标题：悬赏帖子。原来发的帖子不给力啊

逐周期模式,供参考.

{

平仓条件:跌10个最小变动价位平仓，盈利10个点且小于15个点，回撤到开仓价格+1个最小变动价位平仓，盈利15个最小变动价位以后，回撤10个最小变动价位平仓。
全用固定时间间隔1秒下单。图表交易，图标信号和实际平仓信号一致。

}
input:xx(20,10,100,1);
variable:maxprofit=0;//有仓位时最大获利

h20:=ref(hhv(h,xx),1);
l20:=ref(llv(l,xx),1);

long:=h>h20 and time>093000 and time<144500;//开多条件

short:=l<l20 and time>093000 and time<144500;//开空条件

if  long then //开多
begin
buy(holding=0 ,1,limitr,h20+3*mindiff);
maxprofit:=0;
end

if   short then //开空
begin
buyshort(holding=0 ,1,limitr,l20-3*mindiff);
maxprofit:=0;
end

sell(enterprice-10*mindiff,1,limitr,c+2*mindiff);//跌10个最小变动价位平仓
sellshort(enterprice+10*mindiff,1,limitr,c+2*mindiff);//涨10个最小变动价位平仓

win:=0;
win2:=0;

if holding > 0 and enterbars > 0 then
begin
 win:=c-enterprice; //记录最大盈利
 if win > maxprofit then
  maxprofit:=win;
 
 win2:=(maxprofit-win); //最大盈利后的回撤
end

if holding < 0 and enterbars > 0 then
begin
 win:=enterprice-c; //记录最大盈利
 if win > maxprofit then
  maxprofit:=win;
 
 win2:=maxprofit-win; //最大盈利后的回撤
end

//盈利10个点且小于15个点，回撤到开仓价格+1个最小变动价位平仓
sell(maxprofit>10*mindiff and maxprofit <15*mindiff and enterprice+mindiff,1,limitr,c-2*mindiff);
sellshort(maxprofit>10*mindiff and maxprofit <15*mindiff and enterprice-mindiff,1,limitr,c+2*mindiff);

//盈利15个最小变动价位以后，回撤10个最小变动价位平仓
sell(maxprofit>15*mindiff and win2>=10*mindiff,1,limitr,c-2*mindiff);
sellshort(maxprofit>15*mindiff and win2>=10*mindiff,1,limitr,c+2*mindiff);

if time > 150000 then //收盘平仓
 begin
 sell(holding > 0, 0, limitr,o);
 sellshort(holding < 0, 0, limitr,o);
 end