INPUT:grid(50,1,11111,1);
variable:level=0;
n : =5;
dist:=barslast(holding=0 );
oo:=ref(open,dist);
kaishi：=3000;
shang:=kaishi+n*grid*mindiff;
xia:=kaishi -n*grid*mindiff;
oo:=ref(open,dist);
kaishi：=3000;
shang:=kaishi+n*grid*mindiff;
xia:=kaishi -n*grid*mindiff;
if l < xia or h >shang then begin
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
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
end
if holding>0 then BEGIN
if low < oo-n*grid*mindiff then begin
sell(1,holding,limitr,close);
end
end
if holding < 0 then begin
if h > oo+n*grid*mindiff then begin
sellshort(1,holding,limitr,close);
end
end
end