给您个小策略供参考
ma5:ma(close,5);
ma15:ma(close,15);
{平空}EXITSHORT:CROSS(ma5,ma15) OR time>=145500 ,TFILTER;
{开多}ENTERLONG:CROSS(ma5,ma15) AND time>091500 and time<145500 ,TFILTER;
{平多}EXITLONG:CROSS(ma15,ma5) OR time>=145500 ,TFILTER;
{开空}ENTERSHORT:CROSS(ma15,ma5) AND time>091500 and time<145500 ,TFILTER ;
可参考该教程自己尝试编写http://www.weistock.com/bbs/dispbbs.asp?boardid=2&Id=370