日线的跳空缺口
//跳空缺口
//中间变量
A1:=REF(HIGH,1);
A2:=REF(LOW,1);
//交易条件
开多条件:=OPEN>A1 AND (OPEN/A1>1.02);
平多条件:=CLOSE>=ENTERPRICE+300 OR CLOSE<=ENTERPRICE-10 ;
开空条件:=OPEN>A2 AND (OPEN/A2<1.02);
平空条件:=CLOSE<=ENTERPRICE-300 OR CLOSE>=ENTERPRICE+10;
//交易系统
BUY(开多条件 and HOLDING=0,30%,market);
SELL(平多条件 and HOLDING>0,HOLDING,market);
BUYSHORT(开空条件 and HOLDING=0,30%,market);
SELLSHORT(平空条件 and HOLDING<0,HOLDING,market);