MyLanguage Document

Author: 善, Created: 2018-12-14 17:33:09, Updated: 2019-04-10 09:11:27

executed continuously. If other signals appear during the period, N is recalculated. 4、N cannot be written as a variable.

example：
C>O,BK(1);//K line is the rising line, buy long 1 hand
C<O,SP(BKVOL);//K line is a falling line, sell the long position to close the position 
TRADE_AGAIN(3);//The same command line can be executed 3 times in a row (if three consecutive rising lines, three consecutive long positions are opened)
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Signal Recording Function

BKPRICE

Return the data contract of the last buy signal price

BKPRICE returns the price of the last buying signal of the data contract.

usage:
BKPRICE returns the latest price of the market when the data was last issued.

Note：
1、When the data contract and the transaction contract are the same, the BKPRICE value is equal to the BKPRICE1 value.
2、When there are multiple open positions (adding positions) in the model, the function returns the price of the last open signal, not the average price of the open position.
3、Different signal execution modes, the return values are:
（1）Signal execution mode is not signal review
    Historical backtest: BKPRICE return signal when the data contract price is the latest price
（2）Signal execution mode selection K line completion confirmation signal order
    Historical backtest: BKPRICE return signal when the data contract is the closing price of the current K line
（3）Signal execution mode is set to K line to complete signal review
    Historical backtest: BKPRICE return signal when the data contract is the closing price of the current K line

example:
BKPRICE-CLOSE>60 && BKPRICE>0 && BKVOL>0, SP; //If the buy price is 60 higher than the current price, and the long position exists, sell the position (closing position).

BKPRICEAV

Return data contract long position average price

BKPRICEAV returns the average price of long position for data contracts.

usage：
BKPRICEAV returns the average price of long position for data contracts.

Note：
1、One opening position and one closing position signal filtering model:
（1） After the opening position signal is issued, when the closing signal is not issued: the value of BKPRICEAV is the same as the value of BKPRICE.
（2） After closing position signal: BKPRICEAV returns a value of 0.
2、Adding and subtracting position models:
（1）When the position is not 0: BKPRICEAV returns the average price of the opening position of the data contract (theoretically).
（2）When the adding or subtracting position model is 0: BKPRICEAV returns 0.。

Note：
The calculation of this function takes into account the slippage of price.

example：
CLOSE-BKPRICEAV>60,SP(BKVOL);//The current price is 60 higher than the average price of the long position, and all the long positions are closed.

BKVOL

Buy long opening position signal

Buy long opening position signal lot
usage：
BKVOL returns the current theoretical long position of the model.
1、loading and running：
（1）During the backtesting system operation, BKVOL is not subject to the restriction of funds, and the number of open positions is displayed according to the signal.
2、In the back test run：
（1）If the funds are not enough to open the position, the open lot size is 0, and the BKVOL return value is 0.
（2）After the BK (BPK) signal appears and the signal is confirmed, the value of BKVOL increases the value of the number of opening positions; after the SP (SPK) signal appears and the signal is confirmed, the value of BKVOL decreases the value of the number of closing positions.

example：
BKVOL=0&&C>O,BK(1);//The theoretical long position is 0 and the closing price is greater than the opening price, buy long 1 hand
BKVOL>=1&&H>HV(H,5),BK(2); //The long position is greater than or equal to 1, and when the highest price of the current K line is greater than the highest of the previous 5 periods, 2 positions are added.
BKVOL>0&&L<REF(L,5),SP(BKVOL); //The long position is greater than 0, and when the lowest price of current K line is less than the lowest price of the K line of the previous 5 periods, sell all long positions (close position)

BKHIGH

Return the highest price since the data contract bought long (opened a long position)

Return the highest price since the data contract was bought (opened a long position)
usage：
BKHIGH returns the highest price of the most recent model opened long position to the current.
1、Different signal execution modes, the return values are:
（1）Signal execution mode is to order the K line to confirm the signal
a.In the historical signal calculation, the K line after the BK (BPK) signal returns the highest price of the data contract quote since the order sent.
b.During the loading operation, the BK (BPK) signal returns the latest price of the data contract quote when the signal is sent from the current K line, and the highest price of the data contract quote since the K line after the BK is returned.
The highest price of the statistical contract market is started when the BK (BPK) signal is sent; when the signal disappears, and the highest price of the data contract quote since the last purchase is returned. The signal confirms the existence and returns the highest data contract price recorded as the current K line.
Note: After the BK signal is sent, the signal disappears in the middle, and the highest price of the statistical contract starts from the last signal.
（3）Signal execution mode selection does not perform signal review (for example: writing MULTSIG in the model)
The current K line of the BK (BPK) signal returns the highest price of the data contract from the signal to the K line; the highest price of the data contract since the K line return signal after the BK (BPK) signal.

example：
C>O,BK;
C>BKPRICE&&C<BKHIGH-5,SP;
AUTOFILTER;//The latest price is lower than the highest price of the data contract since the buying long of the open position 5 points, take profit and close the position.

