交易模型编写 (文华财经)

参考：

M5:MA(C,5);
M10:MA(C,10);

CROSS(M5,M10),BPK(1);

HHV(H,REFSIG_PLACE(BPK,1)+1)>REFSIG_PRICE(BPK,1)+20*MINPRICE && CROSSDOWN(C,REFSIG_PRICE(BPK,1)+10*MINPRICE),BK(1);
HHV(H,REFSIG_PLACE(BPK,1)+1)>REFSIG_PRICE(BPK,1)+30*MINPRICE && CROSSDOWN(C,REFSIG_PRICE(BPK,1)+15*MINPRICE),BK(1);
HHV(H,REFSIG_PLACE(BPK,1)+1)>REFSIG_PRICE(BPK,1)+40*MINPRICE && CROSSDOWN(C,REFSIG_PRICE(BPK,1)+20*MINPRICE),BK(1);

CROSSDOWN(M5,M10),SPK(1);
LLV(L,REFSIG_PLACE(SPK,1)+1)<REFSIG_PRICE(SPK,1)-20*MINPRICE && CROSS(C,REFSIG_PRICE(SPK,1)-10*MINPRICE),SK(1);
LLV(L,REFSIG_PLACE(SPK,1)+1)<REFSIG_PRICE(SPK,1)-30*MINPRICE && CROSS(C,REFSIG_PRICE(SPK,1)-15*MINPRICE),SK(1);
LLV(L,REFSIG_PLACE(SPK,1)+1)<REFSIG_PRICE(SPK,1)-40*MINPRICE && CROSS(C,REFSIG_PRICE(SPK,1)-20*MINPRICE),SK(1);