INPUT:N1(10,2,100,2),N2(100,2,100,2);
variable:zs=c,Y=0,X=0;
MA1:MA(C,N1);
MA2:MA(C,N2);
M:=MA(TR,20); //真实波幅的20周期均值
//开仓条件
KD:CROSS(MA1，MA2);
KK:CROSS(MA2，MA1);
//平仓条件
PD:CROSS(MA2，MA1);
PK:CROSS(MA1，MA2);
//交易系统
if holding>0 then begin
多止损:zs;
if l<zs then sell(1,100%,MARKET);
else if PD then sell(1,100%,MARKET);
Y:=0;
end
if holding<0 then begin
空止损:zs;
if h>zs then sellshort(1,100%,MARKET);
else if PK then sellshort(1,100%,MARKET);
X:=0;
end
IF HOLDING=0 AND Y=0 AND KD THEN BEGIN
BUY(1,1,MARKET);
ZS:=ENTERPRICE-2*M;
Y:=1;
END
IF HOLDING=0 AND X=0 AND KK THEN BEGIN
BUYSHORT(1,1,MARKET);
ZS:=ENTERPRICE+2*M;
X:=1;
END
IF Y=1 THEN BEGIN
加多1:BUY(ENTERPRICE+4*M,1,MARKET);
Y:=2;
END
IF Y=2 THEN BEGIN
加多2:BUY(ENTERPRICE+4*M,1,MARKET);
Y:=2;
END
IF Y=2 THEN BEGIN
加多3:BUY(ENTERPRICE+4*M,1,MARKET);
Y:=3;
ZS:=h-3*M;
END
IF X=1 THEN BEGIN
加空1:BUYSHORT(ENTERPRICE-4*M,1,MARKET);
X:=2;
END
IF X=2 THEN BEGIN
加空2:BUYSHORT(ENTERPRICE-4*M,1,MARKET);
X:=2;
END
IF X=2 THEN BEGIN
加空3:BUYSHORT(ENTERPRICE-4*M,1,MARKET);
X:=3;
ZS:=l+3*M;
END
DQCC:HOLDING,COLORGRAY,LINETHICK0;
DQZC:ASSET,NOAXIS,COLORGRAY;