标题：[交易系统]布林带通道突破

runmode:0;

input:m(30,1,300,1);
input:n(2,0.5,10,0.5);

variable:myasset=30000;

mid:=ma(close,m);
upper:=mid+n*std(close,m);
lower:=mid-n*std(close,m);

entertime:=time>=091500 and time<=145500;
exittime:=time>=150000;

highest:=ref(upper,1);
lowest:=ref(lower,1);

longcond:=entertime and high>=highest;
longprice:=max(highest,open);

shortcond:=entertime and low<=lowest;
shortprice:=min(lowest,open);

if holding=0 then begin
if longcond then
buy(1,1,limitr,longprice);
end

if holding=0 then begin
if shortcond then
buyshort(1,1,limitr,shortprice);
end

if holding>0 then begin
if exittime then
sell(1,holding,limitr,close);
end

if holding<0 then begin
if exittime then
sellshort(1,holding,limitr,close);
end

if exittime then
myasset:=asset;

资产:myasset,colorred,noaxis;