BKLOW

Returns the lowest price since the data contract was bought (opened a long position).

Returns the lowest price since the data contract was bought (opened a long position).
usage：
BKLOW returns the data model's most recent model buy position to the current lowest price.
1、Different signal execution modes, the return values are:
（1）The K line goes through the confirmation signal to place an order
    a.In the historical signal calculation, the K line after the BK (BPK) signal returns the lowest price of      the data contract quote since the commission
    b.During the loading operation, the BK (BPK) signal returns the latest price of the data contract quote         when the signal is sent from the root K line, and the lowest price of the data contract quote since the K         line after the BK is returned.

When the BK (BPK) signal is sent, the lowest price of the statistical contract market is started; the signal         disappears, and the lowest price of the data contract quote since the last purchase is returned. The             signal         confirms the existence and returns the data contract price recorded as the root K line.
    Note: After the BK signal is sent, the signal disappears in the middle, and the lowest price of the                 statistical contract starts from the last signal.
（3）Signal execution mode selection does not perform signal review (for example: writing MULTSIG in the             model)
 The lowest price of the data contract quote when the BK (BPK) signal returns from the signal to the K line         when the K line returns; the lowest price of the data contract quote since the K line return signal after         the BK (BPK) signal.

example：
C>O,BK;
C>BKLOW+5,SP;
AUTOFILTER;//The latest price is higher than the lowest price of the data contract since buying long position     5 points, close the position.

SKPRICE

Returns the latest price of the data contract that selling short

SKPRICE returns the price of the most recent sell short signal for the data contract.

usage：
SKPRICE returns the latest price of the market quotes when the last selling short signal was issued.

Note：
1、The SKPRICE value is equal to the SKPRICE1 value when the data contract and the trading contract are the same.
2、When there are multiple open positions (adding positions) signal in the model, the function returns the price of the last opening position signal, not the average price of the opening position.
3、Different signal execution modes, the return values are:
（1）Signal execution mode is not signal review
    a.Historical backtest: the latest price of the data contract quote when the SKPRICE return signal is sent
（2）Signal execution mode selection K line completion confirmation signal order
    a.Historical backtest: the closing price of the data contract when the SKPRICE return signal is issued as the current K line
（3）Signal execution mode is set to K-line to complete signal review
    a.Historical backtest: the closing price of the data contract when the SKPRICE return signal is issued as the current K line

example:
CLOSE-SKPRICE>60 && SKPRICE>0 && SKVOL>0, BP; //If the selling price is 60 lower than the current price, and the short position exists, buy to cover. (close the position)

SKPRICEAV

Return data contract short position average price

SKPRICEAV returns the average price of open contracts for data contracts.

usage：
SKPRICEAV returns the average price of the open contract for the return data contract.

Note：
1、One open and close position signal filtering model:
（1）When the opening signal is issued, the closing signal doesn’t appear, the SKPRICEAV value is the same as the SKPRICE value.
（2）After the closing signal is appeared: SKPRICEAV returns 0.
2、Add and subtract position models:
（1）When the position is not 0: SKPRICEAV returns the average price of the opening position of the data contract (theoretically).
（2）When the plus or minus position model position is 0: SKPRICEAV returns 0.

Note：
The calculation of this function takes into account the slippage of price.

example：
SKPRICEAV-CLOSE>60, BP(SKVOL);//The current price is 60 lower than the average price of short positions, closing all short positions

SKVOL

Selling short open position signal lot

Selling short open position signal lot
usage：
SKVOL returns the model's current short position theoretical position.
1、loading and running：
（1）During the operation of the backtesting system, SKVOL is not subject to the restriction of funds, and the number of open positions is displayed according to the signal.
2、In the backtest run:
（1）If the funds are not enough to open the position, the number of open positions is 0, and the return value of SKVOL is 0.
（2）After the SK (SPK) signal appears and signal is confirmed, the value of SKVOL increases the value of the number of opening positions; after the BP (BPK) signal appears and the signal is confirmed, the value of SKVOL is reduced by the number of the closing positions.
example：
SKVOL=0&&C<O,SK(1);//when the short position is 0 and the closing price is less than the opening price, sell short 1 hand.
SKVOL>=1&&L<LV(L,5),SK(2); //The short position is greater than or equal to 1, and when the lowest price of the root K line is less than the lowest of the lowest of the previous 5 periods, the 2 positions are added.
SKVOL>0&&H>REF(H,5),BP(SKVOL); //The short position is greater than 0, and when the highest price of the K line is greater than the highest price of the K line of pervious 5 cycles, buy to cover all short positions (close all short position)

