代码在这里

//------------------------------------------------------------------------
Params
    Numeric FastLength(12);        // MACDfast
    Numeric SlowLength(26);        // macdslow
    Numeric MACDLength(9);
    Numeric MAlong(30);             //均线周期
    Numeric TrailLength(4);     // 止盈回落幅度
    Numeric ProtectRatio(2);     //启动保本所需比率
    Numeric MaxRiskRatio(0.6);          // 账户最大风险率
    Numeric SingleMaxRatio(0.25);         // 单品种最大资金占比
Vars
    Global Bool IsTradTime(False);
    Series<Numeric> Diff; 
    Series<Numeric> DEA;
    Series<Numeric> MA60;
    Series<Numeric> IsLongD;
    Series<Numeric> MValue;
    Series<Numeric> IsLongH;
    Series<Numeric> IsLongM;    
    Series<Numeric> entry_price;
    Series<Numeric> stop_loss_price;
    Series<Numeric> tickSize;
    Series<Bool> ConD;
    Series<Bool> ConH;
    Series<Bool> ConM;
    Series<Bool> ConD_Short;
    Series<Bool> ConH_Short;
    Series<Bool> ConM_Short;
    Series<Numeric> HighAfterEntry(0,2);
    Series<Numeric> LowAfterEntry(99999999,2);
    Series<Bool> StartTrail(False);    
    // 账户风控
    Global Numeric CurrentRiskRatio;
    Global Numeric  FreeMargin;    // 可用资金
    Global Numeric  LastEquity;     //总权益
    Global Numeric longCanSellV;    //可平多数
    Global Numeric shortCanCoverV;  //可平空数
    Global Numeric perMargin;                    // 每手保证金
    Series<Numeric> singleMaxMoney;               // 单个品种最大资金
    Series<Numeric> calcLots;                     // 理论手数
    Series<Numeric> finalLots;                    // 最终下单手数
    Array<String> minLotsSyms;              //临时调整最小手数的品种
    Array<Numeric> ExMinLots;               // 对应临时调整的品种的最小手数
    Array<String> mRateSyms(["",""]);       //临时调整保证金率的品种
    Array<Numeric> mRateArr([0.13, 0.11]);    //对应临时调整品种的保证金率
    Dic<Array<String>> VolumeRate("TB_VolumeRate_Futures"); //获取最小开仓量限制
    Series<Numeric> minLots;        //最终最小交易手数
    Account acc;
    Position pos; 
Defs 
    Numeric getStopPrice()
    {
        if(MarketPosition>0)
        {
            return HighAfterEntry*(1-TrailLength/100);
        }Else If(MarketPosition<0)
        {
            return LowAfterEntry*(1+TrailLength/100);
        }
        return 0;
    }    
Events    
    OnInit()
    {
        SubscribeBar(Symbol, "H",20251201);
        SubscribeBar(Symbol, "D",20251201);
        Range[0:2]
        {
            SetOrderMap2MainSymbol();  //主力映射 
            //SetBasePeriod(Data0.Frequency); //周期基准:5min,如打开，则取不到其他图层的close
            AddStrategyFlag(Enum_Data_AutoSwapPosition); //自动换月
            AddDataFlag(Enum_Data_RolloverBackWard()); //后复权
            AddDataFlag(Enum_Data_RolloverRealPrice); //映射真实价格,交易价格纠正为真实价
            SetSlippage(Enum_Rate_PointPerHand, 2); //滑点设置
            SetInitCapital(200000);    //设置初始资金为20万        
            //设置手续费率为成交金额的5%%，不收平今    
