TR1:MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));
ART:MA(TR1,20);
MA30:MA(CLOSE,30);
A:MA30+2*ATR;
B:MA30-2*ATR;
IF CROSS(CLOSE,A) THEN BEGIN
BUY(1,20%,MARKET);
DRAWTEXT(1 ,LOW ,"开多" ,1 );
END
IF CROSS(MA30,CLOSE) THEN BEGIN
SELL(1,HOLDING,MARKET);
DRAWTEXT(1 ,LOW ,"平多" ,1 );
END
IF CROSS(B,CLOSE) THEN BEGIN
BUYSHORT(1,20%，MARKET);
DRAWTEXT(1 ,LOW ,"开空" ,1 );
END
IF CROSS(CLOSE,MA30) THEN BEGIN
SELLSHORT(1,HOLDING,MARKET);
DRAWTEXT(1 ,LOW ,"平空" ,1 );
END