主题：创丰1号策略（代码公开）

RSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;
K:=SMA(RSV,3,1);
D:=SMA(K,3,1);
J:=3*K-2*D;

手数:=1;
a1:=k>ref(k,1) and c-ENTERPRICE>=9 ;
a2:=k<ref(k,1) and c-ENTERPRICE<=-9 ;

EMA13:=EMA(C,10),COLORWHITE;
EMA21:=EMA(C,21),COLORYELLOW;
EMA34:=EMA(C,34),COLORFF00FF;
EMA60:=MA(C,55),COLORFFCC66;
X1:=(C+L+H)/3;
X2:=EMA(X1,5);
X3:=EMA(X2,4);

STICKLINE(C>stopprice,LOW,HIGH,0.1,1),COLORRED;
STICKLINE(C>stopprice,CLOSE,OPEN,3,1),COLORRED;
STICKLINE(C<stopprice,LOW,HIGH,0.1,1),COLORFFFF52;
STICKLINE(C<stopprice,CLOSE,OPEN,3,0),COLORFFFF52;

BUY1:=(K>REF(K,1)&&D<REF(D,1)&&J>REF(J,1))&&C>stopprice&&time>0915&&time<=1510 and macd1>ref(macd1,1) and  holding<=0 ;
SELL1:=(J<REF(J,1)&&K<REF(K,1)&&D>REF(D,1))&&C<stopprice&&time>0915&&time<=1510 and  macd1<ref(macd1,1) and holding>=0 ;

VARIABLE:DUOKONG=0;
TSFS:=0;
ORDVOL:=1;     {开仓手数}
ZSDS:=8;    

VARIABLE:YDZY=1; 
VARIABLE:HIGHPRICE=0,LOWPRICE=0;
VARIABLE:DHCDS=5,KHCDS=5;
VARIABLE:DYLDS=1,KYLDS=1; 
VARIABLE:Z3B1:=1; 
DUOKONG:=1;

IF HOLDING<0 THEN BEGIN
 IF BUY1 THEN BEGIN  
  空平:SELLSHORT(1,ORDVOL,THISCLOSE),ORDERQUEUE;
 END
 

 IF  a1 THEN BEGIN
  空损:SELLSHORT(1,ORDVOL,THISCLOSE),ORDERQUEUE;
   多1开:BUY(1=1,ORDVOL,THISCLOSE),ORDERQUEUE;
 END
 

 IF YDZY=1 THEN BEGIN

  IF L<LOWPRICE THEN BEGIN
   LOWPRICE:=L;
  END
 

  IF ENTERPRICE-LOWPRICE>=KYLDS and c-ENTERPRICE<=-0.2 THEN BEGIN
   IF L-LOWPRICE>=KHCDS THEN BEGIN 
    空赢:SELLSHORT(1,ORDVOL,THISCLOSE),ORDERQUEUE;
   END
  END
 END
 

 IF Z3B1=1 THEN BEGIN
  IF ENTERPRICE-LOWPRICE>=3 THEN BEGIN
   IF ENTERPRICE-L<=1.2 THEN BEGIN

   END
  END
 END
END

IF HOLDING=0 THEN BEGIN
 IF DUOKONG=1 OR DUOKONG=2 THEN BEGIN
  IF BUY1  and abb  THEN BEGIN
   多开:BUY(1=1,ORDVOL,THISCLOSE),ORDERQUEUE;
   HIGHPRICE:=ENTERPRICE;
  END
 END
END

IF HOLDING>0 THEN BEGIN
 IF SELL1 THEN BEGIN 
  多平:SELL(1,ORDVOL,THISCLOSE),ORDERQUEUE;;
 END
 

 IF a2 THEN BEGIN
  多损:SELL(1,ORDVOL,THISCLOSE),ORDERQUEUE;
     空1开:BUYSHORT(1=1,ORDVOL,THISCLOSE),ORDERQUEUE;
 END

 IF YDZY=1 THEN BEGIN

  IF H>HIGHPRICE THEN BEGIN
   HIGHPRICE:=H;
  END
 

  IF HIGHPRICE-ENTERPRICE>=DYLDS and c-ENTERPRICE>=0.2 THEN BEGIN
   IF HIGHPRICE-H>=DHCDS THEN BEGIN 
    多赢:SELL(1,ORDVOL,THISCLOSE),ORDERQUEUE;
   END
  END
 END
 
 IF Z3B1=1 THEN BEGIN
  IF HIGHPRICE-ENTERPRICE>=3 THEN BEGIN
   IF H-ENTERPRICE<=1.2 THEN BEGIN

   END
  END
 END
END

IF HOLDING=0 THEN BEGIN
 IF DUOKONG=1 OR DUOKONG=3 THEN BEGIN
  IF SELL1  and abb  THEN BEGIN
   空开:BUYSHORT(1=1,ORDVOL,THISCLOSE),ORDERQUEUE;
   LOWPRICE:=ENTERPRICE;
  END
 END
END

  IF time>=1513 THEN BEGIN
  收盘平空:SELLSHORT(1,ORDVOL,THISCLOSE),ORDERQUEUE;
  END