主题：怎么把 图表策略 改写成后台策略呢

INPUT:N(16,1,30,1),K1(0.4,0.1,1,0.1),K2(0.8,0.1,1,0.1),NMIN(6,1,10,1),SS(1000,100,1000,100);
CYC:=BARSLAST(DATE<>REF(DATE,1))+1;
LHIGH:=CALLSTOCK(STKLABEL,VTHIGH,6,-1);
LLOW:=CALLSTOCK(STKLABEL,VTLOW,6,-1);
LCLOSE:=CALLSTOCK(STKLABEL,VTCLOSE,6,-1);
TOPEN:=VALUEWHEN(CYC=1,OPEN);
HH:=HHV(LHIGH,N);//N日HIGH的最高价
HC:=HHV(LCLOSE,N);//N日CLOSE的最高价
LC:=LLV(LCLOSE,N);//N日CLOSE的最低价
LL:=LLV(LLOW,N);//N日LOW的最低价
MOVING:=MAX(HH-LL,HC-LL);//RANGE
T1:=TIME>=091000 AND TIME<=145200;
T2:=TIME>=145400 AND TIME<=150000;
HOLDER:=SS;
UP:TOPEN+K1*MOVING;
DOWN:TOPEN-K2*MOVING;
//C>UP AND HOLDING=0:=C>UP AND HOLDING=0 ;
//C<DOWN AND HOLDING=0:=C<DOWN AND HOLDING=0 ;
globalvariable:A:=0;
globalvariable:B:=0;
globalvariable:MAXP:=0;
globalvariable:P:=0;
globalvariable:MAXP:=0;
globalvariable:DOWN:=;
///每天的 开盘的时候 持仓为0 且没有开过仓

IF TIME >=090000  AND TIME <=090200 THEN BEGIN
   B:=0;//A 代表是否有仓位 b代表是否开过仓位
   A:=0;
END
///

//持有空仓的情况
IF 1 THEN BEGIN
 IF T1 THEN BEGIN
   IF C>UP AND tbuyHOLDING(0)=0 THEN BEGIN
    tBUY( B=0 AND A=0,HOLDER,mkt);
    A:=1;
    B:=1;
    P:=0;
    MAXP:=0;   
   END
  
   IF C<DOWN AND tsellHOLDING(0)=0 THEN BEGIN
    tBUYSHORT( B=0 AND A=0,HOLDER,mkt);
          A:=-1;
          B:=1;
          P:=0;
          MAXP:=0;
   END
  
 END
 
END

IF tbuyHOLDING(0)>0 THEN BEGIN

  IF T1 THEN BEGIN
   //最高价格 浮亏10跳 止盈操作
       If tenterbars>0 then begin
       {
           IF  DYNAINFO(  7) >A  THEN BEGIN//MAKE A MAX
           A:= DYNAINFO(  7);
           END
          
           IF A - DYNAINFO(  7) >2 * MINDIFF THEN BEGIN//IF BIGGER THEN SELL
           SELL(1,HOLDER,mkt);
           A:=0;
           B:=1;
           MAXP:=0;
           END
   }
    //      
////////+百分比止盈

          P:=(DYNAINFO(  7)-tAVGENTERPRICE())/tAVGENTERPRICE() *100;
       
          IF P>MAXP THEN BEGIN
          MAXP:=P;
          DOWN:=(MAXP-P)/MAXP*100;
          END
         
   
         
          IF DOWN >=20 THEN BEGIN
          tSELL(1,HOLDER,lmt,C);
          MAXP:=0;
          P:=0;
          A:=0;
          B:=1;         
          END
         
///////////////////////         
          //浮亏10跳 止损
          IF  ( tAVGENTERPRICE()- DYNAINFO(  7)>10*MINDIFF) THEN BEGIN
          tSELL(1,HOLDER,mkt);
          MAXP:=0;
          P:=0;
          A:=0;
          B:=1;
          END
         
       end 
   //
  END
 
  IF T2 THEN BEGIN
  tSELL(1,HOLDER,mkt);
  A:=0;
  B:=1;
  END
END

 
IF tsellHOLDING(0)>0 THEN BEGIN
   IF T1 THEN BEGIN
          
          IF  ( DYNAINFO(  7)-tAVGENTERPRICE()>10*MINDIFF) THEN BEGIN
          tSELLSHORT(1,HOLDER,mkt);
          A:=0;
          B:=1;
          END
         
   END
  
   IF T2 THEN BEGIN
   tSELLSHORT(1,HOLDER,mkt);
   A:=0;
   B:=1;
   END
END 

历史k线是收盘价，最新k线是最新价

后台不能用常规的策略测试，要用专门的后台测试