C22-15M

FUND:=10000000; //资金
TC:=INTPART(FUND*0.4/(C*MARGIN*UNIT+FEE));//计算开仓手数

TR:=MAX(MAX((H-L),ABS(REF(C,1)-H)),ABS(REF(C,1)-L));
ATR:=MA(TR,LENGTH2);
MIDLINE:=MA((H + L + C)/3,LENGTH1);
UPBAND: =MIDLINE + N*ATR;
DOWNBAND : =MIDLINE - N*ATR;


BKVOL=0 AND C>=UPBAND AND REF(C,1)<REF(UPBAND,1),BPK(TC);
SKVOL=0 AND C<=DOWNBAND AND REF(C,1)>REF(DOWNBAND,1),SPK(TC);

BKVOL>0 AND C<=MIDLINE,SP(BKVOL);
SKVOL>0 AND C>=MIDLINE,BP(SKVOL);