runmode:0;

input:avglength(40),atrlength(40);

ma1:=ref(ma((high+low+close)/3,avglength),1);

upperband:=ma1+ref(ma(tr,atrlength),1);
lowerband:=ma1-ref(ma(tr,atrlength),1);

entrylongcond:=ma1>ref(ma1,1) and high>=upperband;
exitlongcond:=low<=ma1;

entryshortcond:=ma1<ref(ma1,1) and low<=lowerband;
exitshortcond:=high>=ma1;

if holding=0 then begin
 if entrylongcond then
  buy(1,1,limitr,max(open,upperband));
end

if holding=0 then begin
 if entryshortcond then
  buyshort(1,1,limitr,min(open,lowerband));
end

if holding>0 then begin
 if exitlongcond then
  sell(1,holding,limitr,min(open,ma1));
end

if holding<0 then begin
 if exitshortcond then
  sellshort(1,holding,limitr,max(open,ma1));
end

盈亏:asset-50000,noaxis,colorred,linethick2;