主题：[交易系统]两仪四象

runmode:0;

input:length(20);

variable:stopline=0;

if barpos<=30 then exit;

up:=count(close>ref(close,1),length);
down:=count(close
entrylongcond:=up/down>=2/3;
entryshortcond:=down/up>=2/3;

upperband:=ref(hhv(high,length),1);
lowerband:=ref(llv(low,length),1);

hh:=ref(high,1);
ll:=ref(low,1);

if holding=0 then begin
if ref(entrylongcond,1) then begin
buy(1,1,limitr,open);
stopline:=lowerband;
end

if ref(entryshortcond,1) then begin
buyshort(1,1,limitr,open);
stopline:=upperband;
end
end

if holding>0 and enterbars>=1 then begin
//if lowerband>stopline then
stopline:=lowerband;

if low<=stopline then
sell(1,holding,limitr,min(open,stopline));
end

if holding<0 and enterbars>=1 then begin
//if upperband stopline:=upperband;

if high>=stopline then
sellshort(1,holding,limitr,max(open,stopline));
end

ss:stopline,linethick0;
drawicon(holding<>0,stopline,11);
盈亏:asset-500000,noaxis,coloryellow,linethick2;