主题：求写关于5个周期内最高最低突破的简单策略

ma5:ma(c,5);
n1:=barslast(date<>ref(date,1))+1;
timet:= time>090300 and time<145700;
cond1:=c>ref(hhv(h,5),1) ;

cond2:=c<ref(llv(l,5),1);
cond3:=c>ref(hhv(h,5),1) and ref(hhv(h,5),1)-ref(llv(l,5),1)>=10*mindiff and ma5>ref(ma5,1);
cond4:=c<ref(llv(l,5),1) and ref(hhv(h,5),1)-ref(llv(l,5),1)>=10*mindiff and ma5<ref(ma5,1);
if n1>=5 and timet then begin
 if cond1 then sellshort(holding<0,0,market);
 if cond2 then sell(holding>0,0,market);
 if cond3  then buy(holding=0,1,market);
 if cond4  then buyshort(holding=0,1,market);
end
if time>=145700 and time<=150000 then begin
sell(1,0,market);
sellshort(1,0,market);
end