主题：以开空单那天的最高价+2做为止损价。

dd1:=valuewhen(开多条件,date);

nn:=barslast(开多条件);

nn1:=barslast(date=dd1);

hh1:=hhv(h,todaybar);

hh2:=hhv(h,nn1+1);

if nn>=nn1 then hh:=hh1;

if nn<nn1 then hh:=hh2;

hh就是开仓那天的最高价

最低价求法一样

求出最高价之后，止损语句这样写

if h>hh+2 then begin

sellshort(1,0,market);

buy(holding=0,1,market);

end

条件是BB和holding<0

那么要这样写

SELLSHORT(BB and HOLDING<0,HOLDING,MARKET);

INPUT:A1(5,1,100,2),A2(10,1,100,2);
MA5:MA(CLOSE,A1),COLORBLUE;
MA10:MA(CLOSE,A2),COLORRED;
variable:n=0;
variable:m=0;
BB:=CROSS(MA5,MA10);
SS:=CROSS(MA10,MA5);
if ss and holding=0 and n=0 then begin
 BUYshort(ss and HOLDING=0,1,MARKET);       //平空开多
 n:=1;
end

nn:=barslast(n=1 and ref(n=0,1));
d1:=valuewhen(n=1 and ref(n=0,1),date);
nn1:=barslast(d1=date);
hh1:=hhv(h,todaybar);
hh2:=ref(hhv(h,todaybar),nn1);
if nn1=0 then hh:=hh1;
if nn1>0 then hh:=hh2;

if h>hh+2 and holding<0 then begin
 sellshort(1,0,market);
 buy(holding=0,1,market);
 n:=0;
 m:=1;
end

if bb and holding=0 and m=0 then begin
 BUY(bb and HOLDING=0,1,MARKET);  //平多开空
 m:=1;
end

mm:=barslast(m=1 and ref(m=0,1));

t1:=valuewhen(m=1 and ref(m=0,1),date);

mm1:=barslast(t1=date);
ll1:=llv(l,todaybar);
ll2:=ref(llv(l,todaybar),mm1);
if mm1=0 then ll:=ll1;
if mm1>0 then ll:=ll2;

if l<ll-2 and holding>0 then begin
 sell(1,0,market);
 buyshort(holding=0,1,market);
 m:=0;
 n:=1;
end

看k线图上的信号，没有信号说明其他条件不满足或者之前有反向信号