主题：如何提高策略的盈利率？

//设置参数
INPUT:SS(1，1，10，1),
N(1,1,10,1),
K1(0.5,0.1,2,0.1),//上轨参数
K2(0.5,0.1,2,0.1),//下轨参数
T(3,1,10,1);//止损回调比例

//中间变量
DAYH:=CALLSTOCK(STKLABEL,VTHIGH,6,-1);//获取前一日周期的最高价
DAYL:=CALLSTOCK(STKLABEL,VTLOW,6,-1);//获取前一日的最低价
DAYC:=CALLSTOCK(STKLABEL,VTCLOSE,6,-1);//获取前一日的收盘价
HH:=HHV(DAYH,N);//获取前N日最高价
LL:=LLV(DAYL,N);//获取前N日最低价
HC:=HHV(DAYC,N);//获取前N日最高收盘价
LC:=LLV(DAYC,N);//获取前N日最低收盘价
BAND:=MAX(HH-LC,HC-LL);//浮动区间
FLAG:=BARSLAST(DATE<>REF(DATE,1))+1;//标志日内第一根K线的位置
DAYO:VALUEWHEN(FLAG=1,OPEN),linethick0;//取第1根K线的开盘价即当日开盘价
UPPER:DAYO+K1*BAND,linethick2;//上轨=开盘价+K1*浮动区间
LOWER:DAYO-K2*BAND,linethick2;//下轨=开盘价-K2*浮动区间

//入场条件
BUYCOND:=CROSS(high,UPPER);//价格突破上轨，做多
BUYSHORTCOND:=CROSS(LOWER,low);//价格向跌破下轨，做空

//出场条件：多头止损
STOPbuy:hhv(high,enterbars)*(1-T/1000),linedot;//止损价格=上次建仓以来HIGH的最高值回调0.5%，画虚线；
SELLCOND:=CROSS(STOPBUY,HIGH);//多头止损触发条件：价格回转跌破止损价位

//出场条件：空头止损
STOPshort:llv(low,enterbars)*(1+T/1000),linedot;//止损价格=上次建仓以来LOW的最低值回升0.5%,画虚线；
 SELLSHORTCOND:=CROSS(LOW,STOPSHORT);//空头止损触发条件：价格回转突破止损价位

 //交易时间设定
T1：=TIME>OPENTIME(1) AND TIME<CLOSETIME(0)-5*100;
T2：=TIME>=CLOSETIME(0)-5*100;

//交易系统
if T1 and holding=0 then
  开多:BUY(buycond,SS,limitr,max(open,upper)+1*mindiff);
  开空:BUYSHORT(BUYSHORTCOND,SS,limitr,min(open,lower)-1*mindiff);
 //止损离场
if holding>0 and ENTERBARS>1 then
平多:SELL(sellcond,SS,limitr,min(open,stopbuy)-1*mindiff);
平空:SELLSHORT(sellshortcond,SS,limitr,max(open,stopshort)+1*mindiff);
//收盘平仓
IF T2 THEN
BEGIN
 收盘平多:SELL(1,SS,limitr,close);
 收盘平空:SELLSHORT(1,SS,limitr,close);
END

净利:netprofit,linethick0;
资产:asset,linethick0;
持仓:holding,linethick0;
资金:cash(0),linethick0;