Params Numeric uprice1(700); Numeric uprice2(750); Numeric uprice3(800); Numeric dprice1(-700); Numeric dprice2(-750); Numeric dprice3(-800); Numeric lots1(1); Numeric lots2(2); Numeric lots3(4); Vars Numeric NO1(0); Numeric M; Numeric M1; NumericSeries buyprice; NumericSeries sellprice; BoolSeries Upline; BoolSeries Upline1; BoolSeries Upline2; BoolSeries downline; BoolSeries downline1; BoolSeries downline2; Begin M=Data0.close-Data1.close; M1=(Data0.open)-(Data1.open); //PlotNumeric("M",M); //PlotNumeric("M1",M1); upline=CrossOver(M,uprice1); upline1=CrossOver(M,uprice2); upline2=CrossOver(M,uprice3); downline=CrossUnder(M,dprice1); downline1=CrossUnder(M,dprice2); downline2=CrossUnder(M,dprice3); //M>700的时候开仓加仓 If(data0.MarketPosition !=-1 and (upline==true)) { data0.SellShort(lots1,data0.close); data1.buy(lots1,data0.close); } If(data0.MarketPosition==-1 and (upline1==true)) { data0.SellShort(lots2,data0.close); data1.buy(lots2,data1.close); } If(data0.MarketPosition==-1 and (upline2==true)) { data0.SellShort(lots3,data0.close); data1.buy(lots3,data1.close); } //M<700的时候开仓加仓 If(data0.MarketPosition!=1 and (downline==true) ) {data0.buy(lots1,data0.close); data1.SellShort(lots1,data1.close); } If(data0.MarketPosition==1 and (downline1==true) ) {data0.buy(lots2,data0.close); data1.SellShort(lots2,data1.close); } If(data0.MarketPosition==1 and (downline2==true) ) {data0.buy(lots3,data0.close); data1.SellShort(lots3,data1.close); } End