SKHIGH

Returns the highest price since the data contract was short sell (opened a short position)

Returns the highest price since the data contract was short sell (opened a short position)
usage：
SKHIGH returns the data contract the most recent model sell short position to the current highest price.
1、Different signal execution modes, the return values are:
（1）The K line goes through the confirmation signal to place an order
   a.In the historical signal calculation, the K line after the SK (SPK) signal returns the highest price of the data contract quote since the order sent
   b.During the loading operation, the SK (SPK) signal returns the latest price of the data contract when the signal is sent from the current K line, and the highest price of the data contract quoted since the K line after the SK returns.

The highest price of the statistical contract market is started when the SK (SPK) signal is sent; when the signal disappears, the highest price of the data contract quote since the last sale is returned. The signal confirms the existence and returns the highest data contract price recorded as the current K line.
Note: After the SK signal is sent, the signal disappears in the middle, and the highest price of the statistical contract starts from the last signal.
（3）Signal execution mode selection does not perform signal review (for example: writing MULTSIG in the model)
The highest price of the data contract market when the SK (SPK) signal returns from the signal to the K line when the K line returns; the highest price of the data contract since the K line return signal after the SK (SPK) signal.

example：
C<O,SK;
C<SKHIGH-5,BP;
AUTOFILTER;//The latest price is lower than the highest price of the data contract since the sale of open positions 5 points, close the position.

SKLOW

Returns the lowest price since the data contract was selling short (opened a short position)

Returns the lowest price since the data contract was selling short (opened a short position)
usage：
SKLOW returns the data contract last time the model was selling short to the current lowest price.
1、Different signal execution modes, the return values are:
（1）The K line goes through the confirmation signal to place an order
   a.In the historical signal calculation, the K line after the SK (SPK) signal returns the lowest price of         the data contract quote since the order sent
   b.During the loading operation, the SK (SPK) signal returns the latest price of the data contract quote         when the signal is sent from the current K line, and the lowest price of the data contract quote since the         return of the SK line after the SK line.
When the signal is sent, the lowest price of the statistics contract is started. The signal disappears and         returns the lowest price of the data contract since the last sale. The signal confirms the existence and         returns the lowest price of the data contract quoted by the K-line.
Note: After the SK signal is sent, the signal disappears in the middle, and the lowest price of the                 statistical contract starts from the last signal.
（3）Signal execution mode selection does not perform signal review (for example: writing MULTSIG in the                 model) The lowest price of the data contract market when the SK (SPK) signal returns from the signal to             the K           line when the K line returns; the lowest price of the data contract after the K line             return signal               after the SK (SPK) signal

example：
C<O,SK;
C<SKPRICE&&C>SKLOW+5,BP;
AUTOFILTER;//The latest price is higher than the lowest price of the data contract since the sale of open             positions 5 points, stop profit and close the position.

ISLASTBK

Determine if the previous signal is BK

ISLASTBK determines if the last trading signal is BK.

usage：
ISLASTBK returns 1 (Yes) when the previous trading signal is BK, otherwise returns 0 (No)

ISLASTBK returns a value of 0 when the BK signal is not acknowledged;
ISLASTBK returns 1 after the BK signal is confirmed
b.Signal execution mode selection does not perform signal review (for example: writing MULTISIG in the             model), BK signal returns the value as current ISLASTBK

Note: When the model contains BPK conditions, and the previous signal is the close position signal, the BK         signal generated by the BPK instruction, ISLASTBK returns 0, and ISLASTBPK returns 1.

example:
C>O,BK;
ISLASTBK&&C>BKPRICE,SP;
AUTOFILTER;//The last signal is the BK signal, and the latest price is greater than the opening price,             selling the position (close position)

ISLASTSK

Determine if the last signal is SK

ISLASTSK determines if the last trading signal is SK.

usage：
ISLASTSK returns 1 (Yes) when the last trading signal is SK, otherwise returns 0 (No)

ISLASTSK returns a value of 0 when the SK signal is not acknowledged;
ISLASTSK returns 1 after SK signal is confirmed
b.Signal execution mode selection does not perform signal review (for example: writing MULTISIG in the             model), SK signal when the current ISLASTSK returns a value of 1

Note: When the model contains SPK conditions, and the previous signal is the close position signal, the SK         signal generated by the SPK instruction, ISLASTSK returns 0, ISLASTSPK returns 1.

