1.oo:valuewhen(date<>ref(date,1),o);
2.close
3.hh:hhv(h,barslast(date<>ref(date,1))+1)
4,5.exitprice
6,7.enterprice
不用区分的,
Y:=VALUEWHEN(DATE<>REF(DATE,1),O);
TIME>=0945 &&TIME<=1429&&C>REF(HHV(C,N),1)&&C>Y+Y*0.009,BK;
TIME>=0945&&C<REF(LLV(C,20),1) || C>=BKPRICE+3*(Y*0.006),SP;
TIME=1455,SP;
TIME>=0945 &&TIME<=1429&&C<REF(LLV(C,N),1)&&C<Y-Y*0.009,SK;
TIME>=0945&&C>REF(HHV(C,20),1) || C<=SKPRICE-3*(Y*0.006),BP;
TIME=1455,BP;