP and C>DKP and ISUP,BA-GWD+1)>=1;
KTJ0:=C<DK and CROSS(DKD,C) and SUM(DTJ,BA-DWD+1)>=1;
DTK:=C<DK and CROSS(C,DKD) and SUM(CROSS(DKP,C),BA-GWD+1)>=1 and ISUP and L>REF(H,1) and SUM(L<DK and C>DK,BA-GWD+1)>=1;
KTK0:=C<DK and CROSS(DKD,C) and SUM(DTK,BA-DWD+1)>=1;
KTL:=CROSS(DKD,C) and SUM(CROSS(C,DKP) and C>DKD and DKD>DK,BA-DWD+1);
KTM:=CROSS(DKD,C) and SUM(SUM(L<DKD and C>DKD,2)=2,BA-DWD+1)>=1 and SUM(CROSS(C,DKP) or CROSS(C,DK),BA-DWD+1)=0;
DTL:=CROSS(C,DKD) and O-L<0.5 and SUM(CROSS(DK,C) and DK<>DKD,BA-GWD+1);
DT1:=DTA or DTC or DTB or DTD or DTE or DTF or DTG0 or DTJ or DTK or DTL;
KT1:=KTA or KTC or KTB or KTD or KTE or KTF or KTG or KTH or KTJ0 or KTK0 or KTL or KTM;
DTI:=VALUEWHEN(DT1 or BA=0,BA);
KTI:=VALUEWHEN(KT1 or BA=0,BA);

{=交易测评条件=}
{平空}
   SELLSHORT(平空条件 and HOLDING<0,0,LIMITR,C);
{开多}
  BUY(开多条件 AND HOLDING=0, Y,LIMITR,C);
{平多}
  SELL(平多条件 and HOLDING>0,0,LIMITR,C);
{开空}
  BUYSHORT(开空条件 and HOLDING=0,Y,LIMITR,C);