主题：序列模式下求昨日最高、最低、收盘价的最快取值

ENTERHP:=VALUEWHEN(TEMPHOLDINGs>0 AND TENTERBARS>1,HHV(REF(H,1),TENTERBARS-1));
ENTERLP:=VALUEWHEN(TEMPHOLDINGs<0 AND TENTERBARS>1,LLV(REF(L,1),TENTERBARS-1));
IF TEMPHOLDINGs<>0 THEN BEGIN
 IF TEMPHOLDINGs>0 THEN BEGIN
  IF ENTERHP>=MENTPRICE+istart THEN STOPLINE:=ENTERHP-Trail_STOP;
  ELSE STOPLINE:=MENTPRICE-istop;
 END
 ELSE IF TEMPHOLDINGs<0 THEN BEGIN
  IF ENTERLP<=MENTPRICE-istart THEN STOPLINE:=ENTERLP+Trail_STOP;
  ELSE STOPLINE:=MENTPRICE+istop;
 END
END

//开空条间1:1.开仓时间在参数设定的允许范围内；2.目前没有持空；3.之前日内高点曾经突破过SSETUP这条线；4.当前K线向下突破enters这条线；5.日内交易次数小于参数设定值。
ENTERS1:=IF(CurrentTIME>=STARTTIME AND CurrentTIME<145500 AND TEMPHOLDINGs>=0 AND LDAYH>=SSETUP AND L<=ENTERS AND rfilter AND TRADECOUNT<TLMT,MIN(O,ENTERS),0) and bLongStopped+BShortStopped<1; //开空
//开多条间1:1.开仓时间在参数设定的允许范围内；2.目前没有持多；3.之前日内低点曾经突破过BSETUP这条线；4.当前K线向上突破enterb这条线；5.日内交易次数小于参数设定值。
ENTERL1:=IF(CurrentTIME>=STARTTIME AND CurrentTIME<145500 AND TEMPHOLDINGs<=0 AND LDAYL<=BSETUP AND H>=ENTERB AND rfilter AND TRADECOUNT<TLMT,MAX(O,ENTERB),0) and bLongStopped+BShortStopped<1; //开多

//开多条间2:1.开仓时间在参数设定的允许范围内；2.目前没有持仓；3.当前最高价突破BBREAK这条线；4.日内交易次数小于参数设定值。
ENTERL2:=IF(CurrentTIME>=STARTTIME AND CurrentTIME<145500 AND TEMPHOLDINGs=0 AND H>=BBREAK AND TRADECOUNT<TLMT,MAX(O,BBREAK),0) and bLongStopped+BShortStopped<1; //突破开多
//开空条间2:1.开仓时间在参数设定的允许范围内；2.目前没有持仓；3.当前最低价突破SBREAK这条线；4.日内交易次数小于参数设定值。
ENTERS2:=IF(CurrentTIME>=STARTTIME AND CurrentTIME<145500 AND TEMPHOLDINGs=0 AND L<=SBREAK AND TRADECOUNT<TLMT,MIN(O,SBREAK),0) and bLongStopped+BShortStopped<1; //突破开空

//空头止盈：1.持有空单；2.持仓时间大于1根K线周期;3.最高价突破止损线。
EXITS1:=IF(TEMPHOLDINGS<0 AND TENTERBARS>1 AND H>=STOPLINE,MAX(O,STOPLINE),0);  //空头止盈
//多头止盈：1.持有多单；2.持仓时间大于1根K线周期;3.最低价突破止损线。
EXITL1:=IF(TEMPHOLDINGS>0 AND TENTERBARS>1 AND L<=STOPLINE,MIN(O,STOPLINE),0);  //多头止盈