MA1:=MA(CLOSE,5);
MA2:=MA(CLOSE,10);
VAR1:=ref(hhv(high,10),ENTERBARS+1);//开仓前10个K最高价
VAR2:=cross(CLOSE,ma1);//收盘价上穿ma1
VAR3:=REF(LLV(LOW,10),ENTERBARS+1);
VAR4:=cross(ma1,CLOSE);
VAR5:=cross(MA1-25*MINDIFF,askprice);
VAR6:=cross(bidprice,MA1+25*MINDIFF);
KD:=close>ma2 and VAR2;//开多条件
PD:=VAR5;//平多条件
KK:=close<ma2 and VAR4;//开空条件
PK:=VAR6;//平空条件
开多:BUY(KD,2,limitr,ma1+15*MINDIFF); //开多信号
平多:SELL(PD,0,MARKETR); //平多信号
开空:BUYSHORT(KK,2,limitr,ma1-15*MINDIFF); //开空信号
平空:SELLSHORT(PK,0,MARKETR); //平空信号
if HOLDING>0 and KD and CLOSE>VAR1 then begin
buy(1,2,limitr,ma1+15*MINDIFF);
end
if HOLDING>0 and KK and CLOSE<VAR3 then begin
buy(1,2,limitr,ma1-15*MINDIFF);
end