//中间变量
MA5:=MA(CLOSE,5);
MA10:=MA(CLOSE,10);
MA20:=MA(CLOSE,20);
//交易系统
SELLSHORT(MA5>MA10 AND MA10>MA20 and
HOLDING<0,HOLDING,market); //平空
BUY(MA5>MA10 AND MA10>MA20 and HOLDING=0,30%,market);//开多
SELL(MA5<MA10 AND MA10<MA20 and
HOLDING>0,HOLDING,market); //平多
BUYSHORT(MA5<MA10 AND MA10<MA20 and
HOLDING=0,30%,market); //开空