主题：请老师改一下这个模型

input:n(14),m(6),avglen(30),entrybar(2);
TR1:=SUM(MAX(MAX(HIGH-LOW,ABS(HIGH-REF(CLOSE,1))),ABS(LOW-REF(CLOSE,1))),N);//最高价与最低价做差，最高价与前一周期收盘价做差，最低价与前一周期收盘价作差，在上述三个数据中取绝对值最大者，对该最大值做N周期累加求和。。
HD:=HIGH-REF(HIGH,1);//最高价与前一周期最高价做差
LD:=REF(LOW,1)-LOW;//前一周期最低价与最低价做差
DMP:=SUM(IFELSE(HD>0 and HD>LD,HD,0),N);//如果HD>0并且HD>LD,取HD否则取0,对取值做N周期累加求和。
DMM:=SUM(IFELSE(LD>0 and LD>HD,LD,0),N);//如果LD>0并且LD>HD,取LD否则取0,对取值做N周期累加求和。
PDI:=DMP*100/TR1;
MDI:=DMM*100/TR1;
ADX:=MA(ABS(MDI-PDI)/(MDI+PDI)*100,M);//MDI与PDI差的绝对值与(MDI+PDI)*100做比值，取该比值的M个周期均值。
ADXR:=(ADX+REF(ADX,M))/2;
UPPERMA:EMA(HIGH,AVGLEN);//计算30根K线最高价的EMA
LOWERMA:EMA(LOW,AVGLEN);//计算30根K线最低价的EMA
CHANSPREAD:=(UPPERMA-LOWERMA)/2;//通过EMA计算出噪音通道宽度
BUYSETUP:=C>UPPERMA and ADX>REF(ADX,1);//当ADX向上且当前价大于30根K线最高价的EMA满足买入准备条件
BUYTARGET:C+CHANSPREAD;//满足买入准备条件时,用前BAR价格计算出多头触发价 
MROBS:=BARSLAST(BUYSETUP);//上次满足买入准备条件距离当前BAR的数目

m1:=MAX(OPEN,REF(BUYTARGET,1));
if MROBS<ENTRYBAr and holding=0 and BARPOS>100 and H>=BUYTARGET and VOL>0 then buyshort(holding=0,1,limitr,m1),IGNORECHECKPRICE;//系统入场
//SETSIGPRICETYPE(BK,MAX(OPEN,REF(BUYTARGET,1)));
m2:=MIN(OPEN,REF(UPPERMA,1)-mindiff);
if holding<0 and enterbars>0 and VOL>0 and LOW<=UPPERMA-mindiff then sellshort(1,0,limitr,m2),IGNORECHECKPRICE;//系统出场
//SETSIGPRICETYPE(SP,MIN(OPEN,REF(UPPERMA,1)-mindiff));

SELLSETUP:=C<LOWERMA and ADX>REF(ADX,1);//当ADX向上且当前价下于30根K线最低价的EMA满足卖出准备条件
SELLTARGET:=C-CHANSPREAD;//满足卖出准备条件时,用前BAR价格计算出空头触发价
MROSS:=BARSLAST(SELLSETUP);//上次满足卖出准备条件距离当前BAR的数目
m3:=MIN(OPEN,REF(SELLTARGET,1));
if MROSS<=ENTRYBAR and holding=0 and BARPOS>100 and LOW<=SELLTARGET and VOL>0 then buy(holding=0,1,limitr,m3),IGNORECHECKPRICE;
//SETSIGPRICETYPE(SK,MIN(OPEN,REF(SELLTARGET,1)));
m4:=MAX(OPEN,REF(LOWERMA,1)+mindiff);
if holding>0 and enterbars>0 and VOL>0 and HIGH>=LOWERMA+mindiff then sell(1,0,limitr,m4),IGNORECHECKPRICE;

这里面没有引用，但是有些计算结果是会在收盘前不停变大变小的，所以最好用走完k线下单模式