Params

    numeric lots(1);
    numeric save(20);
    numeric holdpoint(0.3);//震荡系数在hold之下的时候判定为震荡才开仓

Vars
  Series<Numeric> upline;
  Series<Numeric> downline;
  Series<Numeric> midline;
  Series<Numeric> upline_ ;//中间线
  Series<Numeric> downline_； //中间线
  Series <Numeric> band;
  Series<Bool> con1;
  Series<Bool> con2;
  Series<Numeric> minpoint;
  Series<Numeric> avgvlue1;
  Series<Numeric> avgvlue2;
  Series<Numeric> hold;

Events
   OnBar(ArrayRef<integer>indexs)
   ｛
       midline = AverageFC(close, 26);
       band = StandardDev(close, 26,2);
       upline = midline + 2*band;
       downline =midline -2*band;
       PlotNumeric("upline" ,highest(upline ,3));
       PlotNumeric("downline", lowest(downline,3));
       upline_ =Highest(upline,3);
       downline_ =lowest(downline,3);
       //过滤掉波动大的行情

   avgvlue1=AverageFC(close,30);
   avgvlue2=AverageFC(close, 60);
   hold=Abs(avgvlue1 - avgvlue2)/Close*100;

   //开仓条件判断
   con1=Close[1]<downline_ [1] And close >downline_ And Close>Open;
   con2=close[1>upline_ [1] and Close <upline_ and close <Open;

    If(MarketPosition<>1 And con1[1] And hold[1]<=holdpoint)   //避免未来函数
  ｛
       Buy(lots,Open);
       Commentary(“多单进场");

     ｝

    If(MarketPosition <> -1 And con2[1]And hold[1]<=holdpoin)       //避免未来函数
   ｛ 
         SellShort(lots, Open);
         Commentary(“空单进场");

     ｝
     If(MarkolPosition ==1 and Close[1]<AvgEntyPrice-save*minpoint And BarsSinceEntry>0)
    ｛

          Sell(lots, Open);
           Commentary("多单止损出场");
      ｝
     If(MarketPosition==-1 And Close[1]>AvgEntryPrice + save*minpoint And BarsSinceEntry>0)
   ｛   
           BuyToCover(lots, Open);
           Commentary("空单止损出场");
      ｝

       If(MarketPosition==1 and high[1]>=upline)
     ｛
           sell(0,Open);
           Commentary("多单出现止盈");

        ｝
        lf(MarketPosition==-1 and lowM[1]<=downline)
       ｛
            BuyToCover(0,Open);
            Commentary("空单出现止盈");

           ｝//多单固定止盈

          
        If(MarketPosition==1 And Close[1]>AvgEntryPrice+save*minpoint*1.2 and BarsSinceEntry>0)
      ｛
        sell(0, Open);
        Commentary（“多单止盈出场”)
   ｝
  lf(MarketPosition=-1 And Close[1]<AvgEntryPrice -save*minpoint*1.2 and BarsSinceEntry>0)
 ｛

  BuyToCover(0,Open);
  Commentary("空单止盈出场");
  ｝
  If(MarketPosition==1 And hold[1]>0.4 and BarsSinceEntry>0 and close[1]<AvgEntryPrice)
｛
   sell(lots,Open);
          Commentary"波动过大，目前亏损状态出场”);
   ｝
   If(MarketPosition==-1 And hold[1]>0.4 and BarsSinceEntry>0 and cose[1]>AvgEntyPrice)
 ｛ 
        BuyToCover(lots ，Open);

       Commentary("波动过大，目前亏损状态出场”)；

  ｝
  ｝