主题：请老师看看这个策略是怎么样的

INPUT:N(0.26,0,1,0.01);

M:=BARSLAST(DATE<>REF(DATE,1) )+1;

h30:=HHV(HIGH,M);

l30:=LLV(LOW,M);

long:=CLOSE>h30 AND TIME<145500 AND TIME>100000 and TTOTALDAYTRADE<=3 and HOLDING=0; 

short:=CLOSE<lh30 AND TIME<145500 AND TIME>100000 and TTOTALDAYTRADE<=3 and HOLDING=0; 

exitl:=CLOSE>h30*(1+N) or CLOSE<h30*(1-N);

exitS:=CLOSE>l30*(1+N) or CLOSE<l30*(1-N);

{开多}ENTERLONG: long,TFILTER;

{平多}EXITLONG:exitl ,TFILTER;

{开空}ENTERSHORT:short ,TFILTER;

{平空}EXITSHORT:exitS ,TFILTER;

策略的编写是这样的，我想改进一下：10点后如果突破9:00-10:00的最高最低价5个波动则开仓，平仓止损的话设最高回调0.5%止损（现在股指的话大概11个点），如果盈利突破0.5%止盈一半仓位，另一半仓位设回调止盈，最高回调0.5%止盈.