IF BARPOS>=21 THEN BEGIN
IF BARPOS=21 THEN
N:=M;
IF DayCount=6 OR BARPOS=21 THEN BEGIN{5天调整N值}
N:=(19*N+TR)/20;{计算N值}
DayCount:=2;
END
DayCount:=DayCount+1;
EntPoint:=ENTERBARS+1;
IF EntPoint=EntAndExitSign THEN BEGIN{说明STOP指令买进头寸成功}
PositionCount:=PositionCount+1;{头寸计数}
SellSign:=True;{开始以STOP卖出，如果达到指定的价格}
END
IF PositionCount=1 THEN BEGIN{第一头寸}
HOW:=CASH(0)*0.01/N;{波动性百分比决定头寸规模}
开1:BUY(H>=BUYHHV,HOW,MARKET);{在20日新高STOP指令买进}
END
IF PositionCount=2 THEN BEGIN{如到第二头寸}
HOW:=CASH(0)*0.01/N;{波动性百分比决定头寸规模}
开2:BUY(H>=ENTERPRICE+0.5*N,HOW,MARKET);{在上头寸(即第一头寸)+0.5个N以STOP指令买进}
END
IF PositionCount=3 THEN BEGIN{如到第三头寸}
HOW:=CASH(0)*0.01/N;
开3:BUY(H>=ENTERPRICE+0.5*N,HOW,MARKET);{在上头寸(即第二头寸)+0.5个N以STOP指令买进}
END
IF PositionCount=4 THEN BEGIN
HOW:=CASH(0)*0.01/N;
开4:BUY(H>=ENTERPRICE+0.5*N,HOW,MARKET);
END
IF SellSign=True THEN BEGIN
ExitPoint:=EXITBARS+1;
IF ExitPoint=EntAndExitSign THEN BEGIN {说明卖出成功}
PositionCount:=1;{头寸计算复原}
SellSign:=False;
END
IF ENTERPRICE-2*N then SELL(L<=SELLLLV,100%,MARKET);{退出离盈利头寸}
ELSE
SELL(L<=ENTERPRICE-2*N,100%,MARKET);{退出亏损头寸}
END
END;
VARIABLE:dayCount=1,PositionCount=1,SELLSHORTSign=0;
VARIABLE:EntAndExitSign=1,EntPoint=0,ExitPoint=0;
VARIABLE:N=0;
M:=MA(TR,20);
BUYHHV:=HHV(H,20);
SELLLLV:=LLV(L,10);
IF BARPOS>=21 THEN BEGIN
IF BARPOS=21 THEN
N:=M;
IF DayCount=6 OR BARPOS=21 THEN BEGIN
N:=(19*N+TR)/20;
DayCount:=2;
END
DayCount:=DayCount+1;
EntPoint:=ENTERBARS+1;
IF EntPoint=EntAndExitSign THEN BEGINPositionCount:=PositionCount+1;
SELLSHORTSign:=True;
END
IF PositionCount=1 THEN BEGIN
HOW:=CASH(0)*0.01/N;
开空1:BUYSHORT(L<=SELLLLV,HOW,MARKET);
END
IF PositionCount=2 THEN BEGIN
HOW:=CASH(0)*0.01/N;
开空2:BUYSHORT(L<=ENTERPRICE-0.5*N,HOW,MARKET);
END
IF PositionCount=3 THEN BEGIN
HOW:=CASH(0)*0.01/N;
开空3:BUYSHORT(L<=ENTERPRICE-0.5*N,HOW,MARKET);
END
IF PositionCount=4 THEN BEGIN
HOW:=CASH(0)*0.01/N;
开空4:BUYSHORT(L<=ENTERPRICE-0.5*N,HOW,MARKET);
END
IF SELLSHORTSign=True THEN BEGIN
ExitPoint:=EXITBARS+1;
IF ExitPoint=EntAndExitSign THEN BEGIN
PositionCount:=1;
SELLSHORTSign:=False;
END
IF ENTERPRICE+2*N then SELLSHORT(H>=BUYHHV,100%,MARKET);
ELSE
SELLSHORT(H>=ENTERPRICe+2*N,100%,MARKET);
END
END;