主题：以开空单那天的最高价+2做为止损价。

 INPUT:A1(5,1,100,2),A2(10,1,100,2);
MA5:=MA(CLOSE,A1),COLORBLUE;
MA10:=MA(CLOSE,A2),COLORRED;

BB:=CROSS(MA5,MA10);
SS:=CROSS(MA10,MA5);
SELLSHORT(bb and HOLDING<0,HOLDING,MARKET);
BUY(BB and HOLDING=0,1,MARKET);       //平空开多


dd1:=valuewhen(ss,date);
nn:=barslast(ss);
nn1:=barslast(date=dd1);
hh1:=llv(h,todaybar);
hh2:=llv(h,nn1-1);
if nn>=nn1 then hh:=hh1;
if nn<nn1 then hh:=hh2;       //hh为最低价

if h>hh+2 then begin
sellshort(1,0,market);
buy(holding=0,1,market);
end        //止损，平空开多

SELL(SS and HOLDING>0,HOLDING,MARKET);
BUYSHORT(SS and HOLDING=0,1,MARKET);  //平多开空

dd1:=valuewhen(ss,date);
nn:=barslast(ss);
nn1:=barslast(date=dd1);
hh1:=hhv(h,todaybar);
hh2:=hhv(h,nn1+1);
if nn>=nn1 then hh:=hh1;
if nn<nn1 then hh:=hh2;    //hh为最高价


if h<hh+2 then begin
sellshort(1,0,market);
buy(holding=0,1,market);
end          //   止损，平多开空