01 02 03 04 05 06 07 08 09 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 | N:= 10 ;
M:= 1 ;
NN:= TODAYBAR ;
DN:= HHV (NN, BARPOS );
OO:= VALUEWHEN (NN= 1 , OPEN );
HH:= HHV ( HIGH ,NN);
LL:= LLV ( LOW ,NN);
HT:= REF (HH,NN);
LT:= REF (LL,NN);
CT:= REF ( C ,NN);
ORB:= MIN ( ABS (HT-CT), ABS (LT-CT));
DTN:=N*DN;
BAND:= VALUEWHEN (NN= 1 , MA (ORB*M,DTN));
SG:OO+BAND;
XG:OO-BAND;
kd: CROSS ( C ,SG);
kk: CROSS (XG, c );
ss:= 1 ;
if kd then
begin
sellshort ( 1 , holding , market );
buy ( 1 ,ss, market );
end
if kk then
begin
sell ( 1 , holding , market );
buyshort ( 1 ,ss, market );
end
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