example:
C<O,SK;
ISLASTSK&&C<SKPRICE,BP;
AUTOFILTER;//the last signal is SK signal, and the latest price is less than the opening price, buy to cover     (close position)

ISLASTBP

Determine if the previous signal is BP

ISLASTBP determines if the last trading signal is BP.

usage：
ISLASTBP returns 1 (Yes) when the last trading signal is BP,         otherwise returns 0 (No)

ISLASTBP returns a value of 0 when the BP signal is not             acknowledged;
After the BP signal is confirmed, ISLASTBP returns 1
b.The signal execution mode is selected without signal review     for example: writing MULTISIG in the model), and the BP signal     returns a value of 1 when the current ISLASTBP returns

example:
C<O,SK(2);
C>O,BP(1);
ISLASTBP,BP(1);//The last signal is to buy to cover signal         (close position), then subtract 1 hand position.

ISLASTSP

Determine if the previous signal is SP

ISLASTSP determines if the last trading signal is an SP.

usage：
ISLASTSP returns 1 (Yes) when the previous trading signal is         SP, otherwise returns 0 (No)

ISLASTSP returns a value of 0 when the SP signal is not             acknowledged;
ISLASTSP returns 1 after the SP signal is confirmed
b.The signal execution mode is selected without signal review     (for example: writing MULTISIG in the model), and the SP             signal returns a value of 1 when the current ISLASTSP             returns

example:
C>O,BK(2);
C<O,SP(1);
ISLASTSP,SP(1);//the last signal is the closing position             signal, subtract 1 hand position

ISLASTBPK

Determine if the previous signal is BPK

ISLASTBPK determines if the last trading signal is BPK.

usage：
ISLASTBPK returns a 1 (Yes) on BPV, but returns 0 (No)

ISLASTBPK returns a value of 0 when the BPK signal is not         acknowledged;
After the BPK signal is confirmed, ISLASTBPK returns 1
b.Signal execution mode selection does not perform signal review (for example: writing MULTISIG in the model), BPK signal returns the value as current ISLASTBPK

Note: When the model contains BPK conditions, and the previous signal is the close position signal, the BK signal generated by the BPK instruction, ISLASTBK returns 0, and ISLASTBPK returns 1.

example:
C>O,BPK;
ISLASTBPK&&C<O,SPK;
AUTOFILTER;//the last signal is BPK signal, then reverse SPK

ISLASTSPK

Determine if the previous signal is SPK

ISLASTSPK determines if the last trading signal is SPK.

usage：
The last trading signal of ISLASTSPK is 1 (Yes) for SPK,             otherwise it returns 0 (No)

ISLASTSPK returns a value of 0 when the SPK signal is not         acknowledged;
ISLASTSPK returns 1 after SPK signal is confirmed
b.Signal execution mode selection does not perform signal review (for example: writing MULTISIG in the model), SPK signal when the current ISLASTSPK returns a value of 1

Note: When the model contains SPK conditions, and the previous signal is the close position signal, the SK signal generated by the SPK instruction, ISLASTSK returns 0, ISLASTSPK returns 1.

example:
C<O,SPK;
ISLASTSPK&&C>O,BPK;
AUTOFILTER;//the last signal is SPK signal, then reverse BPK

ISLASTSTOP

Determine if the previous signal is STOP

ISLASTSTOP determines if the last trading signal is STOP.

usage：
ISLASTSTOP returns 1 (Yes) when the last trading signal is         STOP, otherwise returns 0 (No)

Note: The closing price model STOP signal has a return value of 1 for the K-line ISLASTSTOP; the command price model STOP signal returns 1 for the current K-line ISLASTSTOP.

example:
CROSS(C,MA(C,5)),BK(2);
STOP(0,5);
ISLASTSTOP&&CROSS(C,MA(C,10)), BK(1);//The last signal is the STOP signal, and the price up cross the 10-cycle moving average line, opening a position(1 hand)

ISLASTCLOSEOUT

Determine if the previous signal is CLOSEOUT

ISLASTCLOSEOUT determines if the previous signal is CLOSEOUT.

usage：
ISLASTCLOSEOUT The last trading signal is CLOSEOUT returns 1 (Yes), otherwise it returns 0 (No)

ISLASTCLOSEOUT returns a value of 0 when the CLOSEOUT signal         is not acknowledged;
ISLASTCLOSEOUT returns 1 after the CLOSEOUT signal is             acknowledged
b. Signal execution mode selection does not perform signal         review (for example: write MULTIC in the model), CLOSEOUT         signal when the current ISLASTCLOSEOUT returns a value of 1

example:
ISLASTCLOSEOUT&&C>O, BK(1);//The last signal is the clearance signal, and when the current K line is the rising line, buy long 1 hand

BARSBK

The last buy long signal location

BARSBK last buy long signal location

usage：
BARSBK returns the number of cycles of the K line from the last buying long location to the current K line (excluding the K line where the BK signal appears)
To take the number of cycles from the K line that appears in the BK signal to the current K line, you need to +1 after this function, that is, BARSBK+1; since the current k line of the BK signal returns the null value, the BARSBK+1 When the BK signal is sent, the current k line returns a null value.

