RSV:= (CLOSE-LLV(LOW,N))/(HHV(HIGH,N)-LLV(LOW,N))*100;
FASTK:=SMA(RSV,P1,1);
K:SMA(FASTK,P2,1);
D:SMA(K,P3,1);
//中间变量
kd1:=d>75 and cross(d,k);
手数:=1;
三个点阳线:=(C-O)>=15*MINDIFF;
三个点阴线:=(O-C)<=15*MINDIFF;
IF HOLDING=0 THEN BEGIN
BUY(三个点阳线,1,1,MARKET);
END
//止盈
IF C-AVGENTERPRICE>100*MINDIFF THEN BEGIN
SELL(1,HOLDING,MARKET);
END
//止损
IF AVGENTERPRICE-C>50*MINDIFF THEN BEGIN
SELL(1,HOLDING,MARKET);
END
IF TIME>=151000 THEN BEGIN
收盘平多:SELL(1,手数,MARKET);
收盘平空:SELLSHORT(1,手数,MARKET);
END
当前持仓:HOLDING,COLORGRAY,LINETHICK0;
当前资产:ASSET,NOAXIS,COLORGRAY;
//注意交易系统先开后平的原则