代码如下:

Vars

numeric lasthigh;

numeric lastlow;

OnBar(ArrayRef<Integer> indexs)

{

if (MarketPosition == 1)

  {

if (BarsSinceEntry==0)

{

lasthigh = A_BuyAvgPrice;

}

else

{

lasthigh = Max(High,lasthigh);

}

}

}

if (marketposition==-1)

  {

if (BarsSinceEntry==0)

{

lastlow = A_sellAvgPrice;

}

else

{

lastlow = Min(Low,lastlow);

}

}