标题：[交易系统]网格交易法

input:grid(3,1,60,1);

variable:level=0;

dist:=barslast(date<>ref(date,1));
oo:=ref(open,dist);
 
if holding=0 then begin
 dnprice:=oo-grid*mindiff;
 
 if low<=dnprice then begin
  buy(1,1,limitr,dnprice);
  level:=-1;
 end
end 

if holding=0 then begin
 upprice:=oo+grid*mindiff;
 
 if high>=upprice then begin
  buyshort(1,1,limitr,upprice);
  level:=1;
 end 
end

if holding>0 then begin
 upprice:=oo+(level+1)*grid*mindiff;
 dnprice:=oo+(level-1)*grid*mindiff;
 
 if high>=upprice then begin
  sell(1,1,limitr,upprice);
  level:=level+1;
 end
 
 if low<=dnprice then begin
  buy(1,1,limitr,dnprice);
  level:=level-1;
 end
 
 if time=closetime(0) then
  sell(1,holding,limitr,close);
end 

if holding<0 then begin 
 upprice:=oo+(level+1)*grid*mindiff;
 dnprice:=oo+(level-1)*grid*mindiff;
 
 if low<=dnprice then begin
  sellshort(1,1,limitr,dnprice);
  level:=level-1;
 end
 
 if high>=upprice then begin
  buyshort(1,1,limitr,upprice);
  level:=level+1;
 end
 
 if time=closetime(0) then
  sellshort(1,holding,limitr,close);
end
      
盈亏:asset,noaxis,colormagenta;      
收益:(asset-50000)/50000,linethick0;
次数:totaltrade,linethick0;
胜率:percentwin,linethick0;
连亏:maxseqloss,linethick0;
连赢:maxseqwin,linethick0;