input:k(0.7,0.1,1,0.1);
dist1:=barslast(day>ref(day,1))+1;
dist2:=ref(dist1,dist1);
predayhigh:=ref(hhv(high,dist2),dist1);
predaylow:=ref(llv(low,dist2),dist1);
predayclose:=ref(close,dist1);
predayrange:=max(predayhigh-predayclose,predayclose-predaylow);
dayopen:=ref(open,dist1-1);
upperband:=dayopen+k*predayrange;
lowerband:=dayopen-k*predayrange;
if holding=0 then begin
if high>=upperband then
buy(1,volunit,limitr,max(open,upperband));
end
if holding=0 then begin
if low<=lowerband then
buyshort(1,volunit,limitr,min(open,lowerband));
end
if holding>0 then begin
if low<=lowerband then begin
sell(1,holding,limitr,min(open,lowerband));
buyshort(1,volunit,limitr,min(open,lowerband));
end
if time>=closetime(0) then
sell(1,holding,limitr,close);
end
if holding<0 then begin
if high>=upperband then begin
sellshort(1,holding,limitr,max(open,upperband));
buy(1,volunit,limitr,max(open,upperband));
end
if time>=closetime(0) then
sellshort(1,holding,limitr,close);
end
资产:asset,noaxis,colorred,linethick2;