以下内容为程序代码:

1 INPUT:SS(1,1,10000,1),N1(0.01,0.01,1,0.01);
2 if DATE＜＞REF(DATE,1) then begin
3 flag:=0;
4 end
5 N:=BARSLAST(DATE＜＞REF(DATE,1))+1;
6 昨收:=CALLSTOCK(STKLABEL,VTCLOSE,6,-1);
7 今开:=VALUEWHEN(N=1,O);
8 FIRSTH:VALUEWHEN(N=1,o*1.01);//第一根K线的最高价 上轨
9 FIRSTL:VALUEWHEN(N=1,o*0.99);//第一根K线的最低价 下轨
10 时间:time,LINETHICK0;
11 T1:=TIME＞000000 AND TIME＜170000;
12 T2:=TIME＞=185900;
13 手数:=2;
14 //交易条件
15 开多条件:=ref(C,1)＞FIRSTH AND N＞=3;//从第二根K起，今开＞=昨收*(1+N1)且当价格突破上轨
16 开空条件:=ref(C,1)＜FIRSTL AND N＞=3;//从第二根K起，今开＞=昨收*(1+N1)且当价格跌穿下轨
17
18 开多:BUY(开多条件 AND HOLDING=0 and flag=0 and T1,手数,LIMITR,open+3*MINDIFF); //开多信号
19 开空:BUYSHORT(开空条件 AND HOLDING=0 and flag=0 and T1,手数,LIMITR,open-3*MINDIFF); //开空信号
20
21 if ref(c,1)＜=hhv(ref(h,1),ENTERBARS)*0.99 and holding＞0 and ENTERBARS＞1 then begin
22 SELL(holding＞0,100%,LIMITR,open-3*MINDIFF);
23 flag:=1;
24 end
25 if ref(c,1)＞llv(l,ENTERBARS)*1.01 and holding＜0 and ENTERBARS＞1 then begin
26 SELLSHORT(holding＜0,100%,LIMITR,open+3*MINDIFF);
27 flag:=1;
28 end
29
30 SELL(holding＞0 and T2,100%,open-3*MINDIFF);
31 SELLSHORT(holding＜0 and T2,100%,open+3*MINDIFF);
32