Params:

   Numeric Length1(12);

   Numeric Length2(6);

   Numeric Length3(10);

Vars:

   Bool A1(False);

   Bool B1(False);

   Bool C1(False);

   Bool D1(False);

   Bool A2(False);

   Bool B2(False);

   Bool C2(False);

   Bool D2(False);

   Numeric E1;

   Numeric E2;

   Bool H1(False);

   Bool L1(False);

   Bool H2(False);

   NumericSeries X1(0);

   Bool F1(False);

   Bool G1(False);

   Bool I1(False);

   Bool LD(False);

   Bool L2(False);

   NumericSeries X2(0);

   Bool F2(False);

   Bool G2(False);

   Bool I2(False);

   Bool HD(False);

   Numeric CPoint(0);

   Bool TradingConditionA(False);

   Bool TradingConditionB(False);

   Bool PositionStatus(False);  // 持仓状态

// 计算逻辑

A1 = High[5] == Highest(High,2*Length2+1)[5];

B1 = Filter(A1,5);

C1 = Backset(B1,5+1);

D1 = Filter(C1,5+1);

A2 = Low[5] == Lowest(Low,2*Length3+1)[5];

B2 = Filter(A2,5+1);

C2 = Backset(B2,5+1);

D2 = Filter(C2,5);

E1 = (Lowest(Low[1],2*3) + Highest(High[1],2*3)) / 2;

E2 = (High + Low) / 2;

H1 = (D1 && !(D2 && E1 >= E2)) || BarStatus == 2 || BarsSinceToday == 1;

L1 = (D2 && !(D1 && E1 < E2));

H2 = D1 && !(D2 && E1 >= E2);

X1 = BarsSince(H1)[1] + 1;

F1 = Backset(H1 && Summation(L1,X1) > 0, LowestBar(If(L1,Low,10000),X1));

G1 = F1 && !F1[1];

I1 = Backset(G1,2);

LD = I1 && !I1[1];

L2 = LD || BarStatus == 2 || BarsSinceToday == 1;

X2 = BarsSince(L2)[1] + 1;

F2 = Backset(L2 && Summation(H2,X2) > 0, HighestBar(If(H2,High,0),X2));

G2 = F2 && !F2[1];

I2 = Backset(G2,2);

HD = I2 && !I2[1];

// 交易信号处理

TradingConditionA = LD && BarsSince(HD) < BarsSince(LD[1]);

TradingConditionB = HD;

// 交易逻辑

If(MarketPosition <> 1 && TradingConditionA) {

   Buy(1,Open);

   PositionStatus = True;

}

If(MarketPosition == 1 && TradingConditionB) {

   Sell(1,Open);

   PositionStatus = False;

}

If(MarketPosition <> -1 && TradingConditionB) {

   SellShort(1,Open);

   PositionStatus = True;

}

If(MarketPosition == -1 && TradingConditionA) {

   BuyToCover(1,Open);

   PositionStatus = False;

}

// 绘图

PlotNumeric("A",If(TradingConditionA,Low-0.1,InvalidNumeric),Red);

PlotNumeric("B",If(TradingConditionB,High+0.1,InvalidNumeric),Green);

// 每次平仓后重置状态

If(BarStatus == 2) {

   PositionStatus = False;

}

这个策略第一行。Params是无法识别的字符串请帮忙更改。可付费