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VARIABLE:COUNTT:=0;

IRECTION:=0;

LENGTH:=16;

OFFSET:=1;

TRAILSTARTPCT:=0.8;

PARAM:=1.05;

N:=1;

PCNT:=1;

Direction:=0;

FUND:=30000;

Lots:=max(1,INTPART(Fund/(O*MULTIPLIER*VOLUNIT*0.1）));

count1:=REF(COUNTT,1);

IF DATE<>REF(DATE,1) THEN //控制单日最大亏损次数为2次

COUNTT:=0;

ELSE

COUNTT:=count1;

MIDLINE:=MA(CLOSE,LENGTH);

BAND:=STD(CLOSE,LENGTH);

UPLINE:=MIDLINE+OFFSET*BAND;

DOWNLINE:=MIDLINE-OFFSET*BAND;

RRANGE:=2*OFFSET*BAND/MIDLINE;

AVGRANGE:=MA(RRANGE,LENGTH);

AVGVOL:=MA(V,LENGTH);

SKLow:=llv(l,enterbars);

BKHigh:=hhV(H,enterbars);

if enterprice>0 then

BEGIN

PP:=MIN((enterprice-SKLow)/enterprice,0.1);

TT:=MIN((BKHigh-enterprice)/enterprice,0.1);

end

PROFITPCNT1:=PP*10;

PROFITPCNT2:=TT*10;

//-----------------------------进仓--------------------------------------

BuyK:=BARPOS>LENGTH AND holding=0 AND COUNTT<=N AND RRANGE>PARAM*AVGRANGE AND V>PARAM*AVGVOL AND H>UPLINE AND REF(H,1)>REF(UPLINE,1) AND H>=ref(h,1) and Direction>=0;

SellK:=BARPOS>LENGTH AND holding=0 and COUNTT<=N AND RRANGE>PARAM*AVGRANGE AND V>PARAM*AVGVOL AND L<DOWNLINE AND REF(L,1)<REF(DOWNLINE,1) AND L<=ref(l,1) and Direction<=0;

//入场

买开:Buy(BuyK,Lots,market); //买开

卖开:buyShort(SellK,Lots,MARKET);//卖开

//-------------------------------止损指令-----------------------------//

IF holding>0 and enterbars>1 THEN

BEGIN

PRICESP:=MIN(O,enterprice*(1-PCNT/100));

多单止损:sell(L<PRICESP,0,limit,PRICESP); //多单卖平止损

COUNTT:=COUNTT+1;

END

IF holding<0 and enterbars>1 THEN

BEGIN

PRICEBP:=MAX(O,enterprice*(1+PCNT/100));

空单止损:sellshort(H>PRICEBP,0,limit,PRICEBP); //空单买平止损

COUNTT:=COUNTT+1;

END

//---------------------------止盈--------------------------------//

IF holding<0 and enterbars>1 AND SKLOW<=enterprice*(1-TRAILSTARTPCT/100) THEN

BEGIN

PRICEBY:=MAX(O,enterprice-(enterprice-SKLOW)*PROFITPCNT1);

空单止盈:sellshort(H>PRICEBY,0,limit,PRICEBY); //空单买平止盈

END

IF holding>0 and enterbars>1 AND BKHIGH>= enterprice*(1+TRAILSTARTPCT/100) THEN

BEGIN

PRICESY:=MIN(O,enterprice+(BKHIGH-enterprice)*PROFITPCNT2);

多单止盈:sell(L<PRICESY,0,limit,PRICESY); //多单卖平止盈

END

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