主题：日内定额止损

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N:=10;
dayOpen:CALLSTOCK('',vtOPEN,6,0);//当日开盘价
zyk:=(ASSET-ref(ASSET,TODAYBAR))/ASSET;//总资产变化幅度,如果亏损大于20%不再开仓

abb:=timetot0(CLOSETIME(0))-time0,NODRAW;//当前K线时间距离收盘K线结束倒计时
abb3:=timetot0(CLOSETIME(0))-timetot0(dynainfo(207)),NODRAW;//当前时间距离收盘K时间    

收盘平仓:(abb<10*60 and abb>=0 and (not(ISLASTBAR))) or (ISLASTBAR and  abb3>=0 and abb3<10*60);

if cross(dayOpen,c) and holding=0 and zyk>=-0.02 and not(收盘平仓) then //空头开仓
begin
buyshort(1,1,market);
mark:=0;
end

ktyk:=(AVGENTERPRICE-c)/AVGENTERPRICE;

if ktyk>=0.2 or ktyk<=-0.02 and holding<0 then //空头止盈止损
begin
if ktyk<0 then mark:=-1;    
sellshort(1,holding,market);
end

if mark=-1 and llv(l,N)<dayOpen  and zyk>=-0.02  and not(收盘平仓) then buyshort(holding=0,1,market);//空头止损后开仓

if cross(c,dayOpen) and holding=0 and zyk>=-0.02   and not(收盘平仓) then //多头开仓
begin
buy(1,1,market);
mark:=0;
end

dtyk:=(c-AVGENTERPRICE)/AVGENTERPRICE;
if dtyk>=0.2 or dtyk<=-0.02 and holding>0 then //多头止盈止损
begin
if dtyk<0 then mark:=1;    
sell(holding>0,holding,market);
end

if mark=1 and llv(l,N)>dayOpen  and zyk>=-0.02  and not(收盘平仓) then buy(holding=0,1,market);//多头止损后开仓






IF     收盘平仓 THEN
BEGIN
sell(holding>0,holding,market);    
sellshort(1,holding,market);
mark:=0;
END