主题：[原创]纯策略的交易系统（论坛上源码修改而来）

BO:=HOLDING>0 AND ENTERBARS>1;
SO:=HOLDING<0 AND ENTERBARS>1;
TP:=IF(BO,HHV(C,ENTERBARS),IF(SO,LLV(C,ENTERBARS),0));
策略:mx*tp,LINETHICK0;
IF BO AND C<=TP*(1-mx) THEN
begin
SELL(1,手数,limit,close);
end

IF BO AND C<=TP*(1-mx) THEN
begin
BUYSHORT(1,手数,limit,close);
end

IF SO AND C>=TP*(1+mx) THEN
begin
SELLSHORT(1,手数,limit,close);
end

IF SO AND C>=TP*(1+mx) THEN
begin
BUY(1,手数,limit,close);
end

if BARSSINCE(close>0)=1 then
BUY(1,1,limit,close);