INPUT: nH(5,3,100), nL(5,3,100);
fH:=H;
fL:=L;
CBH:=HHV(H,3); 
tH:=HHV(H,nH);
for i=nH+1 to datacount do begin
   if fH[i] < tH[i]                                                   then  CBH[i]:=tH[i-1]
   else if fL[i-2] < fL[i-1] and fL[i-2] < fL[i] 
       and fL[i-1] < fL[i]                                            then  CBH[i]:=fL[i-2]
   else if nH > 3 and fL[i-3] < fL[i-2] and fL[i-3] < fL[i-1] 
       and fL[i-3] < fL[i] and (fL[i-2] < fL[i] or fL[i-1] < fL[i])   then  CBH[i]:=fL[i-3]
   else if nH > 4 and fL[i-4] < fL[i-3] and fL[i-4] < fL[i-2] 
       and fL[i-4] < fL[i-1] and fL[i-4] < fL[i] 
       and (fL[i-3] < fL[i] or fL[i-2] < fL[i] or fL[i-1] < fL[i])    then  CBH[i]:=fL[i-4]
   else if nH > 5 and fL[i-5] < fL[i-4] and fL[i-5] < fL[i-3] 
       and fL[i-5] < fL[i-2] and fL[i-5] < fL[i-1] 
       and fL[i-5] < fL[i]
       and (fL[i-4] < fL[i] or fL[i-3] < fL[i] or fL[i-2] < fL[i] or fL[i-1] < fL[i])  then  CBH[i]:=fL[i-4];
end;
CBH; 
CBL:=LLV(L,3);
tL:=LLV(L,nL);
for i=nL+1 to datacount do begin
   if fL[i] > tL[i]                                                   then  CBL[i]:=tL[i-1]
   else if fH[i-2] > fH[i-1] and fH[i-2] > fH[i] 
       and fH[i-1] > fH[i]                                            then  CBL[i]:=fH[i-2]
   else if nL > 3 and fH[i-3] > fH[i-2] and fH[i-3] > fH[i-1] 
       and fH[i-3] > fH[i] and (fH[i-2] > fH[i] or fH[i-1] > fH[i])   then  CBL[i]:=fH[i-3]
   else if nL > 4 and fH[i-4] > fH[i-3] and fH[i-4] > fH[i-2] 
       and fH[i-4] > fH[i-1] and fH[i-4] > fH[i] 
       and (fH[i-3] > fH[i] or fH[i-2] > fH[i] or fH[i-1] > fH[i])    then  CBL[i]:=fH[i-4]
   else if nL > 5 and fH[i-5] > fH[i-4] and fH[i-5] > fH[i-3] 
       and fH[i-5] > fH[i-2] and fH[i-5] > fH[i-1] 
       and fH[i-5] > fH[i]
       and (fH[i-4] > fH[i] or fH[i-3] > fH[i] or fH[i-2] > fH[i] or fH[i-1] > fH[i])  then  CBL[i]:=fH[i-4];
end;
CBL; 
INPUT: nH(5,3,100), nL(5,3,100);
fH:=H;
fL:=L;
CBH:=HHV(H,3); 
tH:=HHV(H,nH);
for i=nH+1 to datacount do begin
   if fH[i] < tH[i]                                                   then  CBH[i]:=tH[i-1]
   else if fL[i-2] < fL[i-1] and fL[i-2] < fL[i] 
       and fL[i-1] < fL[i]                                            then  CBH[i]:=fL[i-2]
   else if nH > 3 and fL[i-3] < fL[i-2] and fL[i-3] < fL[i-1] 
       and fL[i-3] < fL[i] and (fL[i-2] < fL[i] or fL[i-1] < fL[i])   then  CBH[i]:=fL[i-3]
   else if nH > 4 and fL[i-4] < fL[i-3] and fL[i-4] < fL[i-2] 
       and fL[i-4] < fL[i-1] and fL[i-4] < fL[i] 
       and (fL[i-3] < fL[i] or fL[i-2] < fL[i] or fL[i-1] < fL[i])    then  CBH[i]:=fL[i-4]
   else if nH > 5 and fL[i-5] < fL[i-4] and fL[i-5] < fL[i-3] 
       and fL[i-5] < fL[i-2] and fL[i-5] < fL[i-1] 
       and fL[i-5] < fL[i]
       and (fL[i-4] < fL[i] or fL[i-3] < fL[i] or fL[i-2] < fL[i] or fL[i-1] < fL[i])  then  CBH[i]:=fL[i-4];
end;
CBH; 
CBL:=LLV(L,3);
tL:=LLV(L,nL);
for i=nL+1 to datacount do begin
   if fL[i] > tL[i]                                                   then  CBL[i]:=tL[i-1]
   else if fH[i-2] > fH[i-1] and fH[i-2] > fH[i] 
       and fH[i-1] > fH[i]                                            then  CBL[i]:=fH[i-2]
   else if nL > 3 and fH[i-3] > fH[i-2] and fH[i-3] > fH[i-1] 
       and fH[i-3] > fH[i] and (fH[i-2] > fH[i] or fH[i-1] > fH[i])   then  CBL[i]:=fH[i-3]
   else if nL > 4 and fH[i-4] > fH[i-3] and fH[i-4] > fH[i-2] 
       and fH[i-4] > fH[i-1] and fH[i-4] > fH[i] 
       and (fH[i-3] > fH[i] or fH[i-2] > fH[i] or fH[i-1] > fH[i])    then  CBL[i]:=fH[i-4]
   else if nL > 5 and fH[i-5] > fH[i-4] and fH[i-5] > fH[i-3] 
       and fH[i-5] > fH[i-2] and fH[i-5] > fH[i-1] 
       and fH[i-5] > fH[i]
       and (fH[i-4] > fH[i] or fH[i-3] > fH[i] or fH[i-2] > fH[i] or fH[i-1] > fH[i])  then  CBL[i]:=fH[i-4];
end;
CBL;
加几个分号就可以了