            SetCommissionRate(BitOr(Enum_Rate_FreeOfExitToday,Enum_Rate_ByFillAmount),5);    
            Array<Numeric> timePoint;
            timepoint[0] = 0.145950;
            timepoint[1] = 0.225950;
            SetTriggerBarClose(timePoint);
        }
        entry_price = 0;
        stop_loss_price = 0;         
    }
    OnReady()    
    { 
        Bool ret = A_GetAccount(acc,0);
        Print("A_GetAccount:" + IIFString(ret,"True","False") + ",acc.available:" + Text(acc.available));
        Bool ret1 = A_GetPosition(mainsymbol, pos, "", 0);
        //A_GetPosition(relativesymbol, pos, "", i);
        MarginRate mRate1;
        //获取账户对应合约的保证金率
        /*Bool ret2 = A_GetMarginRate(Symbol, mRate1);
        Print("A_GetMarginRate:" + IIFString(ret2, "True", "False") + "," + Text(mRate1));
        LMarginRate = mRate1.longMarginRatio;*/
        CurrentRiskRatio = acc.risk;        
        FreeMargin = acc.available;
        LastEquity = acc.currMargin + FreeMargin; 
        longCanSellV =pos.longCanSellVolume;
        shortCanCoverV =pos.shortCanCoverVolume;
        Print("A_GetPosition:" + IIFString(ret1, "True", "False") + "," + Text(longCanSellV)+ "||" + Text(shortCanCoverV));       
    }    
    OnBar(ArrayRef<Integer> indexs)
    {       
        If(TrueDate(0)<>TrueDate(1))    //新一个交易日开始
        {
            //Print(DateTimeToString(date+Time) + "newDay");
            tickSize = MinMove() * PriceScale();         
            array<string> lots;
            GetDicValue("TB_VolumeRate_Futures",RelativeSymbol(),date+time,Lots); //最小开仓量限制查询，数据中心要定期更新
            minLots = Value(lots[0]);   //需要到数据中心定期更新最小开仓限制
            If(minLots == 0) minLots = BaseShares();
            perMargin = Data2.Close[1]/Rollover() * ContractUnit() * (MarginRatio() + 0.05);   //期货公司对交易所规定的保证金另外加5%左右
            // 每日重置所有状态
            entry_price = 0;
            stop_loss_price = 0;
            StartTrail = False;
            HighAfterEntry = 0;
            LowAfterEntry = 99999999;            
        }        
        //计算交易手数
        singleMaxMoney = 200000 * SingleMaxRatio;   
        calcLots = singleMaxMoney / perMargin;                
        //超过剩余可开总资金,重新修正
        /*If(calcLots * perMargin > FreeMargin*0.9) //优化时关闭
        {
            calcLots = FreeMargin*0.9 / perMargin;
        }*/
        If(calcLots >= 1)
        {
            finalLots = IntPart(calcLots);
        }
        Else If(calcLots >= 0.6)
        {
            finalLots = 1;
        }
        Else
        {
            finalLots = 0;
        }
        Commentary("FreeMargin:" + Text(FreeMargin ) + "tickSize:" + Text(tickSize) + "minLots:" + Text(minLots));
        Commentary(Left(Symbol,5) +":finalLots:" + Text(finalLots) + "手;每手保证金:" + Text(perMargin));
        //finalLots = 1;    //优化时打开
        //If(1 - (FreeMargin - finalLots*perMargin)/LastEquity > 0.85) Return; //优化时关闭
        
