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日期:DATE;

KXGD:ABS(HIGH-LOW)*MINDIFF,COLORWHITE;

VARIABLE:DT:=0,KT:=0;

INPUT:DZY(6,1,200,1),KZY(12,1,200,1);

CW:HOLDING,LINETHICK0,COLORWHITE;

MA5_YY:=STKINDI('','MA.MA1',0,4,0);

MA10_YY:=STKINDI('','MA.MA2',0,4,0);

MA20_YY:=STKINDI('','MA.MA3',0,4,0);

DTPL:MA5_YY>MA10_YY AND MA10_YY>MA20_YY,COLORWHITE;

KTPL:MA5_YY<MA10_YY AND MA10_YY<MA20_YY,COLORWHITE;

BUYCOND1:=DTPL ;

BUYSHORTCOND1:=KTPL;

SELLCOND1:= DTPL=0;

SELLSHORTCOND1:= KTPL=0;

SS:=2;

TKK:=TIME>0200 AND TIME<2230;

TPP:=TIME>0200 AND TIME<2300;

IF TIME>2255 AND TIME<2300 AND DT=0 AND KT=0 THEN

BEGIN

DT:=IF(DTPL,1,0);

KT:=IF(KTPL,1,0);

SELL(HOLDING>0,HOLDING,MARKET);

SELLSHORT(HOLDING<0,HOLDING,MARKET);

END

DT:=IF(DT=1 AND DTPL,1,0);

KT:=IF(KT=1 AND KTPL,1,0);

IF CLOSE-AvGENTERPRICE>=DZY*10*MINDIFF AND HOLDING>0 AND DT=0 AND SS=2 AND TPP THEN

BEGIN

DT:=IF(DTPL,1,0);

SELL(HOLDING>0,1,MARKET);

END

DT:=IF(DT=1 AND DTPL,1,0);

IF TPP AND HOLDING<>0 THEN

BEGIN

SELLSHORT(SELLSHORTCOND1 AND HOLDING<0,HOLDING,MARKET);

SELL(SELLCOND1 AND HOLDING>0,HOLDING,MARKET);

END

IF TKK AND DT=0 THEN

BEGIN

BUY(BUYCOND1 AND HOLDING=0,SS,MARKET);

END

老师模型加上主动止盈，在指定时间不能平仓（小道指一分钟5月3号早上4点）

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