以下内容为程序代码:

1 INPUT:LENGTH(20),PREV(4),ENTRYADD(10 POINTS);
2
3 VAR:HH(0),LL(0),NEWH(999),NEWL(999),Z(0),LEN(0),CD AYS(0),MP(0),
4 TSSELL(0),TSBUY(99999),LGO(FALSE),SGO(FALSE),
5 REBUY(99999),REBUYLIFE(0),RESELL(0),RESELLLIFE(0);
6 ARRAY:HI[40](0),LO[40](99999);
7
8 MP=MARKETPOSITION;
9
10 IF DATACOMPRESSION=1 THEN BEGIN
11
12 IF CURRENTBAR=1 THEN BEGIN
13 LEN=MINLIST(LENGTH,39);
14 IF LEN＜1 THEN LEN=1;
15 END;
16 if D＞D[1] then begin
17 for value1=LEN downto 1 begin
18 HI[value1]=HI[value1-1];
19 LO[value1]=LO[value1-1];
20 end;
21 end;
22 HI[0]=idhigh;
23 LO[0]=idlow;
24 IF D＞D[1] THEN BEGIN
25 CDAYS=CDAYS 1;
26 NEWH=NEWH 1;
27 NEWL=NEWL 1;
28 LGO=TRUE;
29 SGO=TRUE;
30 REBUYLIFE=REBUYLIFE-1;
31 RESELLLIFE=RESELLLIFE-1;
32 HH=HI[LEN];LL=LO[LEN];
33 FOR Z=1 TO LEN-1 BEGIN
34 IF HI[Z]＞HH THEN HH=HI[Z];
35 IF LO[Z]＜LL THEN LL=LO[Z];
36 END;
37 IF HI[1]=HH THEN NEWH=1;
38 IF LO[1]=LL THEN NEWL=1;
39 END;
40
41 IF H＞=TSBUY[1] THEN BEGIN
42 TSBUY=99999;
43 REBUY=TSBUY[1];
44 REBUYLIFE=2;
45 END;
46 IF (H＞=REBUY[1] AND MP[1]=0) OR REBUYLIFE＜=0 THEN BEGIN
47 REBUY=99999;
48 REBUYLIFE=0;
49 END;
50 IF REBUYLIFE＞0 AND MP=0 AND MP[1]=0 THEN Buy("TS-ReBuy") Next Bar REBUY STOP;
51 IF L＜=TSSELL[1] THEN BEGIN
52 TSSELL=0;
53 RESELL=TSSELL[1];
54 RESELLLIFE=2;
55 END;
56 IF (L＜=RESELL[1] AND MP[1]=0) OR RESELLLIFE＜=0 THEN BEGIN
57 RESELL=0;
58 RESELLLIFE=0;
59 END;
60 IF RESELLLIFE＞0 AND MP=0 AND MP[1]=0 THEN Sell Short("TS-ReSell") Next Bar RESELL STOP;
61
62 IF CDAYS＞LEN THEN BEGIN
63 IF HH＞0 AND NEWH＞=PREV AND IDHIGH＞HH AND SGO THEN BEGIN
64 TSSELL=HH-ENTRYADD;
65 Sell Short("TS-Sell") Next Bar TSSELL STOP;
66 SGO=FALSE;
67 END;
68 IF LL＞0 AND NEWL＞=PREV AND IDLOW＜LL AND LGO THEN BEGIN
69 TSBUY=LL ENTRYADD;
70 Buy("TS-Buy") Next Bar TSBUY STOP;
71 LGO=FALSE;
72 END;
73 END;
74 END;
75
76 Sell("Initial LX") Next Bar IDLOW STOP;
77 Buy to Cover("Initial SX") Next Bar IDHIGH STOP;