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下面策略没信号，辛苦修改一下。

策略思路：

1 上穿20曰线平空开多，下穿20日线平多开空

2 上穿20日线开多后，再次上穿60日线，这持有多单，只能在下穿60日线平多（小级别建仓，大级别平仓）

2 下穿20日线开空后，再次下穿60日线，这持有空单，只能在上穿60日线平空（小级别建仓，大级别平仓）

3 止盈和止损，两种条件holding<0 and h>=min(enterprice+zsx,kstop1) 和holding>0 and l<=max(enterprice-zsx,dstop1)

input:p(10,1,200,1);

input:length(10,10,120,10);

input:zs(3,1,10,1);

input:k1(5,1,15,1);

variable:cc = 0;

variable:exitprice1= 0;

variable:enterprice1= 0 ;

line1:ref(ma(close,20),1);

line2:ref(ma(close,120),1);

tr1 :=max(max((high-low),abs(ref(close,1)-high)),abs(ref(close,1)-low));

atr:=ma(tr1,length);

zsx:=ifelse(zs*ref(atr,1)<0.02*ref(c,1),0.02*ref(c,1),zs*ref(atr,1));

enterbars1:=enterbars+1;

dstop1:=hhv(h,enterbars1)-k1*ref(atr,1);//平多价

kstop1:=llv(l,enterbars1)+k1*ref(atr,1);//平空价

long1:=cross(h,line1);

short1:=cross(line1,l);

long2:=cross(h,line2);

short2:=cross(line2,l);

if holding<0 and cc=-2 then sellshort(1,p,limitr,exitprice1),ignorecheckprice;

if holding<0 and cc=-1 then sellshort(1,p,limitr,exitprice1),ignorecheckprice;

if holding=0 and cc=0 then buy(1,p,limitr ,enterprice1),ignorecheckprice;

if holding>0 and cc=2 then sell(1,p,limitr,exitprice1),ignorecheckprice;

if holding>0 and cc=1 then sell(1,p,limitr,exitprice1),ignorecheckprice;

if holding=0 and cc=0 then buyshort(1,p,limitr,enterprice1),ignorecheckprice;

if holding<0 and cc=-2 and long2 then begin

exitprice1:=h+mindiff;

cc:=0;

end

if holding<0 and cc=-1 and short2 then cc:=-2;

if holding<0 and cc=-1 and long1 then begin

exitprice1:=h+mindiff;

cc:=0;

end

if holding>0 and cc=2 and short2 then begin

exitprice1:=l-mindiff;

cc:=0;

end

if holding>0 and cc=1 and long2 then cc:=2;

if holding>0 and cc=1 and short1 then begin

exitprice1:=l-mindiff;

cc:=0;

end

if holding=0 and long1 and cc=0 then begin

enterprice1:=h+mindiff;

cc:=1;

end

if holding=0 and short1 and cc=0 then begin

enterprice1:=l+mindiff;

cc:=-1;

end

if holding<0 and h>=min(enterprice+zsx,kstop1) and cc<0 then begin

exitprice1:=min(enterprice+zsx,kstop1)+mindiff;

cc:=0;

end

if holding>0 and l<=max(enterprice-zsx,dstop1) and cc>0 then begin

exitprice1:=max(enterprice-zsx,dstop1)-mindiff;

cc=0;

end

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