主题：公式编写

VARIABLE:bj=0;
nn1:=barslast((c-ref(c,1))/ref(c,1)>=0.03);
nn2:=barslast((ref(c,1)-c)/ref(c,1)>=0.03);

if (c-ref(c,1))/ref(c,1)>=0.03 then bj:=1;
if (ref(c,1)-c)/ref(c,1)>=0.03 then bj:=-1;

if bj=1 and nn1>0 and (c-ref(c,1))/ref(c,1)>0.01 then buy(holding=0,1,marketr);
if bj=1 and nn1>0 and c<=ref(ref(c,1)*1.015,nn1) then buyshort(holding=0,1,marketr);

if bj=-1 and nn2>0 and (ref(c,1)-c)/ref(c,1)>0.01 then buyshort(holding=0,1,marketr);
if bj=-1 and nn2>0 and c>-ref(ref(c,1)*0.985,nn2) then buy(holding=0,1,marketr);

if holding>0 and c<=hhv(h,enterbars+1)*1.015 then sell(1,0,marketr);
if holding<0 and c>=llv(l,enterbars+1)*0.985 then sellshort(1,0,marketr);