VARIABLE:EntAndExitSign=1,EntPoint=0,ExitPoint=0;
VARIABLE:N=0;

MA1:MA(C,5);
MA3:MA(C,10);

M:=MA(TR,20);
BUYHHV:=HHV(H,20);
SELLLLV:=LLV(L,10);

ss:n,linethick0;

IF BARPOS>=21 THEN BEGIN
IF BARPOS=21 THEN
N:=M;
IF DayCount=6 OR BARPOS=21 THEN BEGIN{5天調整N值}
N:=(19*N+TR)/20;{計算N值}
DayCount:=2;
END
DayCount:=DayCount+1;
EntPoint:=ENTERBARS+1;
IF EntPoint=EntAndExitSign THEN BEGIN{說明STOP指令買進頭寸成功}
PositionCount:=PositionCount+1;{頭寸計數}
SellSign:=True;{開始以STOP賣出，如果達到指定的價格}
END
IF PositionCount=1 THEN BEGIN{第一頭寸}
HOW:=CASH(0)*0.01/N;{波動性百分比決定頭寸規模}
開1:BUY(H>=BUYHHV,HOW,MARKET);{在20日新高STOP指令買進}
END
IF PositionCount=2 THEN BEGIN{如到第二頭寸}
HOW:=CASH(0)*0.01/N;{波動性百分比決定頭寸規模}
開2:BUY(H>=ENTERPRICE+0.5*N,HOW,MARKET);{在上頭寸(即第一頭寸)+0.5個N以STOP指令買進}
END
IF PositionCount=3 THEN BEGIN{如到第三頭寸}
HOW:=CASH(0)*0.01/N;
開3:BUY(H>=ENTERPRICE+0.5*N,HOW,MARKET);{在上頭寸(即第二頭寸)+0.5個N以STOP指令買進}
END
IF PositionCount=4 THEN BEGIN
HOW:=CASH(0)*0.01/N;
開4:BUY(H>=ENTERPRICE+0.5*N,HOW,MARKET);
END
IF SellSign=True THEN BEGIN
    ExitPoint:=EXITBARS+1;
    IF ExitPoint=EntAndExitSign THEN BEGIN {說明賣出成功}
       PositionCount:=1;{頭寸計算復原}
       SellSign:=False;
    END
    IF ENTERPRICE-2*N then SELL(L<=SELLLLV,100%,MARKET);{退出離盈利頭寸}
    ELSE
    SELL(L<=ENTERPRICE-2*N,100%,MARKET);{退出虧損頭寸}
    END
END;