当条件A(波动率大于0.6)一次满足时，满足C>REF(C,5), bk  ;节点1

                            满足C<REF(C,5), sk；节点2

当条件A(波动率大于0.6)二次满足时，满足C>REF(C,5),bk；节点3                           

                            满足C<REF(C,5), sp；节点4

                            满足C>REF(C,5), bp；节点5                         

                            满足C<REF(C,5), sk；节点6

当条件A(波动率大于0.6)三次满足时，C>REF(C,5), bk；节点7                          

                            满足C<REF(C,5), sp；节点8                          

                            满足C>REF(C,5), bk；节点9                        

                            满足C<REF(C,5), sk；节点10

                            满足C>REF(C,5), bk；节点11                       

                            满足C<REF(C,5), sk；节点12                        

                            满足C>REF(C,5), bp；节点13                     

                            满足C<REF(C,5), sk；节点14

日内交易，收盘前5分钟全部平仓，每天开仓总数不超过3次

这个用二叉树来表达交易思想，请稍等，策略正在编写中

//仅供参考

//定义开仓次数
variable:kc:=0;
variable:kcb:=0;
//满足节点1->3->7/8,开3次仓
if date<>ref(date,1) then
begin
if condA and c>ref(c,5) and kc=0 then
begin
   buy(1,1,market);
   kc:=1;
   kcb:=barpos;
   if condA and c>ref(c,5) and kc=1 and kcb<>barpos then
      begin
         buy(1,1,market);
         kc:=2;
         kcb:=barpos;
         if condA and c>ref(c,5) and kc=2 and kcb<>barpos then
            begin
                buy(1,1,market);
                kc:=3;
                kcb:=barpos;
            end
          else if condA and c<ref(c,5) then  sellshort(1,0,market);
     end
end
end
//满足节点1->4->9/10,开3次仓
if date<>ref(date,1) then
begin
if condA and c>ref(c,5) and kc=0 then
begin
   buy(1,1,market);
   kc:=1;
   kcb:=barpos;
   if condA and c<ref(c,5) and kc=1 and kcb<>barpos then
      begin
         sellshort(1,0,market);
         kcb:=barpos;
         if condA and c>ref(c,5) and kc=1 and kcb<>barpos then
            begin
                buy(1,1,market);
                kc:=2;
                kcb:=barpos;
            end
          else if condA and c<ref(c,5) then  buyshort(1,1,market);
     end
end
end

//满足节点2->5->11/12,开3次仓
if date<>ref(date,1) then
begin
if condA and c<ref(c,5) and kc=0 then
begin
   buyshort(1,1,market);
   kc:=1;
   kcb:=barpos;
   if condA and c>ref(c,5) and kc=1 and kcb<>barpos then
      begin
         sell(1,0,market);
         kcb:=barpos;
         if condA and c>ref(c,5) and kc=1 and kcb<>barpos then
            begin
                buy(1,1,market);
                kc:=2;
                kcb:=barpos;
            end
          else if condA and c<ref(c,5) then  buyshort(1,1,market);
     end
end
end

//满足节点2->5->13/14,开3次仓
if date<>ref(date,1) then
begin
if condA and c<ref(c,5) and kc=0 then
begin
   buyshort(1,1,market);
   kc:=1;
   kcb:=barpos;
   if condA and c<ref(c,5) and kc=1 and kcb<>barpos then
      begin
         buyshort(1,0,market);
         kc:=2;
         kcb:=barpos;
         if condA and c>ref(c,5) and kc=2 and kcb<>barpos then
            begin
                sell(1,1,market);
                kcb:=barpos;
            end
          else if condA and c<ref(c,5) then  buyshort(1,1,market);
     end
end
end

//如果15点收盘，14点55分全部平仓
if time>=145500 then
begin
   sell(1,0,market);
   sellshort(1,0,market);
end

非常感谢

conda是发帖人自己定义的一个条件。