INPUT:N(13,5,999,99);
G:=FORCAST((HIGH+LOW)/2,3);
P:=EMA(EMA(G,5),5);
I:=ABS(P-REF(P,N))/SUM(ABS(P-REF(P,1)),N);
J:=DMA(CLOSE,I);
F:=FORCAST(EMA(J,5),3);
S:=EMA(TR,21)*1.5;
U:=F+S;
D:=F-S;
MJ:=CLOSE>LLV(U,NEWHBARS(U,1));
PC:=HHV(D,NEWLBARS(D,1))>CLOSE;
//ENTERLONG:MJ,TFILTER; {买入开仓}
//EXITLONG:PC,TFILTER; {卖出平仓}
//ENTERSHORT:PC,TFILTER; {卖出开仓}
//EXITSHORT:MJ,TFILTER; {买入平仓}
sellshort(MJ,1,marketr);
buy(MJ and holding=0,1,marketr);
sell(PC,1,marketr);
buyshort(PC and holding=0,1,marketr);
KD:=Mj;
KK:=PC AND SUM(PC,BARSLAST(MJ))=1;
DY:=BARSLAST(KD)<BARSLAST(KK);