主题：轨道策略编写

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这个操作是怎样的呢？ “价格跌破X1后回落破X1”。开仓后价格先下穿x1，然后又重新上传突破x1是吗？

 
UPPER:ref(hhv(h,20),1);//上轨
LOWER:ref(llv(l,20),1);//下轨
ma60:ma(c,60);
kd:UPPER-LOWER;//宽度

tlimit:(time>=131000 and time<=175000) or (time>=11000 and time<=61000);//开仓限制时间

S1:=UPPER+kd*0.5;
S2:=UPPER+kd;
S3:=UPPER+kd*2;
X1:=LOWER-kd*0.5;
X2:=LOWER-kd;
X3:=LOWER-kd*2;

buycond1:cross(c,UPPER) and c>ma60 and kd<=20*MINDIFF;//开多条件
buy(holding=0 and buycond1 and tlimit,1,market);
buycond2:cross(LOWER,c) and c<ma60 and kd<=20*MINDIFF;//开空条件
buyshort(buycond2 and holding=0 and tlimit,1,market);

zs1:=cross(UPPER,c) and holding>0;//多头止损
zs2:=cross(c,UPPER) and holding<0;
zy2:=(count(cross(x1,c),ENTERBARS+1)>1 and cross(c,x1)) or (count(cross(x2,c),ENTERBARS+1)>1 and cross(c,x2)) or cross(x3,c);
if zs2 or zy2 then sellshort(holding<0,holding,market);

if time>=175100 or time >=61100 then //强平需要根据你使用的周期调整下这里的time判断的数值。
begin
sell(holding>0,holding,market);
sellshort(holding<0,holding,market);
end