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请老师修改成博易的指标，谢谢

input:trn(20,5,30),hn(20,5,30),ln(10,5,20);

VARIABLE:dayCount=1,PositionCount=1,SellSign=0,dK=0;//加多空标志，1：多，-1：空 0：空仓

VARIABLE:EntAndExitSign=1,EntPoint=0,ExitPoint=0;

VARIABLE:N=0;

N:=MA(TR,trn);

BUYHHV:=HHV(H,hn);

SELLLLV:=LLV(L,ln);

sellshortllv:=llv(l,hn);

buyshorthhv:=hhv(h,ln);

IF BARPOS>=hn THEN

BEGIN

IF BARPOS=hn THEN

IF DayCount=hn/2 OR BARPOS=hn THEN

BEGIN{hn/2天调整N值}

N:=((hn-1)*N+TR)/hn;{计算N值}

DayCount:=2;

END

DayCount:=DayCount+1;

EntPoint:=ENTERBARS+1;

IF EntPoint=EntAndExitSign THEN

BEGIN{说明STOP指令买进头寸成功}

PositionCount:=PositionCount+1;{头寸计数}

SellSign:=True;{可以平仓信号，如果达到指定的价格}

END

IF PositionCount=1 THEN BEGIN{第一头寸}

HOW:=CASH(0)*0.01/N;{波动性百分比决定头寸规模}

if high=buyhhv then

BEGIN

dk:=1;

多开1:BUY(1,HOW,STOP,BUYHHV);{在20日新高STOP指令买进}

END;

if low=sellshortllv then

begin

dk:=-1;

空开1:buyshort(1,HOW,STOP,sellshortllv);{在20日新低STOP指令空开}

end;

END

IF PositionCount=2 THEN BEGIN{如到第二头寸}

HOW:=CASH(0)*0.01/N;{波动性百分比决定头寸规模}

if dk=1 then 多开2:BUY(1,HOW,STOP,ENTERPRICE+0.5*N);{在上头寸(即第一头寸)+0.5个N以STOP指令买进}

if dk=-1 then 空开2:buyshort(1,HOW,STOP,ENTERPRICE-0.5*N);

END

IF PositionCount=3 THEN BEGIN{如到第三头寸}

HOW:=CASH(0)*0.01/N;

if dk=1 then 多开3:BUY(1,HOW,STOP,ENTERPRICE+0.5*N);{在上头寸(即第二头寸)+0.5个N以STOP指令买进}

if dk=-1 then 空开3:buyshort(1,HOW,STOP,ENTERPRICE-0.5*N);

END

IF PositionCount=4 THEN BEGIN

HOW:=CASH(0)*0.01/N;

if dk=1 then 多开4:BUY(1,HOW,STOP,ENTERPRICE+0.5*N);

if dk=-1 then 空开4:buyshort(1,HOW,STOP,ENTERPRICE-0.5*N);

END

IF SellSign=True THEN

BEGIN

ExitPoint:=EXITBARS+1;

if dk=1 then

begin

IF ExitPoint=EntAndExitSign THEN

BEGIN {说明卖出成功}

PositionCount:=1;{头寸计算复原}

SellSign:=False;

dk:=0;

END

IF ENTERPRICE-2*N then

SELL(1,100%,STOP,SELLLLV);{退出离盈利头寸}

ELSE

SELL(1,100%,STOP,ENTERPRICE-2*N);{退出亏损头寸}

end;

if dk=-1 then

begin

IF ExitPoint=EntAndExitSign THEN

BEGIN

PositionCount:=1;

SellSign:=False;

dk:=0;

END

IF ENTERPRICE+2*N then

sellSHORT(1,100%,STOP,BUYSHORTHHV);

ELSE

sellSHORT(1,100%,STOP,ENTERPRICE+2*N);

END;

END

 

END;

 

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