主题：均线策略编写

 M:=5;
N:=1;
A:ref(HHV(H,20),1);
B:ref(LLV(L,20),1);

cond1:=cross(c,a) and holding=0 ;
cond2:=cross(b,c) and holding=0;

sellcond1:=holding>0 and (ENTERPRICE-c>m*MINDIFF or c<=b);
sellcond2:=holding<0 and (c-ENTERPRICE>m*MINDIFF or c>=a);


开多:buy(cond1,n,MARKET);
平空:sellshort(SELLCOND2,holding,market);
平多:sell(SELLCOND1,holding,market);