主题：请高手和有缘人帮改一下实盘三年的平注系统 拜谢

以下内容为程序代码:

1 INPUT:D20(20,16,80,2),D10(10,6,40,2),DN(20,10,40,2);
2 INPUT:CW(1,1,100,1);
3
4 //全局
5 VARIABLE:N=0;
6 VARIABLE:DC=0,KC=0;
7
8 //开仓计数
9
10 //变量
11 T20_H:=REF(HHV(HIGH,D20),1);
12 T20_L:=REF(LLV(LOW,D20),1);
13 T10_H:=REF(HHV(HIGH,D10),1);
14 T10_L:=REF(LLV(LOW,D10),1);
15 ATR:=SMA(TR,DN,1);
16
17 KD:=HIGH＞T20_H; //开多条件
18 PD:=LOW＜T10_L; //平多条件
19 KK:=LOW＜T20_L; //开空条件
20 PK:=HIGH＞T10_H; //平空条件
21
22 //交易
23 if HOLDING＜0 and PK then
24 BEGIN
25     平空:SELLSHORT(HOLDING＜0,HOLDING,LIMITR,T10_H+1);
26 END
27
28 if HOLDING=0 and kd then
29 BEGIN
30     开多:buy(HOLDING=0,CW,LIMITR,T20_H+1);
31     N:=INTPART(ATR);
32     DC:=ENTERPRICE;
33 END
34
35
36 if PD and HOLDING＞0 then
37 BEGIN
38     平多:sell(HOLDING＞0,HOLDING,LIMITR,T10_L-1);
39 END
40
41
42 if HOLDING=0 and kk then
43 BEGIN
44     开空:BUYSHORT(HOLDING=0,CW,LIMITR,T20_L-1);
45     N:=INTPART(ATR);
46     KC:=ENTERPRICE;
47 END
48
49
50 //加仓部分
51
52 //2N止损
53 N2:=2*N,NODRAW;
54
55 if HOLDING＞0 then
56 BEGIN
57 D_2N_Z:=DC-N2,NODRAW;
58 D_2N_Y:=DC+N2,NODRAW;
59 while HOLDING＞0 and high＞D_2N_Y do
60 BEGIN
61         D_2N_Y:=D_2N_Y+N2;
62         D_2N_Z:=D_2N_Z+N2;
63 END
64
65 if low＜D_2N_Z then
66 BEGIN
67     多止:sell(HOLDING＞0,HOLDING,LIMITR,D_2N_Z-1);
68 END
69 END
70
71 if HOLDING＜0 then
72 BEGIN
73 K_2N_Z:=KC+N2,NODRAW;
74 K_2N_Y:=KC-N2,NODRAW;
75 while HOLDING＜0 and low＜K_2N_Y do
76 BEGIN
77         K_2N_Y:=K_2N_Y-N2;
78         K_2N_Z:=K_2N_Z-N2;
79 END
80
81 if high＞K_2N_Z then
82 BEGIN
83     空止:SELLSHORT(HOLDING＜0,HOLDING,LIMITR,K_2N_Z+1);
84 END
85 END
86
87
88 //无仓数据归零
89 if HOLDING=0 then
90 BEGIN
91     N:=0;
92     DC:=0;
93     KC:=0;
94 END
95
96
97 // 状态查询
98 持仓:holding,NODRAW;
99 资产:asset,noaxis;
100