然后另外建立个公式写：
n:barslast(date<>ref(date,1)),linethick0;
jk:ref(o,n),linethick0;//今开
tt1:stkindi(\'if00\',\'F117.bf1\',0,6,0),linethick0;//昨天振幅
tt2:stkindi(\'if00\',\'F117.bf5\',0,6,0),linethick0;//前5天振幅
zs:callstock(\'if00\',vtclose,6,-1),linethick0;//昨收
zd:callstock(\'if00\',vtlow,6,-1),linethick0;//昨低
zg:callstock(\'if00\',vthigh,6,-1),linethick0;//昨高

sg:ref(hhv(h,20),1),linethick0;//上轨
xg:ref(llv(l,20),1),linethick0;//下轨

if tt1>3*tt2 then exit;//昨天真实波幅大于前五天真实波幅的3倍今天不开仓
//predayhigh:valuewhen(date<>ref(date,1),ref(hhv(h,n+1),1)),linethick0;非引用的昨高
//predaylow:valuewhen(date<>ref(date,1),ref(llv(l,n+1),1)),linethick0;非引用的昨低
//predayclose:valuewhen(date<>ref(date,1),ref(c,1)),linethick0;非引用的昨收

if jk>zs and h>sg then begin
 buy(holding=0,1,thisclose);
end
//最高价突破上轨做多(上轨价委托)，上轨：hhv(h,20); 

if jk>zs and l<zd then begin 
 buyshort(holding=0,1,thisclose);
end
//最低价下穿下轨做空(下轨价委托)，下轨：昨天最低

if jk<zs and h>zg then begin 
 buy(holding=0,1,thisclose);
end
//最高价突破上轨做多(上轨价委托)，上轨：昨天最高

if jk<zs and l<xg then begin 
 buyshort(holding=0,1,thisclose);
end
//最低价下穿下轨做空(下轨价委托)，下轨：llv(l,20);

if h>enterprice+3*tt2 then sell(holding>0,0,thisclose);//多头止盈
if ref(c,1)<max(ref(llv(l,10),1),max(jk,(zg+zd)/2)) then sell(holding>0,0,limitr,open);//多头止损

if l>max(zg-(zg-zd),zd) then begin
 sell(holding>0,0,thisclose);
 buyshort(holding,0,limitr,max(zg-(zg-zd),zd));
end //反手做空
 
if l<enterprice-3*tt2 then sellshort(holding<0,0,thisclose);//空仓止盈
if ref(c,1)>min(ref(hhv(h,10),1),min(jk,(zg+zd)/2)) then sellshort(holding<0,0,limitr,o);//空仓止损