Note：
1、If there is no BK signal before the current K line, the         function return value is null.
2、After the BK signal is confirmed, BARSBK returns a null         value.
（1）Set the signal execution mode to order the K line to         confirm the signal
The BARSBK return value is the number of the current K line         from the previous BK signal (including the current K line)
（2）Set the signal execution mode to immediately place an         order for the outgoing signal, without reviewing (for example,     writing MULTSIG in the model)
    a.In the historical signal calculation, the current K line         of the BK signal appears, and the BARSBK returns a null             value.
    b.During the loading operation, BARSBK returns a null             value after the signal is confirmed.

The BARSBK return value is the number of the current K line         from the previous BK signal (including the current K line)

example：
1、BARSBK>10, SP; / / last time of buying long open positions (not including the K line that appears to the opening position signal) from the current K line cycle number is greater than 10, closing position;
2、HHV (H, BARSBK + 1); / / last time to selling short open positions (including the opening of the signal appears as the current k line) to the current maximum price.
When the BK signal appears on the current K line, AA returns a null value, and needs to return the highest price on the current K line. The model needs to be modified to:
AA:=IFELSE(BARSBK>=1,HHV(H,BARSBK+1),H);
（1）When the BK signal appears on the current K line, the BARSBK returns a null value, and if the condition of BARSBK>=1 is not satisfied, the value is the highest price of the current K line.
（2）After the BK signal is sent, the K line BARSBK returns the number of cycles of the K line of the open position from the current K line. If the condition of BARSBK>=1 is satisfied, the value is HHV(H, BARSBK+1), that is, the open position is buying long. (Includes the current k line that appears when the opening signal appears) to the current maximum price.
After the modification, if the value of AA is used in the closing position condition, when the current K line satisfies the closing position condition, the closing signal may appear.
3、AA:=IFELSE(BARSBK>=1,REF(C,BARSBK),C);//take the latest buying long position of the K-line closing price
（1）When the current k-line BARSBK of the BK signal returns a null value, when the current K-line does not satisfy the condition of BARSBK>=1, AA returns the closing price of the current k-line;
（2）After the BK signal is sent, the k line BARSBK returns the number of cycles of the K line of the open position from the current K line, then AA returns REF (C, BARSBK), that is, the closing price of the opened position k line;
（3）Example: 1, k2, 3, 3, k line, 1 K line is the current k line of the opening signal, then return the closing price of the current k line, 2, 3 K line AA return value is 1 K line Closing price.

BARSSK

Last selling short signal location

BARSSK last selling short signal location

usage:
BARSSK returns the number of cycles from the K line of the last sell short open position to the current K line (excluding the K line where the SK signal appears)
Take the number of cycles from the K line that appears in the SK signal to the current K line, which needs to be +1 after this function, that is, BARSSK+1; since the current k line BARSSK that sends the SK signal returns a null value, BARSSK+1 is The SK signal is sent when the current k line returns a null value.


Note:
1. If there is no SK signal before the current K line, the         function return value is null.
2. After the SK signal is confirmed, BARSSK returns a null         value.
  (1) Set the signal execution mode to order the K line to               confirm     the signal
      The BARSSK return value is the number of the current K             line from the previous SK signal (including the                   current K line)
  (2) Set the signal execution mode to immediately place an             order for the outgoing signal, without reviewing (for             example, writing MULTSIG in the model)
a. In the historical signal calculation, the SK signal appears     as the current K line, BARSSK returns a null value
b. During the loading operation, the SK signal is the current     K line, and the BARSKK returns a null value after the signal       is confirmed.