        Range[0:2]
        {
            Diff = XAverage(Close, FastLength) - XAverage(Close, SlowLength) ;
            DEA = XAverage(Diff, MACDLength);
            MValue = 2 * (Diff - DEA);
            MA60 = MA(Close,MAlong);
        }
        IsLongD = Data2.Close - Data2.Open;
        Numeric IsLongD1= Data2.Close[1] - Data2.Open[1];
        Numeric IsLongD2= Data2.Close[2] - Data2.Open[2];
        IsLongH = Data1.Close - Data1.Open;
        Numeric IsLongH1= Data1.Close[1] - Data1.Open[1];
        Numeric IsLongH2= Data1.Close[2] - Data1.Open[2];
        IsLongM = Close - Open;
        //Commentary("IsLongM[2]):"+Text((IsLongM[2]),0)+"(IsLongM[1]):"+Text(IsLongM[1],0)+ ",IsLongM:"+Text(IsLongM,0));
        Commentary("MValue_H:"+Text(Data1.MValue,2) + ",DEA_H:"+Text(Data1.DEA,2));
        
        //=== 日线多头条件 ===
        Bool isMACDL = Data2.MValue > 0.05 And IsLongD1 > 0 And Data2.High[0] > Data2.High[1];
        ConD = isMACDL And Data2.MA60[1] < Data2.MA60;        
        If(ConD) Data2.PlotString("Buy","^",Data2.Low - 10);
        //=== 小时线多头条件 ===
        Bool isMACDLh = Data1.MValue >= 0 And Data1.High[0] > Data1.High[1];              
        ConH = isMACDLh;
        If(ConH) Data1.PlotString("Buy","^",Data1.Low - 10);
        //=== 5分钟多头条件 ===
        ConM = (IsLongM[2]<0 And IsLongM[1]>=0) Or (IsLongM[2]>0 And IsLongM[1]<0 And High[2] >High[1]);
        If(ConM) PlotString("Buy","*",Low - 10);
        //=== 空头日线条件 ===
        Bool isMACDS_Short = Data2.MValue < -0.05 And IsLongD1 < 0 And Data2.Low[0] < Data2.Low[1];
        ConD_Short = isMACDS_Short And Data2.MA60[1] > Data2.MA60;;
        If(ConD_Short) Data2.PlotString("sell","v",Data2.High + 10);
        Commentary("IsLongD:"+Text(IsLongD,2) + "IsLongD1:"+Text(IsLongD1,2) + 
        "Data2.Low[1]:"+Text(Data2.Low[1],2) + "Data2.MValue:"+Text(Data2.MValue,2)
        + "Data2.MValue[1]:"+Text(Data2.MValue[1],2) + 
        ",ConD_Short:"+IIFString(ConD_Short,"Y","N"));
        //=== 空头小时条件 ===
        Bool isMACDS_ShortH = Data1.MValue <= 0 And Data1.Low[0] < Data1.Low[1];        
        ConH_Short = isMACDS_ShortH;
        If(ConH_Short) Data1.PlotString("sell","v",Data1.High + 10);
        //=== 空头5分钟条件 ===
        ConM_Short = (IsLongM[2]>0 And IsLongM[1]<=0) Or (IsLongM[2]<0 And IsLongM[1]>0 And Low[2] < Low[1]);
        If(ConM_Short) PlotString("sell","*",High + 10);
        IsTradTime = !(Time>=0.1455 && Time<0.15);
        Commentary("IsTradTime:"+IIFString(IsTradTime,"Y","N"));   
        // 开仓：多头
        If(IsTradTime = True And ConM And ConD And ConH And MarketPosition<>1 And finalLots >= minLots)
        {
            Buy(finalLots, 0);
            entry_price = EntryPrice;
            stop_loss_price = Min(low[1],Low) - 2*tickSize;
            Commentary("开多" + Text(finalLots) + "手,价:" + Text(entry_price,2));
            PlotString("Buy","^",Low - 10);
            StartTrail = False;
            HighAfterEntry = High;
            LowAfterEntry = 99999999; 
        }
        // 空头
        If(IsTradTime = True And ConM_Short And ConD_Short And ConH_Short And MarketPosition<>-1 And finalLots >= minLots)
        {
            SellShort(finalLots, 0);
            entry_price = EntryPrice;
            stop_loss_price = Max(High[1],High) + 2*tickSize;
            Commentary("开空" + Text(finalLots) + "手,价:" + Text(entry_price,2));
            PlotString("Short","V",High + 10);
            StartTrail = False;
            HighAfterEntry = 0;
            LowAfterEntry = Low;          
        }
        //  止损 & 保本        
        If(MarketPosition != 0 && stop_loss_price > 0)
        {
            
        }         
        // 移动止盈
        If(MarketPosition != 0)
        {
                            
        }
        //  尾盘清仓
        If(Time >= 0.1455 && Time < 0.15)
        {
            IsTradTime = False;
            If(MarketPosition > 0 Or longCanSellV > 0)
            {
                Sell(0, 0);                 
                Print(DateTimeToString(date+Time) + "尾盘清多，实仓：" + Text(longCanSellV) + "信号：" + Text(MarketPosition));
            }
            Else If(MarketPosition < 0 Or shortCanCoverV < 0)
            {
                BuyToCover(0, 0);
                Print(DateTimeToString(date+Time) + "尾盘清空，实仓：" + Text(shortCanCoverV) + "信号：" + Text(MarketPosition));
            }
        }
        If(Time == 0.15)
        {
            StartTrail = False;
            entry_price = 0;
            stop_loss_price = 0;
            HighAfterEntry = 0;
            LowAfterEntry = 99999999;
            ConD = False;
            ConH = False;
            ConM = False;
            ConD_Short = False;
            ConH_Short = False;
            ConM_Short = False;
        }
    }