INPUT:N1(20,10,60,5),N2(1,1,9999,1),N3(1,1,9999,1);
TL01:='TA13';
TL02:='RB13';
TL_C:=CALLSTOCK(TL01,VTCLOSE)-CALLSTOCK(TL02,VTCLOSE),COLORGREEN;
TL_O:=CALLSTOCK(TL01,VTOPEN)-CALLSTOCK(TL02,VTOPEN);
TL_H:=CALLSTOCK(TL01,VTHIGH)-CALLSTOCK(TL02,VTHIGH);
TL_L:=CALLSTOCK(TL01,VTLOW)-CALLSTOCK(TL02,VTLOW);
PZ1SL:=N2;
PZ2SL:=N3;
MA1:=REF(MA(((TL_H+TL_L+TL_C)/3,N1)),1);//三价平均线
KD:=TL_C>=MA1 AND TL_H<>TL_L;
KK:=TL_C<=MA1 AND TL_H<>TL_L;
PD:=TL_C<MA1 AND ENTERBARS>0;
PK:=TL_C>MA1 AND ENTERBARS>0;
DZY:=;
KZY:=;
DZS:=;
KZS:=;
//交易系统
IF STRCMP(STKLABEL,TL01)=0 THEN
BEGIN
SELL(PD AND HOLDING>0,HOLDING,MARKET);
SELLSHORT(PK AND HOLDING<0,HOLDING,MARKET);
BUY(KD AND HOLDING=0,PZ1SL,MARKET);
BUYSHORT(KK AND HOLDING=0 ,PZ1SL,MARKET);
多赢1:SELL(DZY AND HOLDING>0,HOLDING,MARKET),ORDERQUEUE;
空赢1:SELLSHORT(KZY AND HOLDING<0,HOLDING,MARKET),ORDERQUEUE;
多损1:SELL(DZS AND HOLDING>0,HOLDING,MARKET),ORDERQUEUE;
空损1:SELLSHORT(KZS AND HOLDING<0,HOLDING,MARKET),ORDERQUEUE;
END
IF STRCMP(STKLABEL,TL02)=0 THEN
BEGIN
SELL(PK AND HOLDING>0,HOLDING,MARKET);
SELLSHORT(PD AND HOLDING<0 ,HOLDING,MARKET);
BUY(KK AND HOLDING=0,PZ2SL,MARKET);
BUYSHORT(KD AND HOLDING=0 ,PZ2SL,MARKET);
多赢2:SELL(DZY AND HOLDING>0,HOLDING,MARKET),ORDERQUEUE;
空赢2:SELLSHORT(KZY AND HOLDING<0,HOLDING,MARKET),ORDERQUEUE;
多损2:SELL(DZS AND HOLDING>0,HOLDING,MARKET),ORDERQUEUE;
空损2:SELLSHORT(KZS AND HOLDING<0,HOLDING,MARKET),ORDERQUEUE;
END;