The BARSSK return value is the number of the current K line         from the previous SK signal (including the current K line)


example:
1, BARSSK>10, BP; / / last selling short open position             (excluding the K line that appears to buy long signal) from         the current K line cycle number is greater than 10, close         position;
2, LLV (L, BARSSK + 1); / / last selling short position             (including the opening k signal appears as the current k             line) to the current minimum price.
    When the SK signal appears on the current K line, AA             returns a null value. If it is necessary to return the             lowest price on the current K line, the model needs to be         modified to:
    AA:=IFELSE(BARSSK>=1, LLV(L, BARSSK+1), L);
    (1) When the SK signal appears on the current K line,             BARSSK returns a null value. If the condition of BARSSK>=1         is not satisfied, the value is the lowest price of the             current K line.
    (2) After the SK signal is sent, the K line SARSK returns         the number of cycles of the K line that selling short             position from the current K line. If the condition of             BARSSK>=1 is satisfied, the value is LLV (L, BARSSK+1),           that is, the selling short position (including the current         k line that appears when the opening position signal               appears) to the minimum value of the current lowest price.
    After the modification, if the value of AA is used in the         closing position condition, when the root K line satisfies         the closing condition, the closing position signal may             appear.
3, AA: = IFELSE (BARSSK> = 1, REF (C, BARSSK), C); / / take         the closing price of the last selling short K line
    (1) When the current k-line BARSSK of the SK signal                 returns a null value, when the current K line does not             satisfy the condition of BARSSK>=1, AA returns the                 closing price of the current k-line;
    (2) After the SK signal is sent, the k line BARSSK returns             the number of cycles of the K line of the open                     position from the current K line, then AA returns REF             (C, BARSSK), that is, the closing price of the opened             k line;
    (3) Example: 1, 2, 3 k line, 1 K line is the current k                 line of the opening signal, then return the closing                 price of the current k line, 2, 3K line AA return                 value is the closing price of 1K line.

BARSSP

Last sell to close position location

BARSSP last sell to close position location

usage：
BARSSP returns the number of cycles of the last K line that was selling short from the current K line (excluding the K line where the SP signal appears)
To take the number of cycles from the K line that appears in the SP signal to the current K line, you need to +1 after this function, that is, BARSSP+1. Since the current k-line BARSSP of the SP signal returns a null value, BARSSP+1 is issuing the SP signal when the current k line returns a null value.

Note：
1、If there is no SP signal before the current K line, the function return value is null.
2、After the SP signal is confirmed, BARSSP returns a null value.
（1）Set the signal execution mode to order the K line to confirm the signal
The BARSBP return value is the number of the current K line from the previous BP signal (including the current K line)
（2）Set the signal execution mode to immediately place an order for the outgoing signal, without reviewing (for example, writing MULTSIG in the model)
   a.In the historical signal calculation, the SP signal appears as the current K line, and the BARSSP returns a null value.
   b.During the loading process, when the signal is confirmed, the BARSSP returns a null value.
The BARSSP return value is the number of the current K line from the previous SP signal (including the current K line)

example：
1、BARSSP>10, BK; / / last selling short close position (not including the K line that appears closing position signal) from the current K line cycle number is greater than 10, buy long.
2、AA: = HHV (H, BARSSP + 1); / / Last time, the sell short of the closing position (including the current k line appearing in the closing signal) to the current maximum price maximum.
When the SP signal appears on the current K line, AA returns a null value. If it is necessary to return the highest price on the current K line, the model needs to be modified to:
AA:=IFELSE(BARSSP>=1,HHV(H,BARSSP+1),H);
（1）When the SP signal appears on the current K line, the BARSSP returns a null value, and if the condition of BARSSP>=1 is not satisfied, the value is the highest price of the current K line.
（2）After the SP signal is sent, the K-line BARSSP returns the number of cycles of the K-line of the buy long position from the current K-line. If the condition of BARSSP>=1 is satisfied, the value is HHV(H, BARSSP+1), that is, the sale is closed. (including the root k line appearing when the closing signal appears) to the maximum value of the current highest price.
3、AA:=IFELSE(BARSSP>=1,REF(C,BARSSP),C);//take the closing price of the last sale of closed K-line
（1）When the current signal of the SP signal returns the null value, the current K line does not satisfy the condition of BARSSP>=1, and AA returns the closing price of the current k line;
（2）After the SP signal is sent, the k line BARSSP returns the number of cycles of the K line of the selling position from the current K line, then AA returns REF (C, BARSSP), that is, the closing price of the closing k line;
（3）1, 2, 3 k line, 1 K line is the current k line of the closing position signal, then return the closing price of the current k line, 2, 3 K line AA return value is the closing price of 1 K line

BARSBP

Last time buy to cover signal location.

BARSBP last time buy to cover signal location

usage：
BARSBP returns the number of cycles from the last K line of the last buy to cover position to the current K line (excluding the K line where the BP signal appears)
To take the number of cycles from the K line that appears in the BP signal to the current K line, you need to +1 after this function, that is, BARSBP+1. Since the current k-line BARSBP of the BP signal returns a null value, BARSBP+1 is issuing a BP signal when the current k line returns a null value.

Note：
1、If there is no BP signal before the current K line, the function return value is null.
2、BARSBP returns a null value after the BP signal is confirmed.
（1）Set the signal execution mode to order the K line to confirm the signal
The BARSBP return value is the number of the current K line from the previous BP signal (including the current K line)
（2）Set the signal execution mode to immediately place an order for the outgoing signal, without reviewing (for example, writing MULTSIG in the model)
   a. In the historical signal calculation, the BP signal appears as the current K line, and the BARSBP returns a null value.
   b.During the loading operation, the BP signal is current at the K line, and the BARSBP returns a null value after the signal is confirmed.

The BARSBP return value is the number of the current K line from the previous BP signal (including the current K line)

example：
1、BARSBP>10,BK;//last time to buy to cover a position (not including the K line that appears to buy to cover signal) from the current K line cycle number is greater than 10, buy long.
2、AA:=HHV(H,BARSBP+1);//last time to buy to cover a position (including the current k line appear when the closing signal appears) to the current maximum price.
When the BP signal appears on the current K line, AA returns a null value. If it is necessary to return the highest price on the current K line, the model needs to be modified to:
AA:=IFELSE(BARSBP>=1,HHV(H,BARSBP+1),H);
（1）When the BP signal appears on the current K line, the BARSBP returns a null value, and if the condition of BARSBP>=1 is not satisfied, the value is the highest price of the current K line.
（2）After the BP signal is sent, the K-line BARSBP returns the number of cycles of the K-line of the buy long position from the current K-line. If the condition of BARSBP>=1 is satisfied, the value is HHV(H, BARSBP+1), that is, the long position is closed. (including the current k line appearing when the closing signal appears) to the maximum value of the current highest price.
3、AA:=IFELSE(BARSBP>=1,REF(C,BARSBP),C);//take the closing price of the last buy to cover closing position K line
（1）When the current k-line BARSBP of the BP signal returns a null value, when the current K line does not satisfy the condition of BARSBP>=1, AA returns the closing price of the current k-line;
（2）After the BP signal is sent, the k-line BARSBP returns the number of cycles of the K-line of the buy long position from the current K-line, then AA returns REF(C, BARSBP), that is, the closing price of the closed k-line;
（3）Example: 1, 2, 3 k line, 1 K line is the current k line of the closing signal, then return the closing price of the current k line, 2, 3 K line AA return value is 1 K line Closing price.

Position Function

MYVOL

Get the number of sent orders

MYVOL Get the number of sent orders

Usage: Get the number of sent orders, which is used to calculate the lot size when loading the model, which include adding or subtracting positions.

Note：
Backtest: return the number of lots number in the backtest parameter

example：
//When the number of orders in the loading parameters is set to 3, the number of orders for writing BK is 6;
C>O,BK(2*MYVOL);
C<O,SP(BKVOL);

MONEY

Account available funds

MONEY account available funds

Usage: MONEY returns the funds available for the account, used for calculation of positions, lots, etc.

Calculation method:
1. The initial value of MONEY in the account is the starting capital set in the margin parameter.
2. The initial value of MONEY in the historical backtest is the initial capital set in the backtest parameter.
3. Open the position signal as the MONEY value of the current k line: available funds before opening the position - position margin – commission fee, where position margin = opening price * margin ratio * trading unit * lot
4. MONEY value of the k line that has not been closed after opening the position = MONEY value of the k line before the opening signal + floating profit and loss PROFIT
5. The MONEY value of the closing signal as the current k line: the available funds before closing the position + the closing profit and loss + the margin released by the closing position - the commission fee, wherein the margin released by the closing position = the opening price * the margin ratio * the trading unit * the number of lots


Note:
1. The signal execution mode is: ‘K line is finished confirming the order’ or ‘XX is placed, K line is finished reviewing’:
  a. Open the signal as the current K line, MONEY return value is the available funds of the upper current K line - open margin – commission fee.
  b. The closing signal is the current K line, the MONEY return value is the available capital of the upper K line + the closing profit and loss + the margin released by the position - the commission fee.
2. Signal execution mode selection, ‘Outgoing signal is placed, no review is performed’:
  a. Opening the signal When the current K line, the MONEY return value is the available funds before the opening of the k-line - opening margin – commission fee.
  b. The closing signal is the current K line, and the MONEY return value is the available funds before the closing of the K line and the closing profit/loss of the closing position + the margin for releasing the position.
3. When the signal execution mode is ‘K line completes the confirmation signal to place an order’, the closing profit and loss = (closing price as the closing price of the K-line closing price - opening price) * lot number * trading unit - handling fee.
4. The signal execution mode is ‘When the signal is placed immediately, no review is made, the profit and loss of the position is closed==the order price of the closing signal-opening price*the number of lots* the trading unit-commission fee.
5. After the account is initialized, the MONEY return value is the available funds in the initialization box.


example:

K:=MONEY0.2/(CMARGIN*UNIT+FEE); // 20% of the funds available for the account can be opened (this is the same as the contract for a fixed lot), FEE custom, or Calculation. ```

MONEYTOT

Account equity

MONEYTOT Account equity

Usage: MONEYTOT returns the current account equity, and the model is used for fund management such as position control and order lot size.

Calculation method: MONEYTOT=Account available funds + position margin

Note:

The initial value of MONEYTOT in the account is the starting capital set in the margin parameter.
The initial value of MONEYTOT in the historical backtest is the initial capital set in the backtest parameter.
When the account is initialized: a. The current signal is the opening signal, and the MONEYTOT return value is the available funds of the account in the initialization box; b. The current signal is the closing signal, then MONEYTOT returns the available funds of the account in the initialization box + position margin. 4, open the signal as the current k line: MONEYTOT = account available funds + position margin
Before closing the position after opening the position: MONEYTOT returns the current account available funds + position margin
The closing signal is the current k line: when the position is 0, MONEYTOT=available funds; when the position is not 0, MONEYTOT=available funds + margins occupied by positions. Note: The available funds in the position list are available funds that contain floating profit and loss (= current equity - margin used by position).

example：
K:=MONEYTOT*0.2/(C*MARGIN*UNIT+FEE); // 20% of the account equity can be opened (this is the same as the contract for a fixed lot), FEE customization, or calculation
```

COINS

Cryptocurrency spot account available currency

1、For cryptocurrency spot, get the current available currency.

MARGIN

Leverage

Commodity Future

a := MARGIN;   // Declare the variable a and assign a to the current contract leverage.

Cryptocurrency Spot

a := MARGIN;   // fixed to a value of 1

Cryptocurrency Futures

Cryptocurrency futures set leverage

a := MARGIN;   // Declare the variable a and assign a to the current contract leverage.

TICK Data Function
- ASK1
  
  Get TICK’s latest selling price
- ASK2
  
  Get TICK’s second latest selling price
- ASK3
  
  Get TICK’s third latest selling price
- ASK4
  
  Get TICK’s fourth latest selling price
- ASK5
  
  Get TICK’s fifth latest selling price
- ASK1VOL
  
  Get the volume of latest selling price
- ASK2VOL
  
  Get the volume of second latest selling price
- ASK3VOL
  
  Get the volume of third latest selling price
- ASK4VOL
  
  Get the volume of fourth latest selling price
- ASK5VOL
  
  Get the volume of fifth latest selling price
- BID1
  
  Get TICK’s latest buying price
- BID2
  
  Get TICK’s second latest buying price
- BID3
  
  Get TICK’s third latest buying price
- BID4
  
  Get TICK’s fourth latest buying price
- BID5
  
  Get TICK’s fifth latest buying price
- BID1VOL
  
  Get the volume of latest buying price
- BID2VOL
  
  Get the volume of second latest buying price
- BID3VOL
  
  Get the volume of third latest buying price
- BID4VOL
  
  Get the volume of fourth latest buying price
- BID5VOL
  
  Get the volume of fifth latest buying price
- NEW
  
  Get the latest price of TICK

System

EXIT

exit the program
```
EXIT();
```

INFO

Log output

INFO(cond, param, ...);

1、cond is a condition variable and output log when it is true.
2、The condition variable can be followed by multiple variable parameters.
example：
INFO(1, C, '<-closing price');

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MyLanguage Document

Signal Recording Function

BKPRICE

BKPRICEAV

BKVOL

BKHIGH

BKLOW

SKPRICE

SKPRICEAV

SKVOL

SKHIGH

SKLOW

ISLASTBK

ISLASTSK

ISLASTBP

ISLASTSP

ISLASTBPK

ISLASTSPK

ISLASTSTOP

ISLASTCLOSEOUT

BARSBK

BARSSK

BARSSP

BARSBP

Position Function

MYVOL

MONEY

MONEYTOT

COINS

MARGIN

TICK Data Function

ASK1

ASK2

ASK3

ASK4

ASK5

ASK1VOL

ASK2VOL

ASK3VOL

ASK4VOL

ASK5VOL

BID1

BID2

BID3

BID4

BID5

BID1VOL

BID2VOL

BID3VOL

BID4VOL

BID5VOL

NEW

System

EXIT

INFO