A:=VALUEWHEN(VOL>10000,HIGH);
B:=VALUEWHEN(VOL>10000,LOW);

KD:=cross(C,A);
KK:=cross(B,C);
PD:=HOLDING>0 AND cross(B,C);
PK:=HOLDING<0 AND cross(C,A);

平空:SELLSHORT(PK ,1,THISCLOSE);                  //平空信号
开多:BUY(KD AND HOLDING=0,1,THISCLOSE);          //开多信号
平多:SELL(PD ,1,THISCLOSE);                       //平多信号
开空:BUYSHORT(KK AND HOLDING=0,1,THISCLOSE);     //开空信号

//止盈
IF C-AVGENTERPRICE>50*MINDIFF THEN BEGIN
SELL(1,HOLDING,MARKET);
END

IF AVGENTERPRICE-C>50*MINDIFF THEN BEGIN
SELLSHORT(1,HOLDING,MARKET);
END