主题：[原创]

buycond:C>ref(hhv(h,5),1) AND C>MA20 ;//开多
sellcond:C<ref(llv(l,5),1) AND C<MA20 ;//开空

K1:CROSS(MA12,MA6);
K2:CROSS(MA6,MA12);

if holding=0 and buycond then begin
 buy(1,1,limitr,c);
 zs:=AVGENTERPRICE-0.01*AVGENTERPRICE;
 hl:=c;
end
if holding=0 and sellcond then begin
 buyshort(1,1,limitr,c);
 zs:=AVGENTERPRICE+0.01*AVGENTERPRICE;
 hl:=c;
end

HH:=HHV(H,ENTERBARS+1 );
LL:=LLV(L,ENTERBARS+1 );

if holding>0 and enterbars>0 and HH>=hl+0.02*AVGENTERPRICE then begin
 hl:=AVGENTERPRICE;
 zs:=hl+0.01*AVGENTERPRICE;
end
if holding<0 and enterbars>0 and LL<=hl-0.02*AVGENTERPRICE then begin
 hl:=AVGENTERPRICE;
 zs:=hl-0.01*AVGENTERPRICE;
end

 if l<enterprice*0.99 and enterbars>0 then 止损多1:sell(1,1,limitr,min(o,zs)-mindiff);
 if K1 then 止损多2:sell(1,1,limitr,c);
 if hh>enterprice*1.02 and l<enterprice*1.01 and enterbars>0 then 移动止损多:sell(1,1,limitr,open)

 if h>enterprice*1.01 and enterbars>0 then 止损空1: sellshort(1,1,limitr,max(o,zs)+mindiff);
 if K2 then  止损空2:sellshort(1,1,limitr,c);
 if ll<enterprice*0.98 and h>enterprice*0.99 and enterbars>0 then sellshort(1,0,limitr,close);

//盈
if  HOLDING>0 AND HH>=AVGENTERPRICE+0.03*AVGENTERPRICE and enterbars>0 then begin//多盈
多赢:sell(1,1,MARKET);
end
if HOLDING<0 AND  LL<=AVGENTERPRICE-0.03*AVGENTERPRICE and enterbars>0 then begin //空盈
空赢:sellshort(1,1,MARKET);
end