Params

Numeric  length5(5);

Numeric  length20(20);

Vars

    Series<Numeric> MA5;

    Series<Numeric> MA20;

Events

OnBar(ArrayRef<Integer> indexs)

{

    Bool ret;

        MA5 = AverageFC(Close, length5);

        MA20 = AverageFC(Close, length20);

        PlotNumeric("MA5",MA5);// 在当前Bar输出一个数值

      PlotNumeric("MA20",MA20);

    Numeric MinPoint; // 一个最小变动单位，也就是一跳

    Numeric MyEntryPrice; // 开仓价格，例中为开仓均价，可设置为某次入场价

    Numeric StopLossSet(20); // 止损设置

    Numeric MyExitPrice; // 平仓价格

    Numeric Share;//手数

    Numeric available;// 可用资金

    MinPoint = MinMove*PriceScale;

    MyEntryPrice = AvgEntryPrice;

    Share= RoundDown (available /( MyEntryPrice*0.15*15),0);//手数=取整(可用资金/(开仓价格*保证金*15))

        If(MA5 > MA20)

        {

           Buy(Share,close);

        }

        else If(MA5 < MA20)

        {

           SellShort(Share,close);

        }

    If(MarketPosition == 1 And BarsSinceEntry >= 1) // 有多仓的情况

    {

        If(Low <= MyEntryPrice - StopLossSet*MinPoint) // 止损条件表达式

        {

            MyExitPrice = MyEntryPrice - StopLossSet*MinPoint;

            // 如果该Bar开盘价即跳空触发，则用开盘价代替

            If(Open < MyExitPrice) MyExitPrice = Open;

            Sell(0,MyExitPrice);

        }

    }

    Else If(MarketPosition == -1 And BarsSinceEntry >= 1) // 有空仓的情况

    {

        If(High >= MyEntryPrice + StopLossSet*MinPoint) // 止损条件表达式

        {

            MyExitPrice = MyEntryPrice + StopLossSet*MinPoint;

            If(Open > MyExitPrice) MyExitPrice = Open ;

            BuyToCover(0,MyExitPrice);

        }

    }

    }