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红色部分老师，加了没有作用

//该模型为简单示范模型，用户需根据自己交易经验，修改完善后再实际应用!!!
//《定制的海龟交易系统V1.0图表版本》
// 适用于多时间框架图表
// 这个版本可以用于在图表上显示信号,也可以做自动交易
// 同一根K线多次发出指令。
// DESIGNED BY LIKAI
// 2010.07.16

//声明参数
INPUT : T20(20,15,60,1) ;
INPUT : T10(10,10,30,1);
INPUT : ATRLEN(20,15,30,1) ;
INPUT : POSNUM(1,1,20,1) ;

//声明变量
NT := 1 ; //调试信息带时间戳
BUYORDERTHISBAR := 0 ; //当前BAR有过交易

VARIABLE : _DEBUG = 1 ;     //是否输出前台交易指令
VARIABLE : _TDEBUG = 1 ;    //是否输出后台交易指令
VARIABLE : _DEBUGOUT = 0 ;    //是否输出后台交易的调试信息

VARIABLE : MYENTRYPRICE =0 ; //开仓价格
VARIABLE : MYEXITPRICE =0 ; //平仓价格

VARIABLE : TURTLEUNITS=0 ; //交易单位
VARIABLE : POSITION=0 ; //仓位状态
//0表示没有仓位，1表示持有多头， -1表示持有空头

VARIABLE : T20HI=CLOSE ; //20周期的高点
VARIABLE : T20LO=CLOSE ; //20周期的低点

VARIABLE : T10HI=CLOSE ; //10周期的高点
VARIABLE : T10LO=CLOSE ; //10周期的低点

//准备需要计算的变量
T20HI := REF(HHV(H,T20),1) ;
T20LO := REF(LLV(L,T20),1) ;

T10HI := REF(HHV(H,T10),1) ;
T10LO := REF(LLV(L,T10),1) ;

AVGTR := REF(MA(TR,ATRLEN),1) ;

DTYDZS:=(HHV(H,ENTERBARS)-CLOSE)/AVGENTERPRICE>=0.5;
KTYDZS:=(CLOSE-LLV(L,ENTERBARS))/AVGENTERPRICE>=0.5;
SELL(DTYDZS,0,MARKET);
SELLSHORT(KTYDZS,0,MARKET);

//开始执行时初始化数据
IF BARPOS=1 THEN BEGIN
//POSITION := 0 ;

END //IF

//如果当前是没有持仓的状态
IF POSITION=0 AND BARPOS>T20 AND H>L THEN BEGIN

//建立多头进场条件
LONG := H > T20HI ;

//多头进场
IF LONG THEN BEGIN
  MYENTRYPRICE := IF(OPEN>T20HI+MINDIFF ,OPEN ,T20HI+MINDIFF ) ;
  BUY( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE);
  POSITION := 1 ;
  TURTLEUNITS := 1 ;
  N := AVGTR ;
  BUYORDERTHISBAR := 1;

END //IF

//建立空头进场条件
SHORT := L < T20LO ;

//空头进场
IF SHORT AND POSITION=0 THEN BEGIN
  MYENTRYPRICE := IF(OPEN<T20LO-MINDIFF ,OPEN ,T20LO-MINDIFF ) ;
  BUYSHORT( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE);
  POSITION := -1 ;
  TURTLEUNITS := 1 ;
  N := AVGTR ;
  BUYORDERTHISBAR := 1;

END

//不要跳转，让程序检查同一根K线是否可以加仓
//GOTO CONTINUELINE ;

END //IF

//如果当前持有多头仓位的状态

IF POSITION=1 AND BARPOS>T20 AND H>L THEN BEGIN

//多头加仓条件

WHILE (HIGH>MYENTRYPRICE+0.5*N) AND TURTLEUNITS<4 DO BEGIN
  MYENTRYPRICE := IF(OPEN>MYENTRYPRICE+0.5*N ,OPEN ,MYENTRYPRICE+0.5*N ) ;
  MYENTRYPRICE := CEILING(MYENTRYPRICE/MINDIFF)*MINDIFF ;
  BUY( _DEBUG, POSNUM, LIMITR, MYENTRYPRICE);
  TURTLEUNITS := TURTLEUNITS+1 ;
  BUYORDERTHISBAR := 1;

END //WHILE

//建立多头离场条件
LONGX1 := (LOW < T10LO) ;

IF LONGX1 AND BUYORDERTHISBAR=0 THEN BEGIN
  MYEXITPRICE := IF(OPEN<T10LO-MINDIFF ,OPEN ,T10LO-MINDIFF ) ;
  SELL( _DEBUG ,0,LIMITR,MYEXITPRICE);
  POSITION := 0 ;
  TURTLEUNITS := 0 ;
END

//建立多头止损条件
LONGX2 := (LOW<MYENTRYPRICE-2*N) ;

IF LONGX2 AND POSITION=1 AND BUYORDERTHISBAR=0 THEN BEGIN
  MYEXITPRICE := IF(OPEN<MYENTRYPRICE-2*N ,OPEN ,MYENTRYPRICE-2*N ) ;
  MYEXITPRICE := FLOOR(MYEXITPRICE/MINDIFF)*MINDIFF ;
  SELL( _DEBUG ,0,LIMITR,MYEXITPRICE);
  POSITION := 0 ;
  TURTLEUNITS := 0 ;
END

GOTO CONTINUELINE ;

END //IF

//如果当前持有空头仓位的状态

IF POSITION = -1 AND BARPOS>T20 AND H>L THEN BEGIN

//空头加仓条件

WHILE (LOW<MYENTRYPRICE-0.5*N) AND TURTLEUNITS<4 DO BEGIN
  MYENTRYPRICE := IF(OPEN<MYENTRYPRICE-0.5*N ,OPEN ,MYENTRYPRICE-0.5*N ) ;
  MYENTRYPRICE := FLOOR(MYENTRYPRICE/MINDIFF)*MINDIFF ;
  BUYSHORT( _DEBUG,POSNUM, LIMITR, MYENTRYPRICE);
  TURTLEUNITS := TURTLEUNITS+1 ;
  BUYORDERTHISBAR := 1;
END //IF

//建立空头离场条件
SHORTX1 := H > T10HI ;

IF SHORTX1 AND BUYORDERTHISBAR=0 THEN BEGIN
  MYEXITPRICE := IF(OPEN>T10HI+MINDIFF ,OPEN ,T10HI+MINDIFF ) ;
  SELLSHORT( _DEBUG,0,LIMITR,MYEXITPRICE);
  POSITION := 0 ;
  TURTLEUNITS := 0 ;
END

//建立空头止损条件
SHORTX2 := HIGH > MYENTRYPRICE + 2*N ;

IF SHORTX2 AND POSITION = -1 AND BUYORDERTHISBAR=0 THEN BEGIN
  MYEXITPRICE := IF(OPEN>MYENTRYPRICE+2*N ,OPEN ,MYENTRYPRICE+2*N ) ;
  MYEXITPRICE := CEILING(MYEXITPRICE/MINDIFF)*MINDIFF ;
  SELLSHORT( _DEBUG,0,LIMITR,MYEXITPRICE);
  POSITION := 0 ;
  TURTLEUNITS := 0 ;
END

END //IF

//显示账户状态
CONTINUELINE@ 资产:ASSET,LINETHICK0;
可用现金:CASH(0),LINETHICK0;
POS:HOLDING,LINETHICK0;
交易次数:TOTALDAYTRADE, LINETHICK0 ;

IF _DEBUGOUT>0 THEN BEGIN

DEBUGFILE2('C:\DEBUGFILE.TXT','BARPOS=%.0F' ,BARPOS,NT ) ;
DEBUGFILE2('C:\DEBUGFILE.TXT','T20HI=%.2F' ,T20HI ,NT) ;
DEBUGFILE2('C:\DEBUGFILE.TXT','N=%.2F' ,N ,NT) ;
DEBUGFILE2('C:\DEBUGFILE.TXT','CLOSE=%.2F' ,C ,NT) ;
DEBUGFILE2('C:\DEBUGFILE.TXT','POSITION=%.0F' ,POSITION,NT ) ;
DEBUGFILE2('C:\DEBUGFILE.TXT','TURTLEUNITS=%.0F' ,TURTLEUNITS,NT ) ;
DEBUGFILE2('C:\DEBUGFILE.TXT','MYENTRYPRICE=%.0F' ,MYENTRYPRICE ,NT) ;
DEBUGFILE2('C:\DEBUGFILE.TXT','MYEXITPRICE=%.0F' ,MYEXITPRICE ,NT) ;

END //IF

当前持仓:HOLDING,COLORGRAY,LINETHICK0;
当前资产:ASSET,NOAXIS,COLORGRAY;

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