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INPUT:K(0.008,0.001,0.1,0.001);
IF (ENTERPRICE-L)/ENTERPRICE<-K AND
HOLDING>0 THEN 止多:SELL(1,0,MARKET);
IF (H-ENTERPRICE)/ENTERPRICE>K AND
HOLDING<0 THEN 止空:SELLSHORT(1,0,MARKET);
INPUT:K(0.008,0.001,0.1,0.001);
IF (ENTERPRICE-L)/ENTERPRICE<-K AND HOLDING>0 THEN 止多:SELL(1,0,MARKET);
IF (H-ENTERPRICE)/ENTERPRICE>K AND HOLDING<0 THEN 止空:SELLSHORT(1,0,MARKET);