主题：求我的日内止损策略编程

如果阳线开多，跌破开仓时阳线的开盘价则止损反手做空；

如果阴线开空，涨过开仓时阴线的收盘价则止损反手做多；

谢谢！

以下是我的日内交易策略，就缺止损条件了

//中间变量

ZDX:=EMA((EMA(CLOSE,3)+EMA(CLOSE,5)+EMA(CLOSE,8)+EMA(CLOSE,13))/4,2);
JIE:=MA(CLOSE,25);
BRT:=(2*CLOSE+HIGH+LOW)/4;
BRT2:=LLV(LOW,34);
BRT3:=HHV(HIGH,34);
BRTK:=EMA((BRT-BRT2)/(BRT3-BRT2)*100,13);
BRTD:=EMA(0.667*REF(BRTK,1)+0.333*BRTK,2);
MACD:="MACD"(26,12,9);
m5:"ma.ma1";
m10:"ma.ma2";
m20:"ma.ma3";
m30:"ma.ma4";
m60:"ma.ma5";
macddy:=MACD>REF(MACD,1);
macdxy:=MACD<REF(MACD,1);
zf:=C/REF(C,1);
df:=C/REF(C,1);

//开多条件
BU:=(OPEN<ZDX OR REF(CLOSE,1)<ZDX) AND (OPEN<JIE OR REF(CLOSE,1)<JIE) AND CLOSE>JIE AND CLOSE>ZDX AND ZDX>REF(ZDX,1);
BB:=O<M5 AND O<M10 AND O<M20 AND C>M5 AND C>M10 AND C>M20 AND zf>1.00125 AND (M20<(O+C)/2 OR C>M60 or zf>1.003);
LONG:=BU AND macddy AND BB and time>090100 and time<145500;
if long then
    begin
    sellshort(holding<0,0,limitr,c);
    buy(holding=0,limitr,c);
    end;

//开空条件

SS:=O>M5 AND O>M10 AND O>M20 AND C<M5 AND C<M10 AND C<M20 AND df<0.99875 AND (M20>(O+C)/2 OR C<M60 or df<0.997);
SE:=OPEN>ZDX AND OPEN>JIE AND C<ZDX AND C<JIE AND macdxy;
SHORT:=SE AND SS and brtd>35 and time>090100 and time<144500;
if short then
    begin
    sell(holding>0,0,limitr,c);
    buyshort(holding=0,limitr,c);
    end;
 
//当日平仓

if TIME>145800 then
    begin
    sell(holding>0,0,market);
    sellshort(holding<0,0,market);
    end