//参数声明
Input : T20(20,15,60,1);
Input : T10(10,10,30,1);
Input : PosNum(1,1,20,1);
//声明变量
//准备需要的变量
T20HI := ref( HHV(high,T20),1);
T20LO := ref( LLV(LOW,T20),1);
T10HI := ref( HHV(high,T10),1);
T10LO := ref( LLV(LOW,T10),1);
VARIABLE : Position =0; //表示空仓
AvgTR : = ref(MA(Tr,20),1);
//如果当前没有持仓
If Position = 0 then Begin
Long : = h > T20HI;
//多头进场
If Long then BEGIN
MyEntryPrice : = IF(Open>T20HI+MINDIFF,Open,T20HI+MINDIFF);
buy(1,PosNum,LIMITR,MyEntryPrice);
Position : = 1;
N : = AvgTR;
END
END //If
//如果当前持有多头仓位时候
If Position = 1 then Begin
//建立多头离场条件
LongX1 : = Low < T10LO;
If LongX1 then Begin
MyExitPrice : = IF(Open<T10LO-MINDIFF,Open,T10LO-MINDIFF);
sell(1,0,LIMITR,MyExitPrice);
Postion : =0;
End
//建立多头止损条件
LongX2 : = Low< MyEntryPrice - 2*N;
If LongX2 then Begin
MyExitPrice : = IF(Open<MyEntryPrice-2*N,Open,MyEntryPrice-2*N);
MyExitPrice : = FLOOR(MyExitPrice/MINDIFF)*MINDIFF; //波动值与最小变动价位不同，所以用Floor把它修正到最小变动价位
sell(1,0,LIMITR,MyExitPrice);
Postion : =0;
End
GOTO ContinueLine;
End //If
ContinueLine@ 资产: ASSET,LINETHICK0;