input:n(1,1,100,1),nmin(10,1,100,1),K1(20,1,999,0.1),k2(130,1,999,0.1);
CYC:=barslast(date<>ref(date,1))+1;
TR1:=SUM(MAX(MAX(HIGH-LOW,ABS(HIGH-REF(CLOSE,1))),ABS(LOW-REF(CLOSE,1))),14);
HD:= HIGH-REF(HIGH,1);
LD:= REF(LOW,1)-LOW;
DMP:=SUM(IF(HD>0 AND HD>LD,HD,0),14);
DMM:=SUM(IF(LD>0 AND LD>HD,LD,0),14);
PDI:=DMP*100/TR1;
MDI:=DMM*100/TR1;
ADX:=MA(ABS(MDI-PDI)/(MDI+PDI)*100,6);
ADXR:=(ADX+REF(ADX,6))/2;
上轨1:=REF(HHV(H,k1),1);
下轨1:=REF(LLV(L,k1),1);
上轨2:=REF(HHV(H,k2),1);
下轨2:=REF(LLV(L,k2),1);
PosNum:=1;
t1:=time>opentime(1) and time<143000;
t2:=time>=closetime(0)-nmin*100;
//交易条件
开多条件:=H>=上轨2 and adxr>60 and holding=0;
开空条件:=L<=下轨2 and adxr>60 and holding=0;