X5:=ma(c,5);
X10:=ma(c,10);
X20:=ma(c,20);
买入条件:CROSS(x5,x10) and x5>x20;
卖出条件1:CROSS(x10,x5);
卖出条件2:CROSS(x20,x5);
buy(买入条件 and holding=0,200,MARKET);
可用持仓:HOLDING-DAYHOLDING;
sell(卖出条件1 and 可用持仓=200,100,MARKET);
sell(卖出条件2 and 可用持仓=100,100,MARKET);