主题：[求助]请教老师编一个ATR的移动止盈止损策略

//仅供参考

input:M(10,1,300,30);
TR1 : MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));
ATR : MA(TR1,m);
variable:atr1=atr,date1=0;
long:all(c<o,2);
stopprice:hhv(STKINDI('' ,'atr.atr' ,0 ,6 ),3);
if long and holding=0 then
begin
   buy(1,1,market);
   atr1:=atr;
   date1:=date;
end
if holding>0 and atr>atr1*2 then sell(1,0,limit,0.05*datediff(date1,date)*stopprice);