主题：[交易系统]时空交易

input:n(11,1,20,1);
input:m(35,5,120,5);

longcond:=ref(close,1)-ref(close,n)>=m*mindiff;
longprice:=open;

shortcond:=ref(close,n)-ref(close,1)>=m*mindiff;
shortprice:=open;

if holding=0 then begin
 if longcond then
  buy(1,1,limitr,longprice);
end

if holding=0 then begin
 if shortcond then
  buyshort(1,1,limitr,shortprice);
end

if holding>0 then begin
 if time=closetime(0) then
  sell(1,holding,limitr,close);
end

if holding<0 then begin
 if time=closetime(0) then
  sellshort(1,holding,limitr,close);
end
     
收益:asset,noaxis,colormagenta;
次数:totaltrade,linethick0;
胜率:percentwin,linethick0;
连亏:maxseqloss,linethick0;
连赢:maxseqwin